Kees G. Koedijk, Philip A. Stork, and Casper G. de Vries, "An EMS Target Zone Model In Discrete Time", Journal of Applied Econometrics, Vol. 13, No. 1, 1998, pp. 31-48. The data are weekly spot rates taken from Datastream and are quoted as DM (Deutsche Mark) rates. The central parities are part of the program ESTOLS.SRC. The program is a Gauss program. The program makes all the necessary transformations and keeps track of the realignments of the central parities. The data files for respectively the Italian Lira, Danish Krona, French Franc, Dutch Guilder, Irish Punt, and Belgium Franc are labelled as follows: ITATOT.PRN DENTOT.PRN FRATOT.PRN HOLTOT.PRN IRETOT.PRN BELTOT.PRN The file for Italy runs from the inception of the EMS in April 1979 to September 1992, when Italy left the EMS arrangement. For the other countries we have collected data until the other countries, except The Netherlands, left the EMS in August 1993. These extra data are for the benefit of the researcher but are not used in the paper. All the PRN files and ESTOLS.SRC are in DOS format. They are zipped in the file ksv-data.zip.