Frank Kleibergen and Sophocles Mavroeidis, "Identification Issues in Limited-Information Bayesian Analysis of Structural Macroeconomic Models", Journal of Applied Econometrics, Vol. 29, No. 7, 2014, pp. 1183-1209. The zip file km-files.zip contains the following files: hnkpc_20121219.txt: data on inflation and the labor share downloaded on 19 December 2012 from FRED. The data file contains quarterly data from 1947q1 to 2011q4 on two variables: inf_pgdp quarter on quarter change in the log of the US GDP deflator. lsnfb log of the US labor share in the non-farm business sector. More details for these series and sources can be found at the following location: http://www.aeaweb.org/jel/app/mar14_Mav_doc.zip. hnkpc_20121219.xls: same data in Excel format for use with estimation.ox estimation.ox: An Oxmetrics program (version 6 or later) that replicates the results in figures 13-23 in the paper.