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.
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.
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.
Wharton Research Data Services (WRDS)
WRDS is an excellent source for data on both company financials (via COMPUSTAT) and stock prices (via CRSP). The university's WRDS subscription also provides access to data for measures of market volatility, balance sheets of financial institutions, and models of asset performance. Access to the university's WRDS subscription requires registration to request an account.
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.