Let me show you a quick way to setup Country and Region for your Data Warehouse or Data Mart. Normally, you expect to find this kind of reference data within your organization in some source system or even better in a MDCP (Master Data Control Point).
If you can’t find this data anywhere, then check out the Azure Data Market.
You can sign up for free here and browse a number of interesting datasets. One of them is the World Development Indicators. Not all the data sets out there are free, but the World Development Indicator is free.
Once you signup, you can go down to Explore the Dataset
You will see a query panel:
Check out the GetCountries dataset
I highly recommend you install the Excel Data Market Excel addin that will make this a breeze:
So here is how it looks in Excel:
Pass parameters, if any and you are done. The parameter I used is en or EN for english.
Here is the result:
There are some aggregate information in there that you can clean up. Also, you may want to clean up the (all income levels).
I am not recommending this as the best way of doing it, but if you find yourself with no reference country, region data, then give Azure Data Market a try.