Datasets
Macroeconomic data
FRED Economic data St. Louis Fred, 292 000 US and international time series
Real-Time Data Set for Macroeconomists Philadelphia Fed
Fed Economic research & data Board of Governors of the Federal Reserve System
OECD statistics Data for OECD countries and selected non-member economies
Eurostat European statistics
Financial data
CRSP data library Kenneth R. French, various stock return series
Fed, selected interest rates Board of Governors of the Federal Reserve System
Coincident and leading economic indicators
Aruoba-Diebold-Scotti Business Conditions Index
Background reading: Aruoba & Diebold & Scotti (2009)
Real time indicator of the Euro Area economy Banca de Italia and CEPR
Conference Board Global Business Cycle Indicators
ECRI Economic Cycle Research Institure, all indexes
Finnish data
Findicator.fi Finnish society at large
Tulli Customs, Monthly statistics on the foreign trade of goods
Football and sports betting datasets
Football-data.co.uk Historical football results and betting odds data
Soccerway Current and past match results
RSSSF Rec.Sport.Soccer Statistics Foundation
Background reading on modelling and predicting football match results, among others,