Reliable sources for various types of economic data, from most popular to less-known indicators, current as well as historical. If you have any suggestions regarding the links that could be added, please feel free to e-mail me.
Worldwide economic data:
Bank for International Settlements statistics – lots of data on financial transactions, both current and historical
Trading Economics – independent internet service with a vast database of economical indicators and data from all over the world.
Federal Reserve Economic Database created and maintained by the Research Department at the Federal Reserve Bank of St. Louis
ADP National Employment Report – this is the source page of the research institute that prepares the report. You can download the full report as well as historical data. However, at the announcement times, the page sometimes has a lag, so it is not the best place to get this data for trading during the release.
Economic Indicators page of U.S. Census Bureau – data on sales, housing, inventories, etc.
The Weekly Economic Index (WEI) by Federal Bank of New York is compiled of ten daily and weekly indicators which translate into GDP projection. WEI can indicate GDP’s expansion or contraction ahead of actual data.
Household Debt and Credit report by Federal Bank of New York includes Housing and Non-housing dept. Growing amount of debt translates into more money in real economy, which is inflationary. I like looking at it together with the M2 Money Stock data, Velocity of M2 Money Stock and relation of all those to the GDP.