Real-time data

Real-Time Data Set for Macroeconomists (links off-site to Philadelphia Fed)
Survey of Professional Forecasters (links off-site to Philadelphia Fed)
Greenbook Data Set (links off-site to Philadelphia Fed)
Livingston Survey (links off-site to Philadelphia Fed)
U.S.: Federal Reserve Bank of St. Louis’s ALFRED
U.S.: Bureau of Economic Analysis previously published estimates
OECD: real-time and revisions database for recent data; earlier data (pre-1999) from Fernandez-Koenig-Nikolsko-Rzhevskyy project
U.K.: Bank of England; Office of National Statistics revisions triangles
Euro Area: Euro Area Business Cycle Network database
Germany: Bundesbank database
New Zealand: Reserve Bank of New Zealand
Australia: University of Melbourne
U.S.: Federal Reserve Bank of Philadelphia ADS Business Conditions Index (ADS)
U.S.: Federal Reserve Bank of Chicago National Activity Index (CFNAI)
U.S.: Federal Reserve Bank of Kansas City Financial Stress Index (KCFSI)
Additional real-time data (US, EU, UK, Canada) can be found here (links off-site to Simon van Norden’s website)
Real-time oil database (links off-site to Shaun Vahey’s website)