Below is a list of datasets covering different themes and at various levels of aggregation that are available online free of charge.
Individual/household level data
World Bank LSMS: Living Standards Measurement Study of the World Bank, collection of household-level surveys.
World Bank Integrated Surveys on Agriculture: open-access cross section and panel surveys for selected countries.
IFPRI surveys: household and community level surveys, institution-level surveys, regional data and social accounting matrices.
SADA datasets: the South African Data Archive information on surveys conducted in South Africa. Most datasets can be accessed for free.
Datafirst datasets: The University of Cape Town provides information on household and firm level surveys conducted in South Africa and other countries.
DHS webpage: The Demographic and health surveys can be downloaded from this website.
HEIDE database: Household Expenditure and Income Data for Transition Economies provided by the World Bank.
BREAD webpage: The Bureau for Research and Economic Analysis of Development provides a list of surveys conducted in developing countries.
IPUMS: this website provides census microdata for social and economic research.
RLMS web page: Russian living standard survey.
Open Micro Data: a collection of links to micro data sources.
MXFLS: Mexican family life survey.
World Value Survey: surveys on subjective well-being available for free.
ESDS Happiness: a list of link to main subjective well-being surveys.
CSAE Urban Labour Force Survey: detailed panel labour force surveys for Tanzania and Ghana.
RAND family life survey: panel data surveys for Indonesia, Malaysia and Guatemala.
RUMiCl and IZA Urban/Migrant surveys: panel data surveys on urban households for China and Indonesia
INEGI Mexican Urban labour survey: quarterly labour survey of urban population.
Firm level data
CSAE datasets: The Centre for the Study of African Economics (Oxford University) provides household and firm level data for Ghana, Etiophia and Tanzania.
INE Chilean annual manufacturing survey: panel survey of manufacturing firms.
Wharton Research Data Services: a comprehensive collection of firm-level data (including COMPUSTAT and Bureau van Dijk) available with an academic affiliation.
Country level data
Measuring Income Inequality Database (MIID): it contains data on Gini coefficients (Authors: Klaus W. Deininger and Lyn Squire).
Developmentdata: useful links to free developing country data.
Data | The World Bank: World development indicators. All variables can be downloaded here. --> Get the WDI data directly into STATA format! wbopendata
World Trade Data: a useful collection of trade data
Country climate data: contains climate information for 208 countries.
Bilateral migration data: data on migration flows between countries.
Composite indicators: links to composite indicators (edited by the Joint Research Center of the European Commission).
Gallup data: the national averages of some variables in the Gallup World Poll are available for free.
The Macro Data guide: a collection of macro data sources.
DataGov: governance indicator database.
United Nations Population and Vital Statistics: a collection of statistics from population census.
World Database of Happiness: a compilation of studies and data related to subjective well-being
Political constraints: Data on political constraints by Witold Henisz.
Database of political institutions: data on the quality of political institutions (in stata format).
UNESCO statistics: indicators and raw data on education, literacy, science and technology, culture and communication.
WTO statistics: data on tariffs.
Social security data: the ISSA website provides information on national social security programmes including unemployment assistance, pensions and sickness and maternity assistance.
CIRI Human rights data protection: This is the Cingranelli-Richards (CIRI) Human Rights Dataset contains standards-based quantitative information on government respect for 15 internationally recognized human rights.
Database of political institutions (WB): this database by T. Beck, G. Clarke, A. Groff, P. Keefer, and P. Walsh contains data on political institutions. (Stata version available)
WITS: useful free software of the World Bank to access COMTRADE, TRAINS, IDB and CTS databases
International groups or organizations: this excel file records the membership of each country to one or more international organization/group such as OECD, ECOWAS or ASEAN etc. xls
Africa Infrastructure country diagnostic: contains infrastructure indicators at country and operator level for African countries. It also offers a very useful set of maps about power plant location, electricity networks, roads, etc.
Fractionalization data: contains data on the degree of ethnic, linguistic and religious heterogeneity across 215 countries.
Nutrition data
USDA National Nutrient Database: contains nutrient information on 8,000 foods.
Regional Agricultural Intelligence Network RATIN: contains information on monthly Price Data for Eastern African countries.
FOODNET Home Page: provides information on food prices in Eastern and Central Africa.
FAO GIEWS: provides information on basic food prices in many countries.
Food Composition Data: useful guidelines for the production, management and use of food composition data.
FAO food composition table: food composition table for use in Africa.
Food Security Portal: contains data on 40 indicators related to food security, commodity prices and human well-being.
Geo-referenced surveys, data and GIS
GeoNetwork: Fao portal containing special data (shapefiles) on forestry, infrastructure, geology, climate, land cover, etc. for specific countries, region or the entire world.
ProtectedPlanet: this website provides information on protected areas and reserves in most countries. Data can be downloaded for free as shapefile or in csv format.
CARMA: Carma monitoring action record data on energy production and carbon emissions for power plants and power companies around the world. Data are geo-referenced and can be downloaded in csv format.
IIASA: The harmonized soil database provides GIS maps on terrain data, soil quality and land cover
HarvestChoice: this website contains a collection of maps about farming, land, demographics and productivity
ECHO: NASA website providing satellite maps.
World Health Surveys: The WHO surveys provide individual-level health data for 71 countries. The surveys were conducted in only year for each country. The data are geo-referenced.
DHS: Demographic and Health Surveys provided geo-referenced data at cluster level.
LSMS-ISA: the Living Standards Measurement Study-Integrated Surveys on Agriculture provide geo-referenced household-level data for seven African countries. All surveys are panel surveys although for some only the first wave is available.
Greater Eldoret Health and Development Survey: this 4-wave panel dataset of households in the Kosirai division contains information on the gps location of the households.
FAO-Africover: this FAO websites provide full resolution GIS data on land quality and infrastructure.
DIVA-GIS: a comprehensive collection of country shapefiles.
IPUMS International: this website offers country-level shapefiles with administrative boundaries (highest level) to be matched with census data (also provided in the same website).