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Economic data is a very broad concept. It can include discrete preference relation data-sets as well as extensive time series data.

But it is important that theories are tested against data, and the earlier this happens in the development of an economic model, or of a new economic hypothesis, the more beneficial will be to the researcher, providing early signals on how good or bad a match with the real world his theoretical endeavors are. Economics being a Social Science, it is also important to have plentiful of different data sets, since testing a theory on just one data set does not provide strong enough evidence of the model's usefulness or uselessness.

So I am posting this question with the hope that it will be gradually enhanced with answers and it will become a point of reference for Economic data of all sorts for this community.

My offering: The World Bank for example has very useful information on trade lanes. Other repositories:

-Data links hosted at the Econometrics Journal

-Data archive of the Journal of Applied Econometrics

-Supplemental material for Econometrica

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    $\begingroup$ What kind of data are you looking for specifically? $\endgroup$ – jmbejara Mar 10 '15 at 13:19
  • $\begingroup$ Yes, what exactly are you looking for? gretl.sourceforge.net has some datasets. If you have university access you can go for large databases like CRSP (crsp.com/products/research-products) $\endgroup$ – Konstantinos Mar 10 '15 at 16:50
  • $\begingroup$ @jmbejara I deliberately left the question broad because several times recently I have been looking for sources of data and not known where to look. I feel that the answers this question could be useful to myself and I imagine plenty of other users here at the early stages of a research project or something similar. I do agree that this question is different to other data-request questions in that it is very broad. That said, I think it is appropriate for this site. $\endgroup$ – Jamzy Mar 10 '15 at 21:56
  • $\begingroup$ @pidosauras. What sort of large data-sets are there? I have rephrased my question to be clearer as to what I am looking for and why. I hoped this question could serve as a useful starting point for a research project. $\endgroup$ – Jamzy Mar 16 '15 at 1:30
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Be more specific on what you need. Quandl would be a pretty general source which hasn't been mentioned yet. For macro data the St. Louis Fed is pretty good and thorough. Eurostat for European data. historicalstatistics.org for historical data.

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The Bureau of Economic Analysis (BEA) is the primary source for US economic data. Other US sources include the Dept of Labor, The Census Bureau, Dept of Commerce, and the US Energy Information Administration. Vizala combines data from a number of international sources. Other international sites/sources include The World Bank, UN Data Statistics Division, The World Trade Organization. The International Monetary Fund, The World Health Organization, Eurostat, International Energy Agency, and FAOSTAT.

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The American Economic Association has a list of resources for Economists, including a page for data, there you find links to many institutions that offer all kinds of data, as well as further journals with data archives for the studies they publish.

In the ReplicationWiki (that I work on) we have information on more than 2000 empirical studies and you can search for which one what kind of data, software, and methods were used, if the material is available, and if replications are known. Many studies can be browsed by JEL codes or keywords. The categorization of data sources and geographical origin of data remains very incomplete but it is a wiki, so everyone can contribute and make suggestions.

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The Bank of England as a compilation of macroeconomic data for the UK ranging from at least the XIII century. The data is here.

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