Federal Deposit Insurance Corporation, Bank Data and Statistics
http://www.fdic.gov/bank/statistical/index.html

Federal Reserve Board, Economic Research and Data
http://www.federalreserve.gov/rnd.htm

U.S. Census Bureau, Home Page
http://www.census.gov

U.S. Department of Commerce, Bureau of Economic Analysis
http://www.bea.gov

U.S. Department of Energy, Energy Information Administration
http://www.eia.doe.gov/neic/historic/historic.htm

U.S. Department of Health and Human Services, National Center for Health Statistics
http://www.cdc.gov/nchs

U.S. Department of Housing and Urban Development, Data Sets
http://www.huduser.org/datasets/pdrdatas.html

U.S. Department of Labor, Bureau of Labor Statistics
http://www.bls.gov

U.S. Department of Transportation, TranStats
http://www.transtats.bts.gov

U.S. Department of the Treasury, Internal Revenue Service, Tax Statistics
http://www.irs.gov/taxstats

Rockefeller Institute of Government, State and Local Fiscal Data
http://stateandlocalgateway.rockinst.org/fiscal_trends

American Economic Association, Resources for Economists
http://www.rfe.org

American Statistical Association, Business and Economic Statistics
http://www.econ-datalinks.org

American Statistical Association, Statistics in Sports
http://www.amstat.org/sections/sis/sports.html

European Central Bank, Statistics
http://www.ecb.int/stats

World Bank, Data and Statistics
http://www.worldbank.org/data

International Monetary Fund, Statistical Topics
http://www.imf.org/external/np/sta/index.htm

International Monetary Fund, World Economic Outlook
http://www.imf.org/external/pubs/ft/weo/2003/02/data/index.htm

Penn World Tables
http://pwt.econ.upenn.edu

Current Population Survey
http://www.bls.census.gov/cps/cpsmain.htm

Consumer Expenditure Survey
http://www.bls.gov/cex/home.htm

Survey of Consumer Finances
http://www.federalreserve.gov/pubs/oss/oss2/scfindex.html

City and County Data Book
http://www.census.gov/prod/www/ccdb.html

Panel Study of Income Dynamics
http://psidonline.isr.umich.edu

National Longitudinal Surveys
http://www.bls.gov/nls/home.htm

National Association of Home Builders, Economic and Housing Data
http://www.nahb.org/category.aspx?sectionID=113

National Science Foundation, Division of Science Resources Statistics
http://www.nsf.gov/sbe/srs/stats.htm

American Stock Exchange
http://www.amex.com

American Economic Association
http://www.aeaweb.org

The Econometrics Journal
http://www.blackwellpublishing.com

Econometric Society
http://www.econometricsociety.org/