There are many government sites that provide access to document sources for research. Some of the best ones include:

Eurostat:

Eurostat is the statistical office of the European Union (EU), responsible for providing high-quality statistics for the EU's member states. It is an independent directorate-general of the European Commission and is based in Luxembourg. Eurostat's mission is to provide statistical information to support the development, implementation, and evaluation of EU policies.

The World Bank Data: 

The World Bank's data are widely used by policymakers, researchers, journalists, and the general public to understand development trends, identify policy priorities, and evaluate the impact of development programs. The data are also used to monitor progress towards the United Nations Sustainable Development Goals (SDGs), a set of global targets aimed at ending poverty, protecting the planet, and promoting prosperity for all.

Data.gov

Data.gov is a website managed by the United States government that provides access to a vast amount of government data and information. The website is operated by the U.S. General Services Administration, and its purpose is to increase public access to high-value, machine-readable datasets generated by the federal government.

CIA World Factbook:

The CIA World Factbook is a publication of the Central Intelligence Agency (CIA) of the United States that provides information on the countries of the world. It contains comprehensive information on geography, population, government, economy, communication, and defense of over 267 countries and territories.