**Author details**

**Country name Stock market index GDP GDP Deflator**

Germany DAX 30 PERFORMANCE ○ ○ GDP deflator

Hong Kong HANG SENG ○ ○ CPI Israel SHARE PRICE INDEX (IMF) ○ ○ CPI Italy SHARE PRICES(IMF) ○ ○ CPI Japan NIKKEI 225 ○ ○ CPI Korea KOREA SE COMPOSITE ○ ○ CPI Mexico SHARE PRICES(IMF) 83q1~09q4 ○ CPI Netherlands SHARE PRICES(IMF) ○ ○ CPI Norway SHARE PRICES(IMF) ○ ○ CPI New Zealand SHARE PRICES:(IMF) ○ 87q2~09q4 CPI Philippines SHARE PRICES:(IMF) 82q1~09q2 ○ CPI Singapore SINGAPORE STRAITS TIMES ○ ○ CPI South Africa SHARE PRICES:(IMF) ○ ○ CPI Spain MADRID SE GENERAL ○ ○ CPI Sweden SHARE PRICES: (IMF) ○ ○ CPI Switzerland SWISS MARKET ‐ 88q3~09q4 ○ CPI Taiwan TAIWAN SE WEIGHTED ○ ○ CPI United Kingdom SHARE PRICES: (IMF) ○ ○ CPI United States of American DJAI‐30 ○ ○ CPI

Note: "○" denotes that the corresponding country has the full sample (1982Q1~2009Q4);

THE"CPI" denotes that the consumer price index, the IMF data code is 64.

The IMF data code of SHARE PRICES is 62. The IMF data code of GDP is 99b.c. The IMF data code of GDP deflator is 99blr.

Belgium SHARE PRICES (IMF) ○ ○ CPI Canada CL.TORONTO STOCK PRICES ○ ○ CPI Denmark SHARE PRICES(IMF) 89q4~09q4 ○ CPI Finland SHARE PRICES(IMF) ○ ○ CPI France SHARE PRICES(IMF) ○ ○ CPI

350 Nonlinear Systems - Design, Analysis, Estimation and Control

Lee Yuan‐Ming1 and Wang Kuan‐Min2\*

\*Address all correspondence to: wkminn@ocu.edu.tw

1 Department of Finance, Southern Taiwan University of Science and Technology, Yongkang District, Tainan, Taiwan

2 Department of Finance, Overseas Chinese University, Taichung, Taiwan
