These are files which should allow replication of the results in this paper. However the files are being distributed in a preliminary form, without full documentation, and should therefore be treated with a little caution.
Ball data set (based on annual macro data) used for Table 1 results
Jordan data set used for Table 2 results
BMR data set used for Table 3 results
Ball data set (based on quarterly macro data) for robustness tests mentioned on p. 458 of the article (full results not reported)