Arabinda Basistha, "Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models", Journal of Applied Econometrics, Vol. 24, No. 1, 2009, pp. 187-206. The data file and the three program files are ASCII files in DOS format. They are all zipped in the file ab-files.zip. The data are in the file datafinal.txt. There are 9 series in the data set, from 1953:2 to 2006:1. They are quarterly data, each with 212 datapoints. The effective data set used for estimation is from 1955:1 - 2006:1. The rest are used as lags. The series are, sequentially from left to right: log output per hour, log hours per capita, annualized inflation (from non-farm business output deflator), 4 inflation dummies, Nixon dummy demeaned supply shocks. Most of the data are from Bureau of Labor Statistics website. They are for the non-farm business sector. The inflation dummies were created based on Bai and Perron multiple breakpoint tests on the inflation series. The Nixon dummy and the supply shocks follow the Gordon (1990), King and Watson (1994), Staiger, Stock, and Watson (1997) papers as described in the paper. The associated programs used Gauss Version 6.0. program_01.txt program_02.txt program_03.txt