Laura Coroneo, Valentina Corradi, and Paulo Santos Monteiro, "Testing for Optimal Monetary Policy via Moment Inequalities", Journal of Applied Econometrics, Vol. 33, No. 6, 2018, pp. 780-796. There are three data files in CSV format. The file "ulc.csv" contains the Nonfarm Business Sector Unit Labor Cost used to construct the marginal cost. The data source is the database of the Bureau of Labor Statistics. Series Id: PRS85006113. Base Year: 2005. Sample: 1960 to 2011. The data is organized in five columns: year, Qtr1 value, Qtr2 value, Qtr3 value, Qtr4 value, Annual value. The file "p_nc.csv" contains the Nonfarm Business Sector Unit Implicit Price Deflator used to construct the marginal cost. The data source is the database of the Bureau of Labor Statistics. Series Id: PRS85006143. Base Year: 2005. Sample: 1960 to 2011. The data is organized in five columns: year, Qtr1 value, Qtr2 value, Qtr3 value, Qtr4 value, Annual value. The file "p.csv" contains the Gross Domestic Product: Implicit Price Deflator used to construct the inflation index. The data source is the FRED database. Series Id: GDPDEF. Base Year: 2005. Sample: 1960-01-01 to 2010-10-01. The data is organized in two columns: date (yyyy-mm-dd), value. All three files are ASCII files in DOS format. They are zipped in the file ccm-data.zip. Unix/Linux users should use "unzip -a".