Terence Huw Edwards and Mustapha Douch, "The Bilateral Trade Effects
of Announcement Shocks: Brexit as a Natural Field Experiment", Journal
of Applied Econometrics, Vol. 37, No. 2, 2022, pp. 305-329.

Trade data have been retrieved from IMF DOTS database, and are in
dollars (seasonally adjusted). They are stored in the file
trade-data-scm.csv, an ASCII file in DOS format that is in turn stored
in the file trade-data-scm.zip. Unix/Linux users should use
"unzip -a". 

The main dataset consists of the following variables:

rcode	str3	%9s	reporting country iso code
pcode	str3	%9s	partner country iso code
year	float	%9.0g
month	float	%9.0g
exports_sa	double	%10.0g	       Export values
imports_sa	double	%10.0g	       Imports values
rGDP	float	%9.0g	               reporter's GDP
pGDP	float	%9.0g	               Partner's GDP
bexrate	float	%9.0g	               Bilateral Exchange Rate
SD5	float	%9.0g	               Exchange rate 5 years volatility
contig	byte	%8.0g	1=Contiguity
comlang_off	byte	%8.0g	1=Common official or primary language
comlang_ethno	byte	%8.0g	1=Language is spoken by at least 9% of
                                the population
comcol	byte	%8.0g	1=Common colonizer post 1945
col45	byte	%8.0g	1=Pair in colonial relationship post 1945
distw	double	%9.0g	weighted distance (pop-weight, km)
pop_o	double	%9.0g	Population, total in millions


    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
        year |    735,080    2003.671    8.180885       1990       2018
       month |    735,080    6.452941    3.460811          1         12
  exports_sa |    445,830    3.81e+08    1.50e+09  -2.19e+08   4.83e+10
  imports_sa |    445,830    3.84e+08    1.48e+09  -1.50e+08   4.77e+10
        rGDP |    568,601    663927.2     2211390   20.13739   1.99e+07
-------------+---------------------------------------------------------
        pGDP |    569,614    672742.6     2211036   20.13739   1.99e+07
     bexrate |    701,782    5201.674    628977.3   3.43e-09   2.91e+08
         SD5 |    663,940     1893509    1.47e+08          0   3.53e+10
      contig |    735,080    .0490287    .2159281          0          1
 comlang_off |    735,080    .0786309     .269162          0          1
-------------+---------------------------------------------------------
comlang_et~o |    735,080    .0906568    .2871206          0          1
      comcol |    735,080    .0120259    .1090014          0          1
       col45 |    735,080    .0111008    .1047741          0          1
       distw |    735,080    6280.195    5014.711   160.9283   19539.48
       pop_o |    674,544     88.8377     239.194    .254826    1371.22


GDP and exchange rate were retrieved from IMF financial variables. GDP
is seasonally adjusted.

  https://www.imf.org/en/Data

Gravity variables were retrieved from the CEPII database.

  http://www.cepii.fr/CEPII/en/bdd_modele/bdd.asp