Oleg Korenok, Stanislav Radchenko, and Norman R. Swanson,  
"International Evidence on the Efficacy of new-Keynesian Models of 
Inflation Persistence", Journal of Applied Econometrics, Vol. 25, No. 1,
2010, pp. 31-54.

The data used in the article are from the OECD Economic Outlook 77 
database and the DRI (Global Insight) International Database. The data 
are quarterly between 1960Q1 and 2005Q4 and cover 13 OECD countries: 
Australia, Canada,Finland, France, the United Kingdom, Ireland, Italy, 
Japan, the Netherlands, Norway, New Zealand, Sweden, and the United States.

There are eight ASCII text files (tab delimited) in DOS format: 
gdp_deflator.txt, output_gap.txt, population.txt, rgdp.txt, 
interest_rate.txt, terms_of_trade.txt, unit_labor_costs.txt, and 
unemployment.txt. These files are zipped in the file krs-files.zip. 
Unix/Linux user should use "unzip -a".

All data, except terms of trade, are taken from the Economic Outlook, 
where they are denoted "Deflator for GDP at Market Prices", "Output 
Gap", "Population, Total (Between 15 & 64 years old)", "Gross Domestic 
Product (Market prices), Volume","Interest Rate, Short-Term", "Unit 
Labour Cost", "Unemployment Rate."  Terms of trade are taken from the 
DRI (Global Insight) International Database, where they are denoted 
"TOT" for Canada, "TOTNS" for Australia, Finland, France, Ireland, 
Italy, Japan, New Zealand, Norway, Sweden, the United Kingdom.

Each column gives the data for one country for the time period shown in 
the first column.

Please address any questions to:

Oleg Korenok
Department of Economics
VCU School of Business
301 West Main Street
Richmond, VA, 23284

okorenok [AT] vcu.edu