Hi, I think what you are interested in is Cascading Parameters. There are plenty of articles to look up.

The only issue you may run up against is that they cannot have forward dependencies. I.e. your city parameter would have to be before your country parameter. You cant filter both ways.

City (Lima) => Country (Peru)

OR

Country (Peru) => City (Lima, Arequipa, ... etc)

You cant have:

Country (Peru) <= City (Lima)

Hope that makes some sense.