Philip A. Shively, "Trend-Stationary GNP: Evidence from a New Exact Pointwise Most Powerful Invariant Unit Root Test", Journal of Applied Econometrics, Vol. 16, No. 4, 2001, pp. 537-551. There are two data files, sh-128.dat and sh-50.dat, which are in DOS format. They are both zipped in the file sh-data.zip. The file sh-128.dat contains two series: lusry128: the log of U.S. real GNP from 1869 through 1975 from Friedman and Schwartz (1982), updated through 1996 based on the notes to Table 4.8 in Friedman and Schwartz (1982). lusrp128.dat: the log of U.S. real per capita GNP from 1869 through 1975 from Friedman and Schwartz (1982), updated through 1996 based on the notes to Table 4.8 in Friedman and Schwartz (1982). The file sh-50.dat contains two series: lusry50.dat: the log of U.S. real GNP from 1947 through 1975 from Friedman and Schwartz (1982), updated through 1996 based on the notes to Table 4.8 in Friedman and Schwartz (1982). lusrp50.dat: the log of U.S. real per capita GNP from 1947 through 1975 from Friedman and Schwartz (1982), updated through 1996 based on the notes to Table 4.8 in Friedman and Schwartz (1982). Reference: Friedman, M. and A. J. Schwartz (1982), Monetary Trends In The United States And The United Kingdom: Their Relation To Income, Prices And Interest Rates, 1867-1975, Chicago: University of Chicago Press (for NBER).