You can specify just the country code such as 'FR'. The synopsis only shows full country name. But see the doco for the new method:
The C<new> method creates an instance of a sub country object. This must be
called before any of the following methods are invoked. The method takes a
single argument, the name of the country that contains the sub country
that you want to work with. It may be specified either by the ISO 3166-1
alpha-2 code or the full name.