You can use automatic recode in order to create a numerical variable which contains a different code for
each country (let's call it country2), and then you can add them up, e.g. COMPUTE newvar=year*100+country2,
or something like that.
Alternatively, you can duplicate the "year" variable, then turn the duplicated variable into a string variable, and compute
a new string variable from the duplicated "year" variable and the "country" variable, using CONCAT.
With kind regards
Karabiner