Philippe J. Deschamps, "Time-Varying Intercepts and Equilibrium Analysis: An Extension of the Dynamic Almost Ideal Demand Model", Journal of Applied Econometrics, Vol. 18, No. 2, 2003, pp. 209-236. The archive contains four files. In each one, the data are filed by observation. (i.e. the first row contains the observations on all the variables for the first time period, and so on); spaces are used as separators between entries. The first n variables are the expenditure shares, the next n are the price indices, and the last one is the logarithm of real expenditure per capita. The first rows contain the data, the last row contains the names of the variables. All four files, which are in DOS format, are zipped in the file pd-data.zip. 1. usdata.dat Contains the same data used in Ng, 1995, "Testing for Homogeneity in Demand Systems when the Regressors are Nonstationary", Journal of Applied Econometrics 10, 147-163. They were downloaded from the JAE data archive. The sample period is 1947 (quarter 1) to 1990 (quarter 4). There are 176 observations on 11 variables: WFOOD: expenditure share of food WCLOTH: expenditure share of clothing WSO: expenditure share of other services WNDO: expenditure share of other non-durables WHOUSE: expenditure share of housing PFOOD: price index of food PCLOTH: price index of clothing PSO: price index of other services PNDO: price index of other non-durables PHOUSE: price index of housing LREXP: Log of total real expenditure per capita. 2. ukdurnondes.dat Contains the data used in the estimation of the quarterly AID model with durable goods and without deseasonalization (corresponding to Tables IV to VI and Figures 5 to 8 in the paper). They were compiled from the Economics Trends Annual Supplement (1998), with population data taken from several issues of the Annual Abstract of Statistics. Both publications are available from the UK Central Statistical Office. The sample period is 1955 (quarter 1) to 1997 (quarter 4). There are 172 observations on 13 variables: W6DUR: expenditure share of durables W6FOOD: expenditure share of food W6DRINK: expenditure share of alcoholic drink and tobacco W6CLOT: expenditure share of clothing and footwear W6ENE: expenditure share of energy products W6RENT: expenditure share of rent, water and sewerage charges PRIDUR: price index of durables PRIFOOD: price index of food PRIDRINK: price index of alcoholic drink and tobacco PRICLOT: price index of clothing and footwear PRIENE: price index of energy products PRIRENT: price index of rent, water and sewerage charges LREXP6: Log of total real expenditure per capita. 3. uknodurnondes.dat Contains the data used in the estimation of the quarterly AID model without durable goods and without deseasonalization (corresponding to Figures 11 and 12 in the paper). They were compiled from the Economics Trends Annual Supplement (1998), with population data taken from several issues of the Annual Abstract of Statistics. Both publications are available from the UK Central Statistical Office. The sample period is 1955 (quarter 1) to 1997 (quarter 4). There are 172 observations on 13 variables: NODURWFOOD: expenditure share of food NODURWDRINK: expenditure share of alcoholic drink and tobacco NODURWCLOT: expenditure share of clothing and footwear NODURWENE: expenditure share of energy products NODURWOTG: expenditure share of other non-durable goods NODURWRENT: expenditure share of rent, water and sewerage charges PRIFOOD: price index of food PRIDRINK: price index of alcoholic drink and tobacco PRICLOT: price index of clothing and footwear PRIENE: price index of energy products PRIOTG: price index of other non-durable goods PRIRENT: price index of rent, water and sewerage charges LREXNODUR: Log of total real expenditure per capita. 4. uknodurdes.dat Contains the data used in the estimation of the quarterly AID model without durable goods and with deseasonalization (corresponding to Figures 9 and 10 in the paper). They were compiled from the Economics Trends Annual Supplement (1998), with population data taken from several issues of the Annual Abstract of Statistics. Both publications are available from the UK Central Statistical Office. The sample period is 1955 (quarter 1) to 1997 (quarter 4). There are 172 observations on 13 variables (all seasonally adjusted): NODURWFOODSA: expenditure share of food NODURWDRINKSA: expenditure share of alcoholic drink and tobacco NODURWCLOTSA: expenditure share of clothing and footwear NODURWENESA: expenditure share of energy products NODURWOTGSA: expenditure share of other non-durable goods NODURWRENTSA: expenditure share of rent, water and sewerage charges PRIFOOD_SA: price index of food PRIDRINK_SA: price index of alcoholic drink and tobacco PRICLOT_SA: price index of clothing and footwear PRIENE_SA: price index of energy products PRIOTG_SA: price index of other non-durable goods PRIRENT_SA: price index of rent, water and sewerage charges LREXNODURSA: Log of total real expenditure per capita. Philippe J. Deschamps Professor of Econometrics Department of Quantitative Economics University of Fribourg Avenue de Beauregard 11-13 CH-1700 Fribourg, Switzerland E-mail: philippe.deschamps@unifr.ch Internet: http://mypage.bluewin.ch/Philippe_Deschamps