Internet addresses of interest:

Software

• http://gretl.sourceforge.net. Gretl: Open source econometric package, User manual and Data.

Institutions

• http://ec.europa.eu/eurostat. EUROSTAT
• http://www.oecd.org. OECD
• http://www.imf.org. International Monetary Fund.
• http://www.worldbank.org. World Bank.
• http://www.ine.es. INE
• http://www.bde.es. Bank of Spain.
• http://www.bolsamadrid.es. Madrid Stock Market

Data

• http://www.nber.org/data_index.html National Bureau of Economics Research (NBER)
• http://fisher.osu.edu/fin/osudown.htm The Financial Data Finder: Department Of Finance Ohio State University
• http://econ.queensu.ca/jae/ Journal of Applied Econometrics Data Archive
• http://www.psidonline.isr.umich.edu/data/ Panel Study of Income Dynamics: Institute for Social Research, University of Michigan
• http://www.census.gov/ U.S. Census Bureau
• http://www.statistics.gov.uk/ U.K. Office for National Statistics
• http://www.estadief.minhac.es/ Información económica sector público español.

Econometric journals (English)

• Computational Economics
• Econometrica
• Econometric Reviews
• Econometric Theory
• Empirical Economics Journal
• International Journal of Forecasting
• Journal of Applied Econometrics
• Journal of Business and Economic Statistics
• Journal of Econometrics
• Journal of Economic Dynamics and Control
• Journal of Forecasting
• Oxford Bulletin of Economics and Statistics
• Review of Economics and Statistics
• Review of Economic Studies
• Studies in Nonlinear Dynamics and Econometrics
• And many many more? browse your local university library online journals.

Econometric journals (Spanish)

• Revista de Economía Aplicada
• Revista de Estudios Regionales
• Investigaciones Económicas
• Ekonomiaz
• Same comment as above applies?