One of the problem that our students here at Umeå face during their master thesis is finding relevant data. Hence here is a list of possible data sources collected with the help of my colleagues. I will try to keep this up-to-date.
Micro data
Eurostat microdata for research
Panel data research center at Keiko University
The Panel Study of Income Dynamics (PSID)
China Family Panel Study (CFPS)
International Household Survey Network
Consumer Expenditure Surveys (CE)
Macro data
The UK Monetary Policy Event‑Study Database
Datastream (training at https://www.refinitiv.com/en/learning-centre/learning-catalogue?q=datastream&page=1)
https://www.kaggle.com/datasets
https://monitoringthefuture.org/
https://www.acha.org/NCHA/NCHA_Home
https://www.cdc.gov/healthyyouth/data/yrbs/index.htm
https://www.cdc.gov/nchs/nhis/index.htm
Penn World Table: https://pwt-data-tool.streamlit.app/
https://r2rsquaredlse.github.io/web-historicalexpectations/ Dataset on Measures of US Expected Inflation before 1978