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Go to FRASER - The Federal Reserve Archival System for Economic Research, available from the St. Louis Federal Reserve Bank.
FRASER includes:
Bank Statistics 1896-1955
Annual Statistics Digest
Banking and Monetary Statistics 1941-1970
Business Conditions Digest
Business Cyce Developments
Business Statistics (suppl. to Survey or Current Business)
Concordance Studies
Economic Indicators
Productivity and Costs
Take a look at the database Historical Statistics of the United States on the NYU databases page
It is also available online from the US Census.
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