Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy (opens in new tab)

We introduce EA-MD-QD, a new publicly available dataset comprising 1136 macroeconomic time series for the euro area (EA) and its ten largest member countries observed at monthly or quarterly frequency. Since January 2024, EA-MD-QD has been updated monthly and continuously revised, providing a valuable resource for policy analysis in the EA. Using EA-MD-QD, we study country-specific impulse responses to an EA-wide monetary policy shock. Resul...