U.S. Macro and Regional Data

"Primary" macro and regional sites that generate data (many long series)

• Bureau of Economic Analysis (BEA) - National Income and Produce Accounts (GDP, etc.), international and regional data   |   details...
• Federal Reserve
• Bureau of Labor Statistics (BLS) - more than 250,000 long series; unemp. and price series most prominent   |   details...
• Conference Board - Consumer Confidence Index and the Leading Economic Indicators   |   details...
• Congressional Budget Office (CBO) - current federal spending and revenue; macro forecasts   |   details...
• Federal Budget for the Fiscal Years 1996 to the Present - summary and very detailed federal budget info   |   details...
• Survey of Consumers from the Univ. of Michigan - well-known survey of consumer attitudes   |   details...
• What Was the Exchange Rate Then? - historical exchange rates   |   details...
• What Was the GDP Then? (Measuring Worth) - U.S. GDP estimates starting in 1789   |   details...

"Secondary" macro sites (data from primary sources packaged together, sometimes with analysis)

• EconData (INFORUM) - macro data packaged in a standard format   |   details...
• Council of Economic Advisers (CEA) - advice to the President   |   details...
• Economic Report of the President: 1995 to the Present - President's policies and a fair number of time series   |   details...
• Economic Reports of the President: 1947 to the Present - old reports   |   details...
• Economagic - excellent source of macro time series (some 400,000 series available)   |   details...
• FRED (Federal Reserve Economic Data) - very widely used site   |   details...
• Haver Analytics - emphasis on rapid delivery, quality checks, and very wide coverage (fee-based)   |   details...
• NationMaster.com - compare variety of data across countries   |   details...
• NBER Data Library - variety of data types and sources   |   details...
• NBER's Macro-Historical Database - pre-WW II data from the U.S., U.K., France, and Germany   |   details...
• Quandl - search more than 8,000,000 data series   |   details...
• YCharts Economic Indicators - rapid reporting of macro variables   |   details...

"Secondary" regional data (data from primary sites nicely packaged)

• City-Data.com - detailed info on many cities   |   details...
• Data USA   |   details...
• StateMaster - compare state data   |   details...

Real-time and archived data

• ALFRED: ArchivaL Federal Reserve Economic Data - real-time data   |   details...
• FRASER (Federal Reserve Bank of St. Louis) - archived data   |   details...

Consensus forecasts

• Real-Time Data Set (Federal Reserve Bank of Philadelphia) - real-time data   |   details...
• Survey of Professional Forecasters - free Philadelphia Fed Survey   |   details...
• Consensus Economics - U.S. and international consensus forecasts   |   details...

Economic calendars and releases

• Briefing.com Economic Calendar - lists release dates and consensus forecasts   |   details...
• EconCal   |   details...
• Economic Releases and Indicators (NBER) - links to current releases & e-mail on them   |   details...