- The US Economy: Bureau of Labor Statistics
- The EU: Eurostat
- The EU with Micro data: OECD.
- World Poverty/Income Distribution data: IMF
- World GDP/GNP Data: The Penn World Tables
- Historical Financial Data: Measuring Worth
- Irish Macro Data: CSO (Measuring Ireland's Progress is a great place to start here), the ESRI has excellent Micro data on health.
- Current Financial Data: I use Yahoo finance or Financial Data Finder. Both are excellent.
- Different Interest Rate Data: FRED.
- Internet Price Competition Index: Nash-Equilibrium.
I'll add more as I come across them.