Francesco Furlanetto and Nicolas Groshenny, "Mismatch shocks and unemployment during the Great Recession", Journal of Applied Econometrics, Vol. 31, No. 7, 2016, pp. 1197-1214. The file readme-fg-constructed-series.pdf explains how the series were constructed. The file DataFG57Q1_08Q3.txt contains the series used in estimation and includes some comments about them. The files CDnQ8.txt, CSVnQ8.txt, PInQ8.txt, uM8.txt, WnQ8.txt, CNDnQ8.txt, empM8.txt, pQ8.txt, rM8.txt, vacM8.txt, and YnQ8.txt contain the raw data. The series they contain are described below. All of the .txt files are ASCII files in DOS format. They are zipped in the file fg-data.zip. Unix/Linux users should use "unzip -a". empM8.txt : Title: Civilian Employment Series ID: CE16OV Source: U.S. Department of Labor: Bureau of Labor Statistics Release: Employment Situation Seasonal Adjustment: Seasonally Adjusted Frequency: Monthly Units: Thousands of Persons Date Range: 1955-01-01 to 2013-06-01 Last Updated: 2014-07-03 8:16 AM CDT Notes: Persons 16 years of age and older. WnQ8.txt : Title: Nonfarm Business Sector: Compensation Per Hour Series ID: COMPNFB Source: U.S. Department of Labor: Bureau of Labor Statistics Release: Productivity and Costs Seasonal Adjustment: Seasonally Adjusted Frequency: Quarterly Units: Index 2009=100 Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-04 9:46 AM CDT rM8.txt : Title: Effective Federal Funds Rate Series ID: FEDFUNDS Source: Board of Governors of the Federal Reserve System Release: H.15 Selected Interest Rates Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Percent Date Range: 1955-01-01 to 2013-06-01 Last Updated: 2014-06-02 4:18 PM CDT Notes: Averages of Daily Figures YnQ8.txt : Title: Gross Domestic Product, 1 Decimal Series ID: GDP Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Quarterly Units: Billions of Dollars Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-25 7:51 AM CDT Notes: Gross domestic product (GDP), the featured measure of U.S. output, is the market value of the goods and services produced by labor and property located in the United States. pQ8.txt : Title: Gross Domestic Product: Implicit Price Deflator Series ID: GDPDEF Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Frequency: Quarterly Units: Index 2009=100 Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-25 7:51 AM CDT Notes: The number of decimal places reported varies over time. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf) CSVnQ8.txt : Title: Personal Consumption Expenditures: Services Series ID: PCESV Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Quarterly Units: Billions of Dollars Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-25 7:51 AM CDT Notes: A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf) CNDnQ8.txt : Title: Personal Consumption Expenditures: Nondurable Goods Series ID: PCND Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Quarterly Units: Billions of Dollars Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-25 7:51 AM CDT Notes: A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf) CDnQ8.txt : Title: Personal Consumption Expenditures: Durable Goods Series ID: PCDG Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Quarterly Units: Billions of Dollars Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-25 7:51 AM CDT Notes: A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf) PInQ8.txt : Title: Gross Private Domestic Investment Series ID: GPDI Source: U.S. Department of Commerce: Bureau of Economic Analysis Release: Gross Domestic Product Seasonal Adjustment: Seasonally Adjusted Annual Rate Frequency: Quarterly Units: Billions of Dollars Date Range: 1955-01-01 to 2013-04-01 Last Updated: 2014-06-25 7:51 AM CDT Notes: A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf) uM8.txt : Title: Unemployed Series ID: UNEMPLOY Source: U.S. Department of Labor: Bureau of Labor Statistics Release: Employment Situation Seasonal Adjustment: Seasonally Adjusted Frequency: Monthly Units: Thousands of Persons Date Range: 1955-01-01 to 2013-06-01 Last Updated: 2014-07-03 8:16 AM CDT Notes: Persons 16 years of age and older. vacM8.txt : Title: Help Wanted Index Series ID: HWI55Jan2013Jun Seasonal Adjustment: Seasonally Adjusted Frequency: Monthly Units: Index 1987-06-01 = 100 Date Range: 1955-01-01 to 2013-06-01 Notes: Newspaper only before 1995; Composite newspaper and internet after 1995 (constructed by Barnichon)