Data Sources
USA
Bureau of the United States Department of the Treasury
Bureau of Labour Statistics – Major Economic News Releases
Bureau of Labour Statistics – Programs By Subject
US Energy Information Administration
US Dept. Of Transportation FHWA
Bureau of Transportation Statistics
UCLA Ceridian Index
…lots more, this is on my TODO list.
Canada
Bank of Canada
Stats Canada
RBC Economic Research
CREA Stats
MLS Statistics by Province
Toronto Real Estate Board Market Updates
World
Trading Economics
International Statistical Agencies and International Organizations
International Monetary Fund Online Databases
Equities
Ycharts
Rates
Case Shiller on Inflation, PE Ratios, Ten Year Bond Yield, etc.