Angelia L. Grant, "The Early Millennium Slowdown: Replicating the Peersman (2005) Results", Journal of Applied Econometrics, Vol. 32, No. 1, 2017, pp. 224-232. The data consist of quarterly oil price, real US GDP, CPI, 3-month T-bill rate from 1960Q1 to 2014Q2 (218 obs). The latter three series are sourced from the Federal Reserve Bank of St. Louis database. The oil price series is sourced from the IMF International Financial Statistics database. It is the average of the Dated Brent, West Texas Intermediate and Dubai Fateh spot prices, measured in US dollars per barrel. From 1961Q1 to 1970Q4 this series is constructed by splicing on the changes in the fuel oil and other fuels subcomponent series in the US CPI. All data are in the file ag-data.csv, and ASCII file in DOS format that is zipped in the file ag-data.zip. Unix/Linux users should use "unzip -a".