Dataset used for my work: "Absorbing or Amplifying shocks? The non-bank lending response to monetary shocks in the euro area"

The variables included in the dataset are <b>real GDP</b> (seasonally adjusted, in log-levels, https://sdw.ecb.de/quickview.do?SERIES_KEY=314.MNA.Q.Y.AT.W2.S1.S1.B.B1GQ._Z._Z._Z.EUR.LR.N), <b>the GDP Deflator </b>(seasonally adjusted, in log-levels, https://data.ecb.europa.eu/data/datasets/MNA/MNA.Q.Y.AT.W2.S1.S1.B.B1GQ._Z._Z._Z.IX.D.N), <b>CPI</b> (food and energy excluded, base year 2015, seasonally adjusted, enters in log-levels, https://www.oecd.org/en/data/indicators/inflation-cpi.html}{retrieved from OECD Data Archive), <b>the EUR/USD exchange rate</b> (https://data.ecb.europa.eu/data/datasets/EXR/EXR.D.USD.EUR.SP00.A), <b>a measure of bank concentration by country</b> (interpolated to a quarterly series from yearly values, only contemporaneous values included, https://data.ecb.europa.eu/data/datasets/SSI/SSI.A.AT.122C.H10.X.A1.Z0Z.Z) the cost of <b>new short-term</b> (https://data.ecb.europa.eu/data/datasets/MIR/MIR.M.U2.B.A2J.FM.R.A.2230.EUR.N) and l<b>ong-term</b> (https://data.ecb.europa.eu/data/datasets/MIR/MIR.M.U2.B.A2J.KM.R.A.2230.EUR.N) <b>borrowing in the euro area</b>, <b>the monetary policy shocks as in Altavilla et al. (2019) </b>(https://doi.org/10.1016/j.jmoneco.2019.08.016), which were summed up to quarterly values, and finally the <b>loans granted by Euro Area Monetary Financial Institutions to domestic non financial corporations </b>(https://data.ecb.europa.eu/data/datasets/QSA/QSA.Q.N.AT.W2.S12K.S11.N.A.LE.F4.T.<i>Z.XDC.</i><i>T.S.V.N.</i><i>T). </i>To conclude, the <b>time series on loans granted by investment funds</b> and the <b>aggregate size of the bonds issued by non-financial corporations that are held/issued by each country</b> (retrieved from the Securities Holdings Statistics by Sector dataset) are <b>confidential</b> series and cannot be shared.