Gianna Boero, Jeremy Smith, and Kenneth F. Wallis, "The Measurement and Characteristics of Professional Forecasters' Uncertainty", Journal of Applied Econometrics, Vol. 30, No. 7, 2015, pp. 1029-1046. The source of the data used in this paper is the quarterly Bank of England Survey of External Forecasters. The data are the property of the Bank of England, and readers wishing to gain access to the data should write to the Publications Editor, Inflation Report and Bulletin Division, Bank of England, Threadneedle Street, London EC2R 8AH, UK. The raw data comprise the quarterly responses (collected in February, May, August and November) of individual members of a panel of forecasters, to questions on the point forecast for the variable (inflation and output growth) as well on the probability that the variable will lie in each one of a number of preassigned intervals. Since May 2006 the survey has asked questions related to one-, two- and three-years-ahead forecasts, for both variables, and these are the data studied in this paper. The dataset extends to November 2012 and so comprises 27 surveys. The point forecasts are recorded in an excel file which contains separate tabs for each individual, with their one-, two- and three-year ahead point forecasts for each quarter. The probability forecasts are reported in separate excel files according to the variable (inflation or output growth) and the period ahead of the forecast. Within each excel file separate tabs correspond to the different quarters of the survey, and within each tab the probabilities assigned to each bin are reported across all individuals. The identities of these professional forecasters are not known to us, although identification numbers, which are labelled as A1 through to Z2, allow us to track individual responses over time. This is as far as we can go, in the light of the Bank's conditions under which access is granted. There is no reason to suppose that a bona fide researcher would not be granted similar access to the data.