Quarterly data for private consumption, nominal exchange rates and consumer price indices are downloaded from the International Monetary Fund: International Financial Statistics database.
Data was accessed through through Thomson Reuters Datastream for which a subscription is needed. (http://financial.thomsonreuters.com/en/products/tools-applications/trading-investment-tools/datastream-macroeconomic-analysis.html).