James M. Nason and Timothy Cogley, "Testing the Implications of Long Run Neutrality for Monetary Business Cycle Models", Journal of Applied Econometrics, Vol. 9, Supplement, 1994, pp. S37-S70. All files are contained in the file ncdata.zip. The six files are all ASCII and cover the sample period 1947:1 through 1992:1 (quarterly frequency). The original source for the data is the CitiBase data tape except for the M2 series which was supplied by Mark W. Watson. The files are defined as AGNP.mat = nominal GNP, billions of dollars, RGNP87A.mat = real GNP, billions of 1987 dollars, POPQA.mat = population, includes overseas armed forces, millions, HHRSQ.mat = total hours, household survey, M2QA.mat = M2, billions of dollars, MBSLQ.mat = monetary base, FRB-St. Louis version, billions of dollars. James M. Nason (604) 822-5994 (O) (604) 822-5915 (F) email: nason@econ.ubc.ca Department of Economics University of British Columbia Rm 997, Buchanan Tower 1873 East Mall Vancouver, British Columbia CANADA V6T 1Z1