Xiao Ke and Cheng Hsiao "Economic Impact of the Most Drastic Lockdown
During COVID-19 Pandemic---the Experience of Hubei, China", Journal of
Applied Econometrics, Vol. 37, No. 1, 2022, pp. 187-209.

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I Provincial-level macroeconomic variables are from three sources:

1. National Bureau of Statistics of China (NBSC):

Data are purchased by the authors from China Economic and Social Big
Data Research Platform at CNKI: https://data.cnki.net/
 
2. For the most updated quarterly and monthly data in the post-2020
period which cannot be purchased from CNKI and the missing values for
the pre-2020 period, the authors manually collect data one by one
from:

(1) Monthly statistical report from provinces in China.

For example: 
Hubei province, http://tjj.hubei.gov.cn/tjsj/sjkscx/tjyb/tjyb2021/
One of the control group units, Ningxia Province,
http://tj.nx.gov.cn/tjsj_htr/jdsj_htr/

(2) Contacting the data consulting and providing departments of
provincial statistics bureaus by phone calls.

For example:
Hubei province, 0086-027-87813435
One of the control group units, Ningxia Province, 0086-0951-5677011

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II Nominal quarterly GDP data and CPI data are publically available
via purchasing membership from CNKI (https://login.cnki.net/login),
and we provide it in the Data Archive.
 
All data are in the file kh-data.txt, an ASCII file in DOS format that
is zipped in kh-data.zip. Unix/Linux users should use "unzip -a".
 
The panel data used in this paper consists of 31 provinces arranging
in the following order:

(1) Beijing	
(2) Tianjin	
(3) Hebei	
(4) Shanxi	
(5) Inner Mongolia	
(6) Liaoning	
(7) Jilin	
(8) Heilongjiang	
(9) Shanghai	
(10) Jiangsu	
(11) Zhejiang	
(12) Anhui	
(13) Fujian	
(14) Jiangxi	
(15) Shandong	
(16) Henan	
(17) Hubei	
(18) Hunan	
(19) Guangdong	
(20) Guangxi	
(21) Hainan	
(22) Chongqing	
(23) Sichuan	
(24) Guizhou	
(25) Yunnan	
(26) Tibet	
(27) Shaanxi	
(28) Gansu	
(29) Qinghai	
(30) Ningxia	
(31) Xinjiang
 
The variable we used is quarterly real GDP, which is constructed by
adjusting nominal GDP growth rates by CPI. All the data are purchased
from CNKI. There are 36 time series observations for each province.
 
Quarterly real GDP from 2012Q1 to 2019Q4 are used to form the
counter-factual path for the post-2020 period.