Adam Copeland and George Hall, "The Response of Prices, Sales, and Output to Temporary Changes in Demand," Journal of Applied Econometrics, Vol. 26. No. 2, 2011, pp. 232-269. The data used in the article are from several sources. The unit sales, unit inventories, and unit production data for the US market were purchased from Wards Automotive. Further, Wards Automotive provides a wealth of information vehicle characteristics, where vehicles are produced, changes to model from year-to-year, etc. For more information on purchasing these proprietary data, go to: http://wardsauto.com/about/wardsauto/ The price data on automobiles sold in the US market come from JD Powers and Associates' Power Information Network. For more information on these proprietary data, go to: http://www.powerinfonet.com/ The two MATLAB programs used to analyze the data are zipped in the file ch-progs.zip. They are ASCII files in DOS format. Unix/Linux users should use "unzip -a" Because the data are proprietary, the inputs to these two programs are not included. The programs are: 1) plt_sur.m: This program estimates the auxiliary model and generates some of the results report in Table 6. 2) res_probit.m: This program estimates two probits and generates some of the results reported in Table 7 Please address any questions to: George Hall Department of Economics and International Business School Brandeis University P.O. Box 9110 415 South Street Waltham MA 02454-9110 ghall [AT] brandeis.edu