Competition Data across Countries I am looking for data sources that measure competition across countries. The variable I'm looking for could be any type of Concentration Ratio, Lerner Index, Herfindahl Index or Markup.

The data does not need to be by industry for each country. It could be an "average" for each. Otherwise data for any specific industry, besides banking and finance would also be welcome.

If a cross-country dataset is not available, data for U.S. states would also be appreciated. Panels are obviously preferable, but a cross-section will do as well.

I'm aware that the World Bank has such data on the financial industry. I am also aware that there are some estimates of markups for several OECD countries, but the number of countries is usally is very small.

Does anyone know where to find such data?
Depending of the accuracy you're looking at (stylized facts or estimated parameters), private database like http://go.euromonitor.com/passport.html may help you to support your theory. Some institutions grant access to them. Some industries (e.g. tobacco) have their info widespread.

A (non-exhaustive) list: https://www.insead.edu/library/databases