Glushenkova, M., A. Kourtellos and M. Zachariadis, "Barriers to Price Convergence", Journal of Applied Econometrics, Vol. 33, No. 7, 2018, pp. 1081-1097. The retail price data used in this paper have been obtained from the Economist Intelligence Unit (EIU) and are described in Section 2 of the paper. This dataset is proprietary, and our license does not permit open access. Enquiries concerning access should be addressed to Bureau van Dijk (BvD) or to the Economist Intelligence Unit office at https://eiu.bvdep.com/frame.html. The title under which this dataset is provided is "EIU citydata". The database covers prices of over 327 products and labor cost in 140 cities worldwide from 1990 to the present day with two time series options available - semiannual or annual frequency. Our analysis is based on the sample of 96 unique product items in 40 countries available semiannually from 1990H1 to 2010H1. A list of the 96 product items is available in Table A1 of the paper, while the 40 countries are shown in Table A3. For the convergence analysis in Section 4, we exclude Hong Kong and Singapore due to threshold variables? data unavailability. In Section 4, we utilize data for control of corruption and democratic accountability to detect institutions-related determinants of price convergence. These data were obtained from the International Country Risk Guide of the PRS group for 1990-2010. The dataset is a property of the PRS group who do not permit open access. Enquiries concerning access should be addressed to the PRS group at https://www.prsgroup.com/. Macroeconomic variables for the threshold analyses, such as real GDP per capita and labor productivity, were obtained from the Penn World Tables 7.1 for 1989-2010. The data are available online and could be accessed at https://www.rug.nl/ggdc/productivity/pwt/. The log real GDP per capita and log labor productivity data used in this paper are collected annually for the period 1989-2010 and held in the file gkz-data.txt attached here under the names "lngdp" and "lprod", respectively. We also calculate average distance from each city to all other cities in the sample as a measure of geographic isolation from potential trade partners. The data on distance are also held in the file gkz-data.txt, under the name "ld". The file gkz-data.txt is an ASCII file in DOS format. It is zipped in the file gkz-data.zip. Unix/Linux users should use "unzip -a". Details about all data are given in Table A19 of the Online Appendix. For more information, please contact Marios Zachariadis at zachariadis@ucy.ac.cy.