The 22 variables are quarterly data from 1919-1941 and 1947-1983 of the variables GNP72, CPRATE, CORPYIELD, M1, M2, BASE, CSTOCK, WRICE67, PRODUR72, NONRES72, IRES72, DBUSI72, CDUR72, CNDUR72, XPT72, MPT72, GOVPUR72,NCSPDE72, NCSBS72, NCSCON72, CCSPDE72 and CCSBS72.