I believe what you are wanting to do can be done using Parameters rather than filters. You would have one parameter that displayed the list of countries. Then a calculated field would determine what value (GDP, Growth, etc.) based on the country selected. I use something similar to switch between metrics.
As I mentioned, there are close to 10 drop downs each one with 6-8 values. For each combination of drop down selection, I want to display a different set of metrics which potentially leads to too many combinations. Hence, parameters are not working for me in this case. Is there any other way to handle this?