These are the data for 

Gallant, A. Ronald, (2014), "Reflections on the Probability Space
Induced by Moment Conditions with Implications for Bayesian Inference,"
Working paper, Department of Economics, Penn State University,
www.aronaldg.org.

The sources are 

BEA (2013), Bureau of Economic Analysis (2013), "Table 7.1. Selected Per
Capita Product and Income Series in Current and Chained Dollars,"
www.bea.gov

CRSP (2013), Center for Research in Security Prices, Graduate School of
Business, The University of Chicago. Used with permission. All rights
reserved. www.crsp.uchicago.edu

The data by columns are 

1. year

2. gdp, GDP, real, per capita

3. inc, income, real, per capita

4. con, consumption, non durables plus services, real, per capita

5. stk, stock price index, real

6. sdiv, dividend on stk, real

7. bnd, 1 year bond index, real

8. bdiv, interest on bnd, real

transformed for use in the paper as follows

      log_consumption_growth[i] = log(con[i]) - log(con[i-1]);
      log_dividend_growth[i] = log(sdiv[i]) - log(sdiv[i-1]);
      consumption_growth[i] = con[i]/con[i-1];
      gross_stock_return[i] = (stk[i]+sdiv[i])/stk[i-1];
      gross_bond_return[i] = (bnd[i]+bdiv[i])/bnd[i-1];
      geometric_stock_return[i] = log(gross_stock_return[i]);
      geometric_bond_return[i] = log(gross_bond_return[i]);
      log_gdp_growth[i] = log(gdp[i]) - log(gdp[i-1]);
      log_income_growth[i] = log(inc[i]) - log(inc[i-1]);
      price_dividend_ratio[i] = stk[i]/sdiv[i];
      log_price_dividend_ratio[i] = log(price_dividend_ratio[i]);

Price deflation is by the gdp deflator from BEA (2013) for all 
series.  Per capita series are reported as such by BEA (2013).  
Data from BEA (2013) are the current dollar per capita series 
from BEA (2013), aggregated as required, then deflated.
