Mario Forni, Luca Gambetti, and Luca Sala, "Structural VARs and
Non-Invertible Macroeconomic Models", Journal of Applied Econometrics,
Vol. 34, No. 2, 2019, pp. 221-246.

All data are in the file fgs-data.txt, an ASCII file in DOS format
which is zipped in fgs-data.zip. Unix/Linux users should use "unzip -a".

The data used in the estimation of the DSGE model and of the VAR
models are stored in columns in the associated file. Appendix B of the
paper gives detailed information of the source of the data. The order
of the variables is: TFP Output Consumption Investment Hours Inflation
FFR Wages.