Econometrics

"The Bureau of Economic Analysis (BEA) promotes a better understanding of the U.S. economy by providing the most timely, relevant, and accurate economic accounts data in an objective and cost-effective manner."

Links to central banks websites of central banks from the Bank for International Settlements. Many have statistic publications and working papers.

From crime rates to weather patterns, you’ll find the data you're looking for on City-Data.com.

Data.census.gov is the data dissemination platform to access demographic and economic data from the U.S. Census Bureau.

The home of the U.S. Government’s open data
Here you will find data, tools, and resources to conduct research, develop web and mobile applications, design data visualizations, and more.

American Economic Association guide to government and other public resources.

Dataset Search is a search engine for datasets. Using a simple keyword search, users can discover datasets hosted in thousands of repositories across the Web

NBER promotes and distributes "unbiased economic research among public policymakers, business professionals, and the academic community." Its four goals are to develop new statistical measurements, estimate quantitative models of economic behavior, analyze the effects of public policies on the US economy, and predict the effects of alternative policy proposals. Especially useful is their Data Page and Working Paper Archive.

Resources.data.gov is an online repository of policies, tools, case studies, and other resources to support data governance, management, exchange, and use throughout the federal government

At the World Bank, the Development Data Group coordinates statistical and data work and maintains a number of macro, GDP financial and sector databases.