Tip 1 Check the Internet, LexisNexis, and EconLit
Doing a Google Internet search and a LexisNexis search for current events can help you track down data sources by checking article citations and references. For business and financial topics use Business Source Complete. 
If you have an advanced topic try searching EconLit. This is the main database of the American Economic Association that indexes over 600 journals. Searching EconLit is also a good test to see if the topic you have chosen to investigate is viable. Additionaly, articles explain data sources including the key variables and appropriate methodology.

Tip 2 Proprietary and free datasets
Data is expensive to collect and maintain. Large corporations, government entities, or NGOs often create time-series datasets, which economists and other social scientists use to model statistical behavior. It is more likely that data produced by the government or NGOs will be freely available, while data sets maintained by corporations will be inaccessible because of the cost. We suggest that you choose a topic that will involve free data. Examples of economic data collected by the government include sites like Data.gov, Healthdata.gov, and the Federal Reserve Bank of St. Louis. You can also consult with your librarian.

Tip 3 Read about the data
Don’t assume that the data you find isn't raw data, read the tutorials, FAQs, and other overviews to help you understand how your data was compiled. Surveys and methodologies change over time, and unless you know how to work with raw data, we using suggest time-series that have been cleaned or harmonized.  

Resources
The resources below were selected based on their ease of use and the accessiblity of long time-series data (25 to 50 years). The library suggests this page as a starting point for your research in Econometrics. Additional government resources are made available by the government documents librarian and may contain useful data click here

The online edition of The New Palgrave Dictionary of Economics contains the full text of the 8 volume print edition. Users can search (basic and advanced), as well as browse (alphabetical and by subject) for Economics terms/concepts/people . Entries are full text, and signed, and contain a bibliography and links to other relevant entries.

EconLit, the American Economic Association's electronic database, plus full text for over 600 journals, is the world's foremost source of references to economic literature. EconLit adheres to the high quality standards long recognized by subscribers to the Journal of Economic Literature (JEL) and is a reliable source for book reviews, citations and abstracts to economic research dating back to 1969. It provides links to full text articles in all fields of economics, including capital markets, country studies, econometrics, economic forecast.

The ProQuest Statistical Abstract of the United States is the authoritative and comprehensive summary of statistics on the social, political, and economic conditions of the United States. For data prior to 2013 see the US Census Bureau Statistical Abstracts of the United States.

The Economist Historical Archive delivers a complete searchable copy of every issue of The Economist from 1843 to 2003. Multiple search indexes, exportable financial tables and a gallery of front covers all combine to offer a primary source of research covering the 19th and 20th centuries.

Social Explorer is dedicated to providing demographic information and modern and historical census data in an easily understood format: data maps.  The site has created hundreds of interactive data maps of the United States. The easy-to-use web interface includes data from the entire US Census from 1790 to 2000, all annual updates from the American Community Survey to 2008, original Census tract-level estimates for 2006 and 2010, the Religious Congregations and Membership Study from 1980 to 2000, and 2002 Carbon Emissions Data from the Vulcan Project.

This list is of 2,000 reosources is compiled by Bill Goffe (SUNY, Oswego), including a seperate table of contents for data: http://rfe.org/toc.php?show=abridged

This page links to the following indicators published by the BLS: Inflation & Price, Employment, Unemployment, Pay & Benefits, Spending & Time Use, Productivity, Workplace Injuries, International Labor Comparisons.

The Centers for Disease Control and Prevention (CDC) is one of the 13 major operating components of the Department of Health and Human Services (HHS),

A database of 20,417 U.S. economic time series. With FRED® you can download data in Microsoft Excel and text formats and view charts of data series. Link to the tutorials: http://research.stlouisfed.org/tutorials/fredgraph/

Their mission is to be the agency "where economic and social changes are chronicled, understood, and explained." Within the Commerce Department they work with the Census Bureau, Stat-USA and the BEA to give a complete picture of the U.S. economy. One of the most useful sites available from the ESA is Economic Indicators.gov. http://www.economicindicators.gov/ Go there to view online or sign up to have the latest releases emailed to you automatically. 

The Inter-University Consortium for Political and Social Research (ICPSR) database maintains and provides access to a vast archive of social science data for research and instruction, and offers training in quantitative methods to facilitate effective data use. Users can access more than 500,000 data files, within disciplines such as political science, sociology, demography, economics, history, health and medical care, education, psychology, and law. Data is searchable and browsable, and there is an online tutorial that provides a quick overview on how to find, download, and analyze ICPSR data http://www.icpsr.umich.edu/icpsrweb/shared/ICPSR/help/newuser

Data from the Citizenship and Immigration Services Bureau dealing primarily with recent immigrants. For long range data consult the Census. Default format for the tables is PDF, however, many are also downloadable in Excel.

The National Bureau of Economics is a non-profit research group that promotes awareness of the economy and how it works. This link will take you directly to the data page. Be sure to browse their research papers at: http://papers.nber.org/

National Center for Science and Engineering Statistics (NCSES) is unit in the National Science Foundation that collects data on Science, Technology, and Engineering.  

The World Bank's development data, with more than 600 development indicators for 208 countries and 18 regional groups.

The mission of the World Bank's Data Group is to provide access to high quality national and international statistics, and to improve the capacity of member countries to produce and use statistical information. Users can find data for specific countries (country profiles), and for almost 300 specific indicators (such as Agriculture & Rural Development, Climate Change, and Education).

Preformatted and customizable data on all aspects of employment and work.

Tutorial http://www.bls.gov/tutorial/

Other Statistical Sources http://www.bls.gov/bls/other.htm Compiled by the BLS, these are additional statistical sources, including federal and international agencies.  Includes:

• FedStats http://www.fedstats.gov/ Note: This site has not been updated since 2007, but contains a wealth of useful information.
• Census Bureau http://www.census.gov/
• Bureau of Economic Analysis http://www.bea.gov/

Covers population social and housing characteristics, with a special focus on economic development and women.