Macroeconomics
Economic Statistics Briefing Room (ESBR) (From White House)
Bureau of Economic Analysis (BEA)
Bureau of Labor Statistics (BLS)
Financial Economics (Financial Markets)
Center for Research in Security Prices (CRSP) (Data from Chicago Booth)
OSU Virtual Finance Library (Online Library at Fisher School of Business)
TickPlus Data (High Frequency Data)
Econometrics
Econometrics Toolbox: by James P. LeSage (Econometrics Toolbox for MATLAB)
Econometriclinks.com (A comprehensive online resources for econometricians)
Econometricsbooks.com (Best econometrics textbooks: concise reviews and other resources)
International Finance
Global-derivatives.com (News, papers, books, forum, code and more)
Other Online Resources
Resources for Economists (A List of Online Resources for Economists)
Greg Mankiw's Economics Blog (Professor of Economics at Harvard)
EconPhD (Admissions, Rankings, Graduate Textbooks, Lecture Notes)