Bank for International Settlements (BIS)
The Bank for International Settlements collects and distributes data on topics such as cross-border lending, exchange rates, and debt positions. The BIS also has a collection of data on property prices in 54 countries.
€-Coin is an economic indicator for the Euro-zone that provides monthly estimates of GDP growth for Euro-zone countries within the European Union. In addition to the "real-time" data available at the site above, there is also an historical archive of €-Coin data.
Economic Policy Uncertainty Index
The Economic Policy Uncertainty Index project attempts to quantity economic uncertainty created by macroeconomic policy by coding media coverage, tax codes, and economic forecasts. The data are available in monthly increments.
European Central Bank Statistical Data Warehouse
The ECB's Statistical Data Warehouse provides access to data on topics such as exchange rates, monetary aggregates, balances of payments, and macroeconomic indicators.
International Monetary Fund (IMF) Macroeconomic and Financial Data
The IMF's data library covers topics such as investment flows, monetary aggregates, economic output, commodity prices, exchange rates, public finances, financial institutions and markets, and both public and private debt. The available databases include the Balance of Payments Statistics, the Direction of Trade Statistics, the Government Finance Statistics, and the International Financial Statistics.
International Monetary Fund (IMF) World Economic Outlook
The IMF World Economic Outlook is a quarterly publication with analyses of and projections for macroeconomic trends for individual countries, for geographic regions, and for the global economy overall. In addition to the quarterly reports, there is an accompanying database with both historical data and projections (up through 2020) for macroeconomic indicators such as GDP growth, inflation, monetary aggregates, and global commodity prices.
Penn World Tables
The Penn World Tables are a common source for basic macroeconomic indicators, especially measures of GDP and economic output that are standardized for better comparisons across countries and over time. The data currently cover the years 1950-2014.
Quandl is a data-aggregation site that provides access to roughly 7,000,000 indicators taken from multiple open, publicly-available sources such as government agencies (domestic and foreign) and international organizations. Note that Quandl classifies individual indicators as individual datasets. There are also tools to read datasets into various applications such as Excel and R and Stata.
World Bank Global Economic Monitor (GEM)
The World Bank's Global Economic Monitor "provides high frequency indicators on economic trends, economic, financial and commodity data, and growth and commodity forecasts," to quote the website. Data are available from 1990 forward in monthly, quarterly, and annual increments (with variation across countries and indicators). The database is part of the Bank's Data Catalog of statistical databases and other data collections. The GEM includes a special section on commodity prices.
World Development Indicators (World Bank)
The World Development Indicators provide convenient access to hundreds indicators on over 200 countries and territories. Data are available annually from 1960 forward, with variation across countries and indicators. The database is part of the Bank's Data Catalog of statistical databases and other data collections. The WDI is also accessible via Databases at Emory and on CD-ROM in the Data Center. There are also multiples tools available for importing WDI data directly into programs such as R and Stata.