Gail Blattenberger, "Money Demand Revisited: An Operational Subjective
Approach", Journal of Applied Econometrics, Vol. 11, No. 2, 1996, pp.
153-168. 

The file blatten.dat (zipped in blatten.zip) contains the data from
Cooley and Leroy, American Economic Review, 71, 825-844.

There are 107 observations on each variable.  The variables are M (money),
RTB (rate of return on treasury bills) RSLP (rate of return on savings and
loans), CHGP ( the inflation rate), GNP (real gnp), CRCDS (credit card
transactions), VCN (real wealth), and P ( the price index). The time
period is 1952:2 to 1978:4 (quarterly).