The Improving Policy Responses and Outcomes to Socio-Economic Challenges project was funded by the European Commission under Framework Programme 5 and coordinated from the United Kingdom. It brought together a multicultural and multidisciplinary team of social scientists from eight European Union member states and three candidate countries, representing different waves of European Union membership and welfare arrangements. The research was designed to inform policy by developing a greater understanding of socio-demographic change in Europe, the social and economic challenges such change presents, the efficacy of the policy responses formulated by national governments and at European Union level and the potential for cross-border policy learning and transfer. The project team undertook to track, record and critique the research process. Different methodological approaches were associated with each stage and level in the research design: secondary analysis of large multinational data sets; contextual data collection and analysis, supported by documentary evidence; elite interviews with key informants; surveys and in-depth interviews with families, focus groups and vignettes. Particular attention was devoted to conceptual issues at the research design stage and to ensuring that account was taken of contextual factors, including the research cultures of the team members, in the collection, analysis and interpretation of data, and the dissemination of findings.