For most economic indicators, the country's government websites are the primary source for data. In the U.S. the Bureau of Labor Statistics releases inflation measures such as the Consumer Price Index (CPI), Producer Price Index (PPI), and Productivity and Costs. Other government sites like The Census and The Economics & Statistics Administration (U.S. Department of Commerce) has data on selected economic indicators such as retail and home sales, manufacturing and service sectors, and international trade.
The Conference Board has data such as Consumer Confidence Survey and Composite Indexes of Leading, Coincident and Lagging Indicators. ISM provides Semiannual Economic Forecast using the CPI, PPI, and productivity data.