(CNN) Four Democratic governors from the Northeast have formed a coalition on gun control, saying they can't wait for Congress and the federal government to take action. Three of them appeared on CNN's "New Day" Friday morning to explain why.

"We as governors are demanding action from the federal government and we need them to take action, but in the meantime, we've decided to take a regional approach," said Rhode Island Gov. Gina Raimondo.

That approach includes "sharing information about guns across our state lines, sharing a database, and for the first time that I know of having a regional research center which studies gun violence and the impact on public health," she said.

The multi-state task force will trace and intercept illegal guns in the region, according to Raimondo and her fellow coalition members, Governors Andrew Cuomo of New York, Dannel Malloy of Connecticut and Phil Murphy of New Jersey.

Murphy told CNN's John Berman that "the more coordinated we can be, the better we can be."

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