his Excel file contains the natural logarithms of the Bulgaria-Denmark and Denmark-euro exchange rates as well as the logarithms of the relative prices for selected products for Bulgaria-Denmark (pharmaceutical products) and Denmark-Euro Area (household textiles; recreational and sporting services). The maximum sample period of this data is January 1999 to July 2023. This data was used in producing empirical results in the paper entitled “The autoregressive distributed lag bounds test generalised to consider a long-run levels relationship when all levels variables are I(0)” by Chris Stewart. These empirical results illustrate the application of the generalisation of the autoregressive distributed lag bounds test for a long run levels relationship proposed in this paper.