I wrote a Python package to tun financial event studies very easily. You can find the documentation here: pypi.org/project/EasyEventStudies/ 

I merged and cleaned macroeconomic data from multiple public sources. The excel dataset contains many of the most important macroeconomic indicators such as GDP, inflation, etc. for 39 countries from at least the year 2000.

You can download the data from the Harvard Data Universe here:  https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/9CPKBB&faces-redirect=true

Please cite me when using the data: 

Roever, Nicolas, 2024, ”Quarterly Macroeconomic Variables”, https://doi.org/10.7910/DVN/9CPKBB, Harvard Dataverse, V2