Pablo A. Guerron-Quintana, "What You Match Does Matter: The Effects of Data on DSGE Estimation", Journal of Applied Econometrics, Vol. 25, No. 5, 2010, pp. 774-804. All data are in the file gq-data.txt, which is an ASCII file in DOS format. It is zipped in the file gq-data.zip. Unix/Linux users should use "unzip -a". The data are extracted from the Haver Analytics database. The data spans from the third quarter of 1954 to the fourth quarter of 2004 for a total of 202 observations. Rows correspond to time and columns to observables. The data in the file are organized as follows (from left to right): growth rates of Output, consumption, investment, real wages, the level of labor, annualized nominal interest rates, and annualized inflation The series are built as follows: real GDP results from dividing nominal GDP by population (16 years and older) and the GDP deflator. Real consumption is the sum of personal consumption of non-durables and services. Real investment consists of personal consumption expenditures of durables and gross private domestic investment. To obtain per capita measures, both real consumption and real investment are divided by population. The log of hours of all persons in the non-farm business sector divided by population corresponds to labor. Real wages result from dividing the nominal wage per hour in the non-farm business sector by the GDP deflator. Interest rates correspond to the effective Federal Funds Rate, while inflation is the quarterly log difference of the GDP deflator. Both interest rates and inflation are expressed in annual basis.