Nonejad, Nima, "Replicating the Results in 'A New Model of Trend
Inflation' using Particle Markov Chain Monte Carlo", Journal of
Applied Econometrics, Vol. 31, No. 7, 2016, pp. 1478-1483.

The data used in this article were downloaded from Joshua Chan's
website associated with the following paper:

  Joshua C. C. Chan, Gary Koop, and Simon M. Potter, "A New Model of
  Trend Inflation", Journal of Business & Economic Statistics Volume 31,
  Issue 1, 2013, pages 94-106.

It is a single column of US CPI inflation YYYYQQ from 1947-2011 saved
in cvs format. The data file is called USCPI_Q.csv. It is an ASCII
file in DOS format.

There is also an online appendix with supplementary material that
contains more details regarding PMCMC estimation and additional
results not reported in the main text.

For any questions, contact: Nima Nonejad [AT] nimanonejad@gmail.com