Gert Peersman: "What caused the early millennium slowdown? Evidence based
on vector autoregressions", Journal of Applied Econometrics, Vol. 20,
No. 2, 2005, pp. 185-207.

The file slowdown_dataset.txt contains the data for this paper. It is an
ASCII file in DOS format, and it is zipped in the file gp-data.zip. Unix
users should use "unzip -a".

All data are quarterly for the period 1970:1 to 2002:2 and were obtained
from the Bank of England database. 

OIL = oil price index
YEMU = Euro area real GDP index
CPEMU = Euro area consumer expenditure index
SEMU = Euro area short-term interest rate
YUS = United States real GDP index
CPUS = United States consumer expenditure index
SUS = United States short-term interest rate