Christophe Planas and Alessandro Rossi, "Can inflation data improve the real-time reliability of output gap estimates?", Journal of Applied Econometrics, Vol. 19, No. 1, 2004, pp. 121-133. All data files are zipped in the file gapdata.zip. These are text files in DOS format. The files pr-eu.data, pr-fr.data, pr-it.data, and pr-us.data contain price and GDP data for the EU-11, France, Italy, and the U.S. Price data are displayed after twice differencing the log-transformation. Gdp data are stored in logs. Note that all logarithms are base 10. Sources: The US data (1957-3/2000-1) have been kindly made available to us by K.Kuttner, Federal Reserve of New York. The EU-11 data (1970-3/1998-4) are those of Fagan et al. (2001) and are downloadable at the European Central Bank web-site www.ecb.int. The French data (1978-3/2002-3) have been downloaded from the INSEE web-site at www.insee.fr. The Italian data (1970-3/2001-2) are from the Eurostat database New Cronos. All series are quarterly with sample sizes T=171 for US, T=114 for EU-11, T=99 for FR and T=124 for IT. The GDP series are in constant prices and seasonally adjusted. While the US, FR and IT consumer price indices are seasonally adjusted, some evidence of seasonality was found in the EU-11 Harmonized Index of Consumer Price series; we corrected it with the program Tramo-Seats downladable at www.bde.es. A significant outlier was found in the EU-11 price index at the date 1975-Q1, and two in the Italian price index at the dates 1974-Q1 and 1976-Q3. We corrected them by dummy variables in the model we fit - see Tables 1a and 1b of the paper. Program: Those with access to a compatible version of Excel running on a compatible version of Windows may be able to use the program GAP, Version 2.2, which is accessed through the Excel spreadsheet gap_interface.xls. This program was developed in a computer running Windows 2000. The file Allgap.zip contains three files: gap_interface.xls, gap.exe gap.bat. These three files need to be put in the same directory. For starting, open gap_interface.xls and read the Help and Technical Annex in worksheet "Help". Data must be inserted in the worksheet "Data". The Help and Technical Annex are both PDF files. You might need to set the default path in Tools-Options-General-Default File Location to the location of gap.exe and gap.bat. For any problem with running this program, please contact either christophe.planas@jrc.it or alessandro.rossi@jrc.it.