David N. DeJong, Beth F. Ingram, and Charles H. Whiteman, "Keynesian
Impulses versus Solow Residuals: Identifying Sources of Business Cycle
Fluctuations", Journal of Applied Econometrics, Vol. 15, No. 3, 2000, pp. 
275-287. 

The data are in the file diw-data.zip, which contains the file diw-data.dat.
The latter is an ASCII file in DOS format.

The file contains quarterly observations on real per capita U.S. output and
investment from 1950:1 to 1997:1.  Output is contained in the first column,
investment in the second.  There are 189 observations on each series, thus
the data file is a 189x2 matrix.  Investment is nonresidential fixed
investment, and output is the sum of investment and consumption of
nondurables and services.  The series are measured in 1987 dollars.  Nominal
series were converted to real values using the deflator appropriate to the
particular series.  The series were converted to per capita terms by
dividing by the noninstitutionalized population (excluding armed forces)
over 16 years of age.  The source of the data is CITIBASE. 

David N. DeJong
Department of Economics
University of Pittsburgh
Pittsburgh, PA 15260

e-mail:    dejong+@pitt.edu
web page:  http://www.pitt.edu/~dejong/