We have a new source for economic data: Economagic.com. This will give you all manner of economic data from various government sources for the United States. You will also find LIBOR data for as far back as 1987, stock prices, links to additional sources (including the Bank of Japan and the Central Bank of Europe).
While on the subject of economic statistical data, take a look at a resource we have had online for some years now. For international data you can consult the World Economic Outlook by the IMF. A recently updated link from this publication in our catalog, GOLDPAC, will give you full-text tables of international economic data in MS excel formatted files, easily downloaded to your computer.