U.S. Macro and Regional Data
- 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...
- 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...
- City-Data.com - detailed info on many cities   | details...
- Data USA   | details...
- StateMaster - compare state data   | details...
- ALFRED: ArchivaL Federal Reserve Economic Data - real-time data   | details...
- FRASER (Federal Reserve Bank of St. Louis) - archived data   | details...
- 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...
- 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...