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FRED - Economic time series database of the Federal Reserve Bank of St. Louis.
Global Insight - Comprehensive coverage of U.S. financial, economic, and industry data.
Bureau of Economic Analysis (BEA) - Source of US economic statistics including national income and product accounts (NIPAs) and gross domestic product.
TradingEconomics.com - Economic indictors for the US and other countries. Has historical data, charts, news and forecasts.