I am not sure if they are given explicitly on Eurostat but (as I recall) in the "regional accounts" section for nuts 2 level you should have GDP (which is actually a regional domestic product) in current as well as constant prices (with a base year). Based on that you can get a measure of CPI (change) for the time frame of you're interested. Hope this helps. 

Dear Pawel,

I checked the EuroStat database and in Global Insight; although they have a section dedicated to "regional statistic by NUTS classification" covering data such as demography, employment etc … they don't have NUTS2 level CPI series.

The only way is probably to check with the national statistical institutes or the national central banks to see if they collect those data. Obviously in this case you have to be careful at comparability.

Sorry

Good luck

Matteo

Thanks Kamil and Matteo,

@Kamil - nope, no constant price GDP series to calculate regional GDP deflators. And anyway, I need CPI for my empirical exercise, even though the correlation between the two is probably very high.

@Matteo - thank you for your efforts. Of course, I checked the Eurostat before posting this question. In fact I also checked national statistical office and national CB websites, at least in HU and CZ.

In Poland, I had to collect printed materials and make phonecalls to the statistical office to get all the data, so I'm hoping that the data is actually being collected in other countries too.

Thanks again,

Pawel

Dear Pawel,

I suggest you visit www.knoema.com. It is the world data atlas. I hope you would find this website very useful. 

https://knoema.com/

for Europe go at the : http://ncva.itn.liu.se/explorer/europe-explorer?l=en

for Slovakia are the NUTS2 on the picture:

Thanks Robert and Ludmila,

You both provided nice databases which I bookmarked for future reference. I'm afraid however that they don't contain regional CPI series. So probably they do not exist after all.