Collecting here datasets and material on cycles.
1) Paper: One Ring to Rule Them All? New Evidence on World Cycles by Eric Monnet and Damien Puy (IMF) https://www.imf.org/en/Publications/WP/Issues/2019/09/20/One-Ring-to-Rule-Them-All-New-Evidence-on-World-Cycles-48652 Dataset: https://www.ericmonnet.eu/macro-financial-dataset-quarterly-since-1950
2) Financial Cycles Database by WIIW
https://wiiw.ac.at/financial-cycles-database-ds-7.html
3) Real and financial cycles in EU countries: Stylised facts and modeling implications by WGEM team (ESCB)
https://www.ecb.europa.eu/pub/pdf/scpops/ecb.op205.en.pdf
on the synchronicity between real and financial cycles: https://onlinelibrary.wiley.com/doi/abs/10.1002/ijfe.1770
on the synchronicity across euro area countries: https://www.bundesbank.de/resource/blob/722676/87bacf7a80a7793d0d36a88b31b2fc89/mL/2018-03-23-dkp-04-data.pdf
4) Global Financial Cycles since 1880 by Galina Potjagailo and Maik H. Wolters
https://www.bankofengland.co.uk/working-paper/2020/global-financial-cycles-since-1880
D. Celov and M. Comunale, 2022. Business cycles in the EU: a comprehensive comparison across methods. Bank of Lithuania Discussion Paper Series No. 26/2021. Forthcoming for Advances in Econometrics Essays in Honor of Fabio Canova (volume 46, 2022), edited by Juan Dolado, Luca Gambetti and Christian Matthes.