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.doi: 10.5281/zenodo.10514668. 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 (12-2023.v2): Slight debugging of Matlab code.