Tommaso Proietti, Martyna Marczak, and Gianluigi Mazzi, "EuroMInd-D: A
Density Estimate of Monthly Gross Domestic Product for the Euro Area",
Jounal of Applied Econometrics, Vol. 32, No. 3, 2017, pp. 683-703.

The zip file pmm-data.zip contains 3 ASCII files with the time series
used in the paper. All files are in DOS format, so Unix/Linux users
should use "unzip -a".

The data files are:

1) Quarterly_GDP_Components_Output.txt
2) Quarterly_GDP_Components_Expenditure.txt
3) Monthly_Indicators.txt

SOURCE: the data were downloaded from the Europa dataset 
made available electronically by Eurostat on the web site 
http://epp.eurostat.ec.europa.eu/. 

The content of the files are the following:

-------------------------------------------------------------
1) Quarterly_GDP_Components_Output.txt

This file contains 9 quarterly time series for the sample period
1995:q1- 2014:q1 
 
Total 	Total gross value added   
A?B 	Value added Agriculture, hunting, forestry and fishing  
C?D?E 	Value added Industry, incl. energy  
F 	Value addedConstruction  
G?H?I 	Value added Trade, transport and communication services  
J?K 	Value added Financial services and business activities  
L?P 	Value added Other services  
TlS 	Taxes less subsidies on products

-------------------------------------------------------------
2) Quarterly_GDP_Components_Expenditure.txt

This file contains 5 quarterly time series for the sample period
1995:q1- 2014:q1 

Gross domestic product at market prices	
Final consumption expenditure	
Gross capital formation	
Exports of goods and services	
Imports of goods and services	

-------------------------------------------------------------
3) Monthly_Indicators.txt
 
This file contains the following monthly time series for the sample
period 1995:m1- 2014:m5

MILK_SA			Production of milk  
BOVINES_SA		Bovine meat production in tons  
IPI			Index of industrial production for the euro area  
IPI_DE			Index of industrial production Germany  
IPI_FR			Index of industrial production France  
IPI_IT			Index of industrial production Italy  
IPI_ES			Index of industrial production Spain
Hworked_DE 		Volume of work done (hours worked) for Germany
Prod_F 			Monthly production index for Construction  
BuildingPermits 	Building permits  
IPI_intermediate 	Monthly production index for intermediate goods	
IPI_capital		Monthly production index for capital goods
IPI_cons		Monthly production index for consumption goods  
tovv			Index of deflated turnover  
car_reg			Car registrations
M3 			Monetary aggregate M3 (deflated)  
Loans			Loans of MFI (deflated)
Debt			Debt securities issued by central government (deflated)
imp 			Monthly import volume index  
exp 			Monthly production index for intermediate goods