John W. Galbraith, "Credit Rationing and Threshold Effects in the
Relation Between Money and Output", Journal of Applied Econometrics,
Vol. 11, No.  4, 1996, pp. 419-429.

1.  There are two ASCII data files, jg-m.asc and jg-q.asc, containing
monthly and quarterly data, respectively.  Each file contains some
U.S. and some Canadian series, in columnar format.  The links among
these names or codes and the variables discussed in the paper are
described in footnote 1 of the paper.  Column `headings' are given
at the bottom of the file.

2.  The monthly data were converted to quarterly format for statistical
analysis; all results reported in the paper concern quarterly data sets.

3.  Note that the Canadian CPI, all items/not SA/1986=100, is labelled
in these files as P484000, the CANSIM databank code that applied when
the data were first obtained.  As indicated in the paper, Statistics
Canada has now changed the code for this series to P700000.

4.  CANSIM databank codes are also listed for U.S. series where they
were taken from this source.  US GDP and the pre-1959 US M1 measure
do not come from CANSIM and so no databank codes are listed.

5.  The sample periods used for analysis are given in the paper.

6.  For those series not measured through the entire interval,
unobtainable observations are listed as "999".


Both data files are zipped in the file jg-data.zip.