NI YEAR MONTH datetime 2000 1 2000-01-01 NaN 2000-01-02 NaN 2000-01-03 NaN 2000-01-04 NaN
Another simple way would be to set columns for dataframe
consolidated_data.columns=country_master
ref: https://riptutorial.com/pandas/example/18695/how-to-change-multiindex-columns-to-standard-columns