Michele Campolieti, Deborah Gefang, and Gary Koop. "Time Variation in
the Dynamics of Worker Flows: Evidence from North America and Europe",
Journal of Applied Econometrics, Vol. 29, No. 2, 2014, pp. 265-290.

This paper uses data from a number of sources.

The Canadian data on the job separation and job finding hazards were
taken from:

  Campolieti, M. (2011). "The ins and outs of unemployment in Canada,
  1976-2008," Canadian Journal of Economics, 44, 1331-1349. 

The Canadian help wanted index was taken from Statistics Canada's
CANSIM database (Table 277- 0002).

The US data on the job separation and job finding hazards, as well as
vacancies, were taken from

  Elsby, M., Hobijn, B., and Sahin, A. (2010). "The labor market in the
  great recession," Brookings Papers on Economic Activity, Spring, 1-48.

and can be found at

   https://sites.google.com/site/mikeelsby/data

The European data (France, Spain and the UK) on the job separation and
job-finding hazards were taken from

  Petrongolo, B. and Pissarides, C. (2008). "The Ins and Outs of
  European unemployment," American Economic Review, 98, 256-262.

and can be found at 

  http://personal.lse.ac.uk/petrongo/Petrongolo_pissarides_data_2008.xls

The data on vacancies for France, Spain, and the United Kingdom were
obtained from the following sources:

For France, the vacancy rate was computed using data on vacancies and
employment obtained from OECD Statistics Portal.
(http://stats.oecd.org/mei/default.asp?lang=e&subject=18&country=FRA)

For Spain, the vacancy rate was computed using data on vacancies and
employment obtained from OECD Statistics Portal,
(http://stats.oecd.org/mei/default.asp?lang=e&subject=18&country=ESP)

For the United Kingdom, the vacancy rate was computed using data on
vacancies from the OECD Statistics Portal
(http://stats.oecd.org/mei/default.asp?lang=e&subject=18&country=GBR)
and employment data from the ILO website (http://laborsta.ilo.org).
   
All data are in the Excel file data-cgk.xlsx, which has five sheets,
and in the CSV files canada.csv, france.csv, spain.csv, UK.csv, and
US.csv. The CSV files are zipped in cgk-data.zip. Since they are in
DOS format, Unix/Linux users should use "unzip -a".