Zacharias Psaradakis and Martin Sola, "On Detrending and Cyclical Asymmetry",
Journal of Applied Econometrics, Vol. 18, No. 3, 2003, pp. 271-289.

The file psdata.dat, which is in DOS format and is zipped in the file
psdata.zip, contains the data series analyzed in the above paper. These
are quarterly seasonally adjusted real GDP series for the G7 countries
(arranged in columns). The sample periods are as follows: 

  Canada (CAN): 1961:1-1997:2
  France (FR): 1977:1-1997:2
  Germany(GER): 1960:1-1997:2
  Italy (IT): 1970:1-1997:2 
  Japan (JP): 1965:1-1997:2 
  United Kingdom (UK): 1955:1-1997:2
  United States (US): 1959:1-1997:2

The first two columns contain the month and quarter. Country codes are
given in the last line of the file. Missing observations are shown
by -999.99.

Data source: DataStream.