Links to databases

Macrodata (national accounts, sectoral data, monetary and financial statistics, international trade, government accounts)

Eurostat (macroeconomic, sectoral, and government data)

https://ec.europa.eu/eurostat/data/database

European Commission: AMECO

https://ec.europa.eu/economy_finance/ameco/user/serie/SelectSerie.cfm

European Commission: quarterly economic forecasts

https://ec.europa.eu/info/business-economy-euro/economic-performance-and-forecasts/economic-forecasts/autumn-2019-economic-forecast-challenging-road-ahead_en

Bank for International Settlements (financial and banking data)

https://www.bis.org/statistics/index.htm?m=6%7C37

OECD (macroeconomic, sectoral data)

https://stats.oecd.org

ECB (monetary, financial, and macroeconomic data)

https://sdw.ecb.europa.eu

IMF (financial and macroeconomic data)

http://data.imf.org/?sk=388DFA60-1D26-4ADE-B505-A05A558D9A42

IMF (international trade data)

https://data.imf.org/?sk=9D6028D4-F14A-464C-A2F2-59B2CD424B85

World Bank (development and macroeconomic data)

https://data.worldbank.org

UN Intergovernmental Panel on Climate Change

http://www.ipcc-data.org

Microdata (data on individual households, workers, companies, students, etc.)

European Union (labour force data)

https://ec.europa.eu/eurostat/web/microdata/european-union-labour-force-survey

European Union (SILC)

https://ec.europa.eu/eurostat/web/microdata/european-union-statistics-on-income-and-living-conditions

European Union (earnings data)

https://ec.europa.eu/eurostat/web/microdata/structure-of-earnings-survey

European Investment Bank (survey on investments)

https://www.eib.org/en/about/economic-research/surveys-data/investment-survey.htm

World Bank

https://microdata.worldbank.org/index.php/catalog

In addition to data provided by international organizations, there are plenty of national data sources provided by national governments, national statistical offices, national central banks, etc.).

Here are a number of important data sources from national central banks:

Bundesbank

https://www.bundesbank.de/en/statistics

Bank of England

https://www.bankofengland.co.uk/statistics

US Federal Reserve

https://www.federalreserve.gov/data.htm

Banque de France

https://www.banque-france.fr/en

Banca d’Italia

https://www.bancaditalia.it/statistiche/index.html

Banco de España

https://www.bde.es/bde/en/