The raw data for the variance decompositions and regressions for section 6 of the paper is on this Excel spreadsheet:
Currency2.xls (13.7MB)
The variance decompositions and charts for Figure 1 are produced in these two Excel spreadsheets:
Currency7.xls for U.S. country pairs (331KB) and Currency8.xls for non-U.S. country pairs (671KB)
The regressions used to produce Figures 2 and 3 are produced in these two Excel spreadsheets:
Currency5.xls for U.S. country pairs (166KB) and Currency6.xls for non-U.S. country pairs (618KB)
The data for the regressions used to produce Tables 1 and 2 are in:
The trade volume and GDP data are averages over time of the raw data, which is on this spreadsheet: