EA-MD-QD: Large Euro Area and Euro Member Countries Datasets for Macroeconomic Research

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 formal reference to this dataset is: Barigozzi, M. and Lissona, C. (2024) "EA-MD-QD: Large Euro Area and Euro Member Countries Datasets for Macroeconomic Research". Zenodo. Please refer to it when using the data. Each 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. This version (02.2026): NEW: HICP data now conform to the new COICOP classification (no changes for main aggregates). Index updated to 2025=100. Updated data as of 27-February-2026. Update 12.03.2026: fix of a bug in the frequency identification of the series in the latest matlab code (thanks to Davide Delfino for pointing it out)