Luca Gambetti and Alberto Musso, "Loan Supply Shocks and the Business 
Cycle", Journal of Applied Econometrics, Vol. 32, No. 4, 2017, pp. 
764-782.

The files 'dataGambettiMusso.csv' and 'dataGambettiMusso.xlsx' contain
the data used in the empirical application of the paper. Both files
contain the same data. 'dataGambettiMusso.csv' is an ASCII file in DOS
format, which is zipped in the file 'gm-data.zip'.

The baseline models for each region (Euro Area, United Kingdom and
United States) include quarterly data from 1980Q1 to 2011Q4 for real
GDP, consumer prices, loans to the non-financial private sector, a
composite lending rate, and a reference short-term interest rate. The
first three variables enter in the model as 400*(diff(log(X))), where
X stands for real GDP, consumer prices, and loans. The sensitivity
analysis section includes also the nominal GDP to loans ratio
(included in the model as first difference of the ratio normalised to
1.00 in 1980Q1).  

The file 'gambetti-musso-data-and-sources.pdf' provides details on the
definition, treatment and sources of the data.