Replication Dataset for: Asymmetric and State-Dependent Fuel Price Pass-Through in the European Union: A Machine Learning Analysis

This dataset accompanies the manuscript "Asymmetric and State-Dependent Fuel Price Pass-Through in the European Union: A Machine Learning Analysis". It contains the country-month panel dataset used in the empirical analysis of fuel price pass-through in EU member states. The dataset includes retail fuel prices, crude oil prices, exchange rates, fuel taxation variables, macroeconomic indicators, policy intervention indicators, and market structure measures used in the estimation and machine learning analyses. The data cover 27 European Union member states from 2005 to 2023 and are provided in Stata (.dta) format.