Massive Data Analysis supports your research work by exploring +100 million of time series within the split of second for strong correlations:
It's possible to add/define a time shift function that might help to identify indicators that correlate with a time delay, e.g. leading or lagging indicators. Make your choice.
Most sources often provides same indicators in various databases - but not in all cases updated at the same level. In the case of multiple sources - as provided by the AllthatStats platform - most likely more up-to-data series or series coming up with more complete data histories might be available somewhere out there. Or time series are available in various units: expressed at market/constant prices, in national currencies/international $, at constant prices, -exchange rates, -ppp, indexes, etc.
You are looking for European Union's latest figures on "GDP per capita".
Go to "Data Analysis" and run a keyword search directly with Massive Data Analysis. Key in "gdp per capita European Union". The hit list is shown immediately. Make your choice: the second hit provides a series (for EU 28 countries) spanning the time range 1995-2013. Press "Continue" and within seconds Massive Data presents additional time series showing similiar GDP patterns but varying time spans and units ranked by the corresponding correlation coefficients.
Start an retrieval at AllThatStats services "Databases" or "Communicate". Open your "Selection" and run "Data Analysis" by time series on the fly.