Data Sources

Four integrated sources, one reproducible country-month panel

Open-Meteo Historical Weather API

Population-weighted weather from five cities per country.

8 variables

OECD Composite Leading Indicators

Amplitude-adjusted Consumer Confidence Index.

CCI target

Eurostat Retail Sales

Seasonally and working-day adjusted retail volume index, 2021=100.

Retail target

Eurostat Macro Controls

Unemployment, inflation and derived COVID period indicator.

Controls

Pipeline Overview

Fetch
Merge
Clean
Test
Model

Data Dictionary

Column Type Meaning
country string Country label: Germany, Spain, Turkey, UK
year_month date Monthly observation period from 2015-01 to 2024-12
sunshine_hours float Population-weighted monthly sunshine hours
daylight_hours float Population-weighted monthly daylight hours
temperature_2m_mean float Monthly mean 2m temperature
temperature_2m_max float Monthly maximum 2m temperature
temperature_2m_min float Monthly minimum 2m temperature
precipitation_sum float Monthly total precipitation
rain_sum float Monthly total rain
precipitation_hours float Monthly hours with precipitation
retail_index float Retail sales volume index, 2021=100
unemployment_rate float Seasonally adjusted unemployment rate
inflation_yoy float HICP year-over-year inflation
CCI float OECD amplitude-adjusted Consumer Confidence Index
covid_dummy int 1 for 2020-03 to 2022-06, otherwise 0
month_num int Calendar month number
month_sin float Cyclical month encoding, sine component
month_cos float Cyclical month encoding, cosine component

Coverage by Country

country Rows First_Month Last_Month Missing_Retail Missing_CCI
Germany 120 2015-01 2024-12 0 0
Spain 120 2015-01 2024-12 0 0
Turkey 120 2015-01 2024-12 0 0
UK 120 2015-01 2024-12 120 0