D. Harding and A. R. Pagan, "A Suggested Framework for Classifying the
Modes of Cycle Research", Journal of Applied Econometrics, Vol. 20, No. 2,
2005, pp. 151-159.

The data are 222 observations of log US GDP from 1947 Quarter 1 to 2002
Quarter 2. These were taken from Bureau of Economic Analysis web site in
July of 2003.

These data are in the ASCII file hp-data.txt.