Markku Lanne and Jani Luoto, "Noncausal Bayesian Vector Autoregression", 
Journal of Applied Econometrics, Vol. 31, No. 7, 2016, pp. 1392-1406.

The data are in the ASCII text file datancbvar.txt, which is zipped in
the file data-ll.zip. Since the file is in DOS format, Unix/Linux
users should use "unzip -a".


The file contains the quarterly series from 1955:Q1 to 2013:Q2 on the
seasonally adjusted implicit price deflator of GDP (first column) and
the real GDP (second column) for the U.S.

The series were downloaded from the Federal Reserve Economic Data
(FRED) website, and they are freely available at
http://research.stlouisfed.org/fred2/.