The standard source for the quantitative facts of American history, covering population; work and welfare; economic structure and performance; economic sectors; and governance and international relations.
International Historical Statistics is a collection of statistical data from around the world, covering a wide range of socio-economic topics. The collection includes data on the Americas and Europe, but also hard to find data on Africa, Asia, and Oceania.
The Federal Reserve has done this survey since 1962, and it is the go-to source for understanding household finances. The Working Papers section is also useful for finding secondary research that uses the statistics.
The Census site contains a wealth of information collected, including published reports, working papers, and raw data. It provides access to the Statistical Abstracts of the United States from 1899 onward. The U.S. Census Bureau terminated the collection of data for the Statistical Compendia program effective October 1, 2011.
