Collins Dictionary of Business defines a Central Bank as “a country's leading bank generally responsible for overseeing the banking system, acting as a ‘clearing’ banker for the commercial banks and for implementing monetary policy”. In addition, many central banks are responsible for handling the government's budgetary accounts and for managing the country's external monetary affairs, in particular the exchange rate.

Central bank websites provide access to data related to their country’s currency, rate of exchange, price data, discount rates, and balances of payment. (Please note that there is no standardization of what is reported directly by central banks).

Examples of central banks include the United States Federal Reserve, Germany's Deutsche Bundesbank, France's Banque de France and the European Union's European Central Bank.

Many countries also release economics statistics through a central agency. For example, the Japan Ministry of Internal Affairs and Communications provides a comprehensive selection of time series, including CPI. Russia does the same through their Federal State Statistics Service

Often it is difficult to identify the names of agencies and their URL’s. The best way to search for them is to type the name of the statistic you are looking for, as well as the country code in the source parameter in Google.  For example, entering CONSUMER PRICE INDEX: .AU returns the Australian Bureau of Statistics in search results. A list of country codes can be found in Wikipedia.