For a general source of links to data at all US government
databases,
see Economagic.com and the Dismal
Scientist. There is much data at these sites, but selectivity is
low.
(All are 
for usefulness, and
for quality standards and selectivity.)
Mark Bernkopf's
Central
Banking Resource Center is a unique and very interested online
source
of information on central banks throughout the world. ().
Also see the Central Bank Resources section of Lombard
Street Research Ltd.
The Economic Database,
FRED,
maintained by the Federal Reserve Bank of St. Louis. FRED
includes Divisia
monetary aggregate data for the US in great detail, including
component
data, user costs, and even the source code and the Divisia second
moments
data---along with much other valuable data maintained at the St. Louis
Federal Reserve Bank. At the St. Louis Federal Reseve Bank site, the
words
"monetary services index" (MSI) are synonymous with "Divisia index." ()
Commercial
Bank and Bank Holding Company Database,
maintained by the Federal Reserve Bank of Chicago. The data base
includes
the balance sheets and income statements for all U.S. banks that are
federally
insured. The information starts in 1976 and continues until the
present.
That information is stored as SAS XPORT files. The web site also
contains
documentation on all the variables, a short description on how to form
consistent time-series for many of the major series, and separate files
that identify the dates and outcomes of all the U.S. bank mergers that
have occurred during this time-period. ()
Direct sources of governmental data include BLS Data, Commerce Department "Stat USA" Data, Federal Reserve Board Home Page, Federal Reserve Bank Home Pages, Federal Reserve Board Data, U. S. Census Bureau Data, The Bank of England, Mexican Data, European Central Bank.
For links to international governmental agencies (World Bank, OECD, IMF, etc.), see the Research Centers section of this web site.
B&E DataLinks,
provided
by the Business and Economic Statistics Section of the American
Statistical
Association, is the first place to look for data source links in
economics.
This excellent resource contains links to sites for data sources of
interest
to economists and business statisticians. The site provides users with
a comprehensive set of links to data sites on the web along with a
user-based
assessment of the quality of each site. It also provides users the
capability
to suggest additional high quality sites that could be added to
DataLinks.
()
The Data Archive for
the
Journal
of Applied Econometrics is the model for what all empirical
and quantitative economics journals should be doing, in terms of making
data from their published papers available for replication. No other
economics
journal has done this in a manner that is as user friendly and easily
accessible
as this forward looking journal has done on the Web. ()
The
Data
Archive for the Journal of Business and Economics Statistics
is at least as useful as the archive for the
Journal of Applied Econometrics, but not as innovative. ()
The Data
Archive for the Journal, Macroeconomic Dynamics,
is my favorite, but not rated here, as a result of the obvious conflict
of interests: I am the Editor of the journal. The data
archive is maintained at Washington University by Bob Parks, who is the
journal's Data and Software Archive Coordinator.
The Penn World
Tables
have their origins in the well known series of books by
Irving Kravis, Alan Heston, and Robert Summers at the University of
Pennsylvania.
This famous international database of purchasing power parity and
national income accounts, converted to international prices, is
excellent, but more frequent updates
would be useful. ()
The Davidson Data Center &
Network
is an excellent source of data on transition economies and emerging
markets. The site is fully searchable, contains a data locator,
an archive, and a clearinghouse. Access is free. ()
At one time, the NBER (National Bureau of Economic
Research)
was a major source of economic data. Unfortunately data production no
longer
is an NBER priority, but the NBER's Macro
History Database is online. Although currently only a
data source, it would rate a big five stars, if updated and continued
to
its earlier very high standards. A complimementary site of considerable
merit is maintained by the Economic
Cycle Research Institute, which represents over sixty years of
business cycle research covering all major market economies. ()
The well known University of Michigan Panel
Study of Income Dynamics is a winner for anyone who needs a
longitudinal
survey of a representative sample of U. S. individuals and the families
in which they reside. That data has been collected annually since 1968.
()
Access to the well known Citibase
vast database is unfortunately far from free.
For other economic data sources, see the large number of
excellent links to data
sources in the Resources
For Economists site.
()