Nooman Rebei and Rashid Sbia, "Transitory and Permanent Shocks in the 
Global Market for Crude Oil", Journal of Applied Econometrics, Vol. 36, 
No. 7, 2021, pp. 1047-1064.

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

The first row reports the names of the variables, while the first
column reports the dates. The data set is composed of 181 observations
for 5 variables: 

Global real GDP;
Global oil production; 
Global oil availability;
Global oil stock;
Real oil prices.

The last column (Hamilton) reports the data for production index of
OECD+6.

All the time series are in natural logarithm format. Further
information about data source can be found in the online appendix.

Contact

Nooman Rebei
nrebei [AT] imf.org