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 (07.2026):

Updated data as of 31-July-2026.

Series "GFACON_" and "GFAMG_" recorded with 2015 as base year have been discontinued for IE, ES and NL. These series for all countries have been updated using 2020 as the new base year, and the data description has been updated accordingly.