Or more precisely, this is the link to the install file and instruction to the Excel Add-in for FRED Economic Data from St. Louis Federal Reserve Bank.
http://research.stlouisfed.org/fred-addin/install_windows.html
The link is to the Windows install page. There is also a Mac OS version. I like the ability to search for data series by keyword – although sometimes the returned results isn’t very clear on the frequency of the data unless you know the data series mnemonics well.
In addition to US data, the FRED database has macro variables for a few other counties as well. For example:
Update (20120326): As suggested in the comments – I fell for the old scroll-the-dialog-box-to-the-right trick.
