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| EA-MD-QD | ||||
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EA-MD-QD is a collection of large monthly and quarterly EA and EA member countries datasets for macroeconomic analysis. The EA member countries covered are: AT, BE, DE, EL, ES, FR, IE, IT, NL, PT. The dataset is updated regularly and is publicly available under the license CC-BY-NC. 
The reference for the dataset where all vintages since December 2023 are available is: EA-MD-QD: a large euro area and euro member countries datasets for macroeconomic research M. Barigozzi, C. Lissona Zenodo 2024 The reference paper for the dataset containing also an application to monetary policy is: A large euro area and euro member countries datasets for macroeconomic research M. Barigozzi, C. Lissona, L. Tonni Forthcoming 2024 Please quote these sources when using the data. Below the most recent vintage.
The zip file contains: - Excel files for the EA and the countries covered, each containing an unbalanced panel of raw de-seasonalized data. - A Matlab code taking as input the raw data and allowing to perform various operations such as: choose the frequency, fill-in missing values, transform data to stationarity, and control for covid outliers. - A pdf file with all informations about the series names, sources, and transformation codes. |