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RJS
Robert J. Shiller's online data
NOAA
Climate Data Online (CDO) provides free access to NCDC's archive of global historical weather and climate data in addition to station history information. These data include quality controlled daily, monthly, seasonal, and ...
KLEMS
EU KLEMS project aims to create a database on measures of economic growth, productivity, employment creation, capital formation and technological change at the industry level for all European Union member states from 1970 onwards.