Maximo Camacho and Gabriel Perez Quiros, "Introducing the Euro-STING:
Short-Term INdicator of Euro Area Growth", Journal of Applied Econometrics,
Vol. 25, No. 4, 2010, pp. 663-694.

The file cq-data.txt is an ASCII file in DOS format. It is zipped in the 
file cq-data.zip. Unix/Linux users should use "unzip -a". This file 
contains information for the following variables:

Quarterly series:

* Latest available revision of quarterly GDP growth when we closed the 
  paper (column labeled GDP_2nd)

* The unrevised releases of the flash GDP growth series (labeled GDP_Flash)

* The unrevised releases of the Fist GDP growth series (labeled GDP_First)

* Latest available revision of quarterly employment growth when we closed
  the paper (column labeled Employment) Given that all these series are
  quarterly and the database has monthly frequency we introduce the data as
  corresponding to the months of March, June, September and December, using
  for the other months the code to represent missing observations (99999)
  Monthly hard indicators:

* Monthly growth rates of Industrial Production Index in the Euro area
  (excluding construction) labeled as IPI

* Monthly growth rates of Retail Sales (Volume) in the Euro area labeled as
  Retail_sales

* Monthly growth rates of Industrial New Orders Index. Total manuf. work on
  orders labeled INO

* Monthly growth rates of Extra- Euro area Exports

Monthly Soft Indicators:

* Level of Belgium Overall Business Indicator labeled as BNB

* Level of  Euro-area Economic Sentiment Indicator labeled as ESI

* Level of Germany IFO Business Climate Index labeled as IFO

We also use: 

* PMI Manuf. Euro area Manufacturing Purchasing Managers Index with the
  sample (1997.06-2008.01)

* PMI Services Euro area Services Purchasing Managers Index with the sample
  (1998.07-2008.01) These two series are not included in our database
  because the contract of the Bank of Spain with MARKIT does not allow us to
  report historical series for free access through the WEB. We just
  substitute all the numbers by 99999, our code for not available data.
  Finally, as we explain in the article, the interested reader can observe
  that our database is not balanced. As mentioned before, the missing
  observations are substituted by 99999