{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,30]],"date-time":"2026-07-30T00:59:25Z","timestamp":1785373165604,"version":"3.55.0"},"reference-count":61,"publisher":"Wiley","license":[{"start":{"date-parts":[[2026,7,29]],"date-time":"2026-07-29T00:00:00Z","timestamp":1785283200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"},{"start":{"date-parts":[[2026,7,29]],"date-time":"2026-07-29T00:00:00Z","timestamp":1785283200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/doi.wiley.com\/10.1002\/tdm_license_1.1"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"abstract":"<jats:title>ABSTRACT<\/jats:title>\n                  <jats:p>We introduce EA\u2010MD\u2010QD, 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\u2010MD\u2010QD has been updated monthly and continuously revised, providing a valuable resource for policy analysis in the EA. Using EA\u2010MD\u2010QD, we study country\u2010specific impulse responses to an EA\u2010wide monetary policy shock. Results reveal moderate yet significant cross\u2010country heterogeneity, with differences between so\u2010called core countries, such as France and Germany, and peripheral countries, such as Italy and Spain, in their price and interest rate responses, together with meaningful differences in real activity, while stock price responses are relatively homogeneous. Evidence points to homeownership and saving behavior as potential drivers of the observed cross\u2010country differences.<\/jats:p>","DOI":"10.1002\/jae.70083","type":"journal-article","created":{"date-parts":[[2026,7,30]],"date-time":"2026-07-30T00:12:07Z","timestamp":1785370327000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Large Datasets for the Euro Area and Its Member Countries and the Dynamic Effects of the Common Monetary Policy"],"prefix":"10.1002","author":[{"given":"Matteo","family":"Barigozzi","sequence":"first","affiliation":[{"name":"Department of Economics University of Bologna  Bologna Italy"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Claudio","family":"Lissona","sequence":"additional","affiliation":[{"name":"Department of Economics University of Bologna  Bologna Italy"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Lorenzo","family":"Tonni","sequence":"additional","affiliation":[{"name":"Department of Economics, Management and Quantitative Methods University of Milan  Milan Italy"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2026,7,29]]},"reference":[{"key":"e_1_2_13_2_1","doi-asserted-by":"crossref","first-page":"156","DOI":"10.1002\/jae.70023","article-title":"Common and Idiosyncratic Inflation","volume":"41","author":"Ahn H. 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