Jonathan B. Hill, "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship", Journal of Applied Econometrics, Vol. 22, No. 4, 2007, pp. 747-765. The data are contained in one ASCII file in DOS format, called jbhill-income-data.txt. This file is zipped in the file jbh-data.zip. Unix users should use "unzip -a". Data are (by column): 1. seasonally adjusted disposable income 2. seasonally adjusted M1 3. seasonally adjusted M2 4. spot of price of oil (crude, barrel, West Texas Intermediate) 5. civil unemployment rate 6. 90 day treasury bill - 90 day commercial paper rate spread All data are monthly from Jan. 1959 to Dec. 2002. There are 528 observations. Seasonal adjustment, where applicable, was performed at the source. All data are taken from archives made publicly available by the Federal Reserve Bank of Saint Louis based on monthly announcements by the Board of Governors of the Federal Reserve System (m1, m2, T-bill), Bureau of Economic Analysis (disposable income), the Bureau and Labor Statistics (unemployment rate) and Dow Jones & Company (spot oil price)