We have option to do this in salesforce. This feature has been added as part of Summer 2017:

Promote Your Picklist Fields to Global Value Sets

Promote a single picklist field into a global value set by editing your picklist field and clicking Promote to Global Value Set.

A new global value set is created, and the promoted field now references it. You can also use the new global value set for other fields.

There are a few limitations to be aware of:

• You can only promote fields that have fewer than 1,000 values (both active and inactive).
• You can only promote restricted picklists. If you want to promote an unrestricted picklist, first convert it to a restricted picklist.
• You cannot promote a field to an existing global value set. But check out this Salesforce Lab App for some help.
• After a field is promoted, you can’t demote it back.

I don't know how and why but when I changed the global picklist API name to match the field name. It worked!

<fields>
        **<fullName>CallStatus_MDE__c</fullName>**
        <externalId>false</externalId>
        **<globalPicklist>CallStatus_MDE</globalPicklist>**
        <label>Status</label>
        <required>false</required>
        <trackFeedHistory>false</trackFeedHistory>
        <trackHistory>false</trackHistory>
        <trackTrending>false</trackTrending>
        <type>Picklist</type>
    </fields>