Large Datasets for the Euro Area and Its Member Countries and the Dynamic Effects of the Common Monetary Policy
欧元区及其成员国大型数据集与共同货币政策的动态效应
ABSTRACT 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. Results reveal moderate yet…