Jan J. J. Groen, George Kapetanios, and Simon Price, "Multivariate Methods for Monitoring Structural Change", Journal of Applied Econometrics, Vol. 28, No. 2, 2013, pp. 250-274. There are two data files, both of which are ASCII files in DOS format and are zipped in the file gkp-data.zip. Unix/Linux users should use "unzip -a". rpicompo.txt has 247 rows and 77 columns. Each column contains a component index of UK RPI. rpi.txt has 247 rows and 1 column. The column contains UK RPI. Both files have data that are monthly and start in January 1987 and end in July 2007.