附件有：原文，程序代码，原始数据

H. Peter Boswijk and Jurgen A. Doornik, "Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors", Journal of Applied Econometrics, Vol. 20, No. 6, 2005, pp. 797-810.

All files described below (except the .bn7 files) are ASCII files in DOS format. They are zipped in the file bd-files.zip.

- appuk.ox Ox program to replicate the empirical results reported in the paper (Tables 1 to 3). It requires: Ox 3.3 or newer (Console or Professional). It uses ukppp.in7/ukppp.bn7 (see below) - appuk.out Output obtained from the program - ukppp.csv comma-separated data file (ASCII): This is the data set from Johansen and Juselius (1992): sample period: 1972(1) - 1987(2) frequency: quarterly p1 UK wholesale price index p2 trade-weighted foreign wholesale price index e12 UK effective exchange rate i1 UK three-month treasury bill rate in the UK i2 three-month Eurodollar interest rate in the UK doilp0 change in oil price - ukppp.in7/ukppp.bn7 Dataset in Ox/PcGive format (.bn7 is binary, but can be used by Ox on any platform). This is used by appuk.ox. It contains the same data as in ukppp.csv, and constructed variables: D1980(2) dummy for 1980(2) p1-p2 p1-p2 Dp1 first difference of p1 Di2 first difference of i2 Cumdoilp0 cumulative sum of doilp0