I take back what I said about the difficulty of accessing Eurostat data, having discovered SDMX, their web service method for extracting their data. Yes, it's still not trivial to use, but thankfully some kind folk from the Bank of Italy have provided an R package, RJSDMX: Attilio Mattiocco, Diana Nicoletti, Gianpaolo Lopez, thanks a lot!
So, look forward to a broader range of data becoming available soon.
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