Eurostat Dissemination Database
"The Eurostat Dissemination Database is the official EU data portal, providing a wide range of EU-level data enabling comparisons between European countries and regions over nine primary themes".
General and regional statistics
Economy and finance
Population and social conditions
Industry, trade and services
Agriculture and fisheries
External trade
Transport
Environment and energy
Science and technology
Data is constantly updated on the Eurostat Dissemination Database site and in many cases, covers three decades of observations. (Information taken from the description in the EUI Library Economics Guide).