Kenneth Kasa, "Identifying the Source of Dynamics in Disaggregated Import Data", Journal of Applied Econometrics, Vol. 13, No. 3, 1998, pp. 305-320. There are eight ascii text files (in DOS format), which are zipped in the file kk-data.zip. Each file contains quarterly price and quantity data for each of the seven commodities considered in the paper. These are Autos, Beer, Cameras, Wine, Cigars, Tea, and Soap. Most of the series run from 1978:1 through 1993:3, although there are a couple of exceptions noted in the paper. (For example, valid data for cigars only run through 1992:2 and the last five observations should be omitted. See Table 1 in the paper for further details). Prices are converted to real terms, and so there is a file called deflator.dat which contains data on the price level. The data in each file are organized in two columns. The first column contains data on the price (in current dollars). The second column contains data on the quantity (in physical units, noted in the paper). The data were acquired from the Foreign Trade Division of the Bureau of Census. They are at the four or five digit SITC level, as noted in the paper. If you have any further questions about the data, please contact the author by mail, e-mail, or phone at: Kenneth Kasa Research Department Federal Reserve Bank of San Francisco 101 Market Street San Francisco, CA 94105 e-mail: Kenneth.Kasa@sf.frb.org phone: 415-974-3225