Below is a list of some of the most common data sources used by economists. To see a schedule of data series updates, follow this link to the Bloomberg Economic Calendar.
The St. Louis FED maintains numerous data series aggregated from data sources all over the world. FRED can be searched by date series, country, or any key word, and will provide data in graphical or tabular views. Many data series can also be downloaded directly from FRED. If you are unsure of the location of a data series, this is often a good place to start.
Based in New York, this is a no nonsense site known for its ease of use. Drop down menus at the top allow for quick access to economic data by country or indicator. Trading Economics aggregates data from official sources across almost 200 countries.
As part of the Department of Commerce, the BEA “produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.” The BEA has recently also announced new data series in arts and culture, health care, state activity including consumer spending, and international investment.
Census.gov, a site also maintained by the Department of Commerce, provides historical economic data mostly as part of its extensive surveys of consumers and businesses.
Based in the Department of Labor, the BLS is the place to go for labor related statistics such as wage and employment data. Interestingly, it is also the source for price data such as the inflation rate, the consumer price index (CPI), and a number of other price indices.
The World Bank maintains many large datasets across most countries, including the World Development Indicators (WDI) database and the Global Financial Development Database (GFDD). While they maintain an extensive set of data series with expansive country coverage, there are some missing data issues in many of the series.