Data FRED II: Complete financial market data sets provided by the FRB of St. Louis Board of Governors Interest Rate Data Real Time Data by Philadelphia Fed: Provide monthly and quarterly data sets for core variables (nominal GNP/GDP, real GNP/GDP, real personal consumption expenditures,...) and non-core variables (nonfarm payroll employment, industrial production, capacity utilization,...) in two formats Bureau of Labor Statistics: Cool source of the U.S. regional data; especially for labor statistics such as wages, productivities, population, unemployment rate,... Bureau of Economic Analysis: US Department of Commerce, download all NIPA (National Income and Product Accounts) time series data MSCI-Barra: International stock index data Robert Schiller's Online Data: S&P/Case-Shiller Home Price Indices, Stock returns,... Aswath Damodaran's Online Data: Very extensive financial data Stock Returns Data by Kenneth French Michigan Survey of Consumers Commodity Research Bureau: Spot and Futures commodity indexes and more. Chicago Board Options Exchange (CBOE): CBOE Volatility Index (VIX) and more World Bank Data Sets: a broad range of data sets that include many quantified qualitative variables University of Michigan Document Center Eurostat ECB Data EH.net: Historical data of exchange rates, securities prices, and many more NBER Data: It links to useful data sources as well as providing their own data such as official business cycle dates. Penn World Table 6.1: Provides purchasing power parity and national income accounts converted to international prices for 168 countries for some or all of the years 1950-2000 Barro-Lee Data Sets: International measures of schooling years and schooling quality; very important cross-country panel data for human capital analysis Economic Time Series Page: by economagic.com; provides most frequently asked data; quick access to some data sources QM&RBC Data Online Economic Statistics Briefing Room: Simple data sets and charts for non-economist by White House Social Statistics Briefing Room: A Selection of social statistics for non-economist by White House; crime rates, education, health,... Congressional Budget Office: Provides useful forecast macro data; their potential GDP data can be useful to macroeconomists