Economagic.com: Economic Time Series Page
FreeLunch from Economy.com
Yahoo Finance and Google Finance
FRED II from Federal Reserve Bank
Interactive Financial Data Finder from Ohio State University
Global, Financial and Exchange Rate Data from International Monetary Fund
US and International Data from Bureau of Economic Analysis
Databases from OECD
Eurostat Databases from European Commission
UK Economics Data from Office for National Statistics
Macroeconomic Data from NBER
Macroeconomic Time Series from Manfred Gartner
Macroeconomic Time Series Data Source Locator from University of Chicago
PACIFIC Exchange Rate Service from University of British Columbia
The Center for Research in Security Prices (CRSP) from Chicago GSB
Panel Study of Income Dynamics (PSID) from University of Michigan
Wharton Research Data Services (WRDS) from University of Pennsylvania
INFORUM from University of Maryland
Journal of Applied Econometrics Data Achive
Journal of Business and Economic Statistics FTP Data Achive
Journal of Money, Credit, and Banking Data Achive
Econometric Analysis, 6th edition by William Greene
Econometric Analysis, 4th edition by William Greene
Econometrics by Fumio Hayashi
Microeconometrics: Methods and Applications by Colin Cameron and Pravin Trivedi
An Introduction to Classical Econometric Theory by Paul Ruud
Nonlinear Time Series Models in Empirical Finance by Philip Hans Franses and Dick van Dijk
State-Space Models with Regime-Switching by Chang-Jin Kim and Charles R. Nelson
Time Series Models for Business and Economic Forecasting by Philip Hans Franses
Periodicity and Stochastic Trends in Economic Time Series by Philip Hans Franses
Data from Papers of Bruce Hansen
Data from Papers of Mark Watson
Data from Papers of James Hamilton
Returns and Breakpoints Data from Kenneth French
Stock Returns from William Schwert
Real-Time Macro Data from Norman Swanson
Экономическая Экспертная Группа
Statistical database of Russian economy from HSE
Московская Межбанковская Валютная Биржа
Econometric Links listing
Social Science Statistical Data from UCSD
Quantitative Macroeconomics and Real Business Cycle listing
Stock Market Data in Transition Countries from CERGE-EI
Time-Series and Micro-Data from Economics Web Institute
Regional Economic Data from EconData.Net
Data Links from Chair of Econometrics, HU-Berlin