Knut A. Aastveit, Hilde C. Bjørnland, and Leif Anders Thorsrud, "What Drives Oil Prices? Emerging versus Developed Economies", Journal of Applied Econometrics, Vol. 30, No. 7, 2015, pp. 1013-1028. In this paper we extract two unobserved factors, emerging and developed economies, using a factor augmented vector autoregression methodology. We then analyse the structural linkages between the oil market and the macro economy. The raw data used to estimate the FAVAR model are contained in two separate files: rawData and header. The rawData.csv file is a comma-separated file (56 KB) containing 67 rows and 76 columns. The first row contains the time series dates. Dates are quarterly, and written as, e.g., 2001.01, for year 2000 and quarter 1. The sample is from 1991.01 to 2009.04. Rows 2 to 67 contain the quaterly changes in (log) GDP and Industrial production for the different countries entertained in the analysis. In case for a given reference period an observation for a given variable is not available, NaN is entered. The header.txt file contains the names associated with each row in rawData.csv. That is, it contains 67 lines, where each line is associated with the corresponding line in rawData.csv. The two data files are zipped in the file abt-data.zip. Since they are ASCII files in DOS format, Unix/Linux users should use "unzip -a". The raw data were collected from Thomson Reuters Ecowin, OECD, Statistics Norway, and the GVAR database. See Pesaran, M. H., T. Schuermann, and L. V. Smith (2009). Rejoinder to comments on forecasting economic and fnancial variables with global VARs. International Journal of Forecasting 25 (4), 703-715. Further details about estimation and the data can be found in the paper and in the online appendix.