Fabio Busetti, "Tests of Seasonal Integration and Cointegration in Multivariate Unobserved Components Models", Journal of Applied Econometrics, Vol. 21, No. 4, 2006, pp. 419-438. The data file fb-data.txt, which is an ASCII file in DOS format, is zipped in the file fb-data.zip. Unix users should use "unzip -a". The file fb-data.txt contains the series of the logarithm of the monthly index of industrial production of Germany, France, Italy and Spain (4 variables) over the period 1985-2001. The base year is 1995. The source is Eurostat. There are 204 observations for each variable. The data are organized by observation.