US DATASET
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D12LUSEMP	        12-month difference of the unemployment rate 
			(logarithms), computed as 
			d12lusemp=100*(lusemp-lusemp(-12))

DLEXRUS			(dlog) DM / US$ Exchange Rate

DLPCM			(dlog) Producer Prices

INSTR_BASE		OLS regression to assess the joint significance 
			of instruments: baseline case

INSTR_BP12		OLS regression to assess the joint significance 
			of instruments: baseline plus 12 SW factors 
			(balanced panel)

INSTR_BP3		OLS regression to assess the joint significance 
			of instruments: baseline plus 3 SW factors 
			(balanced panel)

INSTR_BP6		OLS regression to assess the joint significance 
			of instruments: baseline plus 6 SW factors 
			(balanced panel)

INSTR_FH3OS		OLS regression to assess the joint significance of 
			instruments: baseline plus 3 FHLR one-sided factors

INSTR_FH6OS		OLS regression to assess the joint significance 
			of instruments: baseline plus 6 FHLR one-sided factors

TAYUS_BASE		Taylor Rule: no factors among instruments

TAYUS_BP12		Taylor Rule: 12 SW factors (computed on the balanced 
			panel) among instruments

TAYUS_BP3		Taylor Rule: 3 SW factors (computed on the balanced 
			panel) among instruments

TAYUS_BP6		Taylor Rule: 6 SW factors (computed on the balanced 
			panel) among instruments

TAYUS_FH3OS		Taylor Rule: 3 FHLR one-sided factors among instruments

TAYUS_FH6OS		Taylor Rule: 6 FHLR one-sided factors among instruments

LPCM			lpcm=log(wdi76axdf) Producer Prices

VAR_USGAP_BASE		VAR(1) with output gap: no factors among exogenous 
			variables

VAR_USGAP_BP12		VAR(1) with output gap: 12 SW factors among exogenous 
			variables (balanced panel)

VAR_USGAP_BP3		VAR(1) with output gap: 3 SW factors among exogenous 
			variables (balanced panel)

VAR_USGAP_BP6		VAR(1) with output gap: 6 SW factors among exogenous 
			variables (balanced panel)

VAR_USGAP_FH3		VAR(1) with output gap: 3 FHLR one-sided factors among
			exogenous variables

VAR_USGAP_FH6		VAR(1) with output gap: 6 FHLR one-sided factors among
			exogenous variables

VAR_USGAP_NBP12		VAR(1) with output gap: 12 SW factors among exogenous
			variables (non-balanced panel)

VAR_USGAP_NBP3		VAR(1) with output gap: 3 SW factors among exogenous
			variables (non-balanced panel)

VAR_USOUT_NBP6		VAR(1) with output gap: 6 SW factors among exogenous
			variables (non-balanced panel)

VAR_USOUT_BASE		VAR(1) with output in levels: no factors among
			exogenous variables

VAR_USOUT_BP12		VAR(1) with output in levels: 12 SW factors among
			exogenous variables (balanced panel)

VAR_USOUT_BP6		VAR(1) with output in levels: 6 SW factors among
			exogenous variables (balanced panel)

VAR_USOUT_FH3		VAR(1) with output in levels: 3 FHLR one-sided factors
			among exogenous variables

VAR_USOUT_FH6		VAR(1) with output in levels: 6 FHLR one-sided factors
			among exogenous variables

USFACT_BP# (01 to 12)	Stock and Watson factors, balanced panel

USFACT_FH# (01 to 06)	Forni-Hallin-Lippi-Reichlin one-sided factors

USFACT_FH3_OS# (1 to 3)	Forni-Hallin-Lippi-Reichlin one-sided factors

USFACT_NBP# (01 to 12)	Stock and Watson factors, non-balanced panel

USGAP				Output Gap

USINFL				Inflation Rate

USOUT				Ouput (in levels) 

USPR				(used) short-term interest rate
