Here you find access to datasets that are used in books which are related to the software JMulTi. The data is in the JMulTi .dat format (ASCII), but it can also be imported by other programs. For this it might be necessary to open the respective data file in a text editor and remove the header with the description, the variable names, and the start date information.

The contents of the files can be viewed by clicking on the respective link. To save a data file to a local folder, please RIGHT CLICK over the filename and select SAVE AS in the menu that appears.

  • Download data for the book Applied Time Series Econometrics

  • Download data for the book New Introduction to Multiple Time Series Analysis