Ricardo T. Fernholz, "Nonparametric Methods and Local-Time-Based
Estimation for Dynamic Power Law Distributions", Journal of Applied
Econometrics, Vol. 32, No. 7, 2017, pp. 1244-1260.

There are 22 data files in .txt format that report the monthly spot
prices of aluminum, bananas, barley, beef, Brent crude oil, cocoa,
copper, corn, cotton, iron, lamb, nickel, orange, poultry, rubber,
soybeans, sugar, tin, wheat, fine wool, and zinc from 1/1980 to
12/2015. Each file reports the price of one commodity. These data were
obtained from the Federal Reserve Bank of St. Louis (FRED)
at hhttps://research.stlouisfed.org/fred2 [research.stlouisfed.org].

The 22 data files and an R program file are zipped in rtf-files.zip.
All these files are ASCII files in DOS format. Unix/Linux users should
use "unzip -a".

Ricardo T. Fernholz
Assistant Professor of Economics
Robert Day School of Economics and Finance
Claremont McKenna College
500 E. Ninth St.
Claremont, CA 91711
909-607-3795
rfernholz [AT] cmc.edu
www.ricardofernholz.com