Marco Bianchi and Gylfi Zoega, "Unemployment Persistence: Does the Size of
The Shock Matter?", Journal of Applied Econometrics, Vol. 13, No. 3, 1988,
pp. 283-304.

The file BZ-DATA.DAT, which is in DOS format and is zipped in bz-data.zip,
contains the data series analysed in the above paper.  These are the
unemployment rate series in percentage points in 15 OECD countries. The
data are quarterly series covering the sample 1965:1 to 1996:1, seasonally
adjusted. -9999.99 is the code used for missing values.  For each country,
data are reported by column, as follows

                  Unemployment rates of
                  Country       Country code
Column 1  ===>    Austria       (AUS)
Column 2  ===>    Belgium       (BEL)
Column 3  ===>    Canada        (CAN)
Column 4  ===>    Denmark       (DNK)
Column 5  ===>    Spain         (ESP)
Column 6  ===>    Finland       (FIN)
Column 7  ===>    France        (FRA)
Column 8  ===>    Great Britain (GBR)
Column 9  ===>    Germany       (GER)
Column 10 ===>    Italy         (ITA)
Column 11 ===>    Japan         (JPN)
Column 12 ===>    Norway        (NOR)
Column 13 ===>    Netherlands   (NTH)
Column 14 ===>    Sweden        (SWE)
Column 15 ===>    United States (USA)

Country codes are reported in the bottom line of the data file.


Data source: OECD downloaded from DataStream.