Monetary Dashboard (simple version)
A. Monetary aggregates
Broad money: M4ex SA is B56Q
Household Divisia: VTSU
B. Inflation
C. Output
Real GDP (on previous quarter): IHYQ; (on same quarter of previous year): IHYR
Nominal GDP (on same quarter of previous year): IHYO
The Output gap: via OBR
D. Labour market
Unemployment: LMS
Average weekly earnings: EARNO1 (I use 1. AWE Total Pay > Whole Economy, 3 month average (KAC3))
A good overview of key data can be found on the Bank of England homepage. The main page of the ONS website has a good snapshot, and they also has a useful dashboard.
The CFM surveys collates the views of prominent economists on macroeconomic and public policy issues.
Also see our Taylor rule calculator and the OECD natural rate of unemployment estimates.
Monetary Dashboard (full version)
You can download the full template here.
A. Monetary aggregates: Bankstats
M1, M2 and M3: A2.3 "M3 (estimate of EMU aggregate for the UK)"
M3 SA is VWYQ
Broad money: A2.2.3 "Monthly M4 and M4 lending excluding intermediate OFCs"
B. Inflation
CPI: "Time Series"
RPI: "Time Series"
See Table 2 for RPI and RPIJ (see this article for an explanation of RPIJ)
See here for background notes
PPI: "Producer Price Indices"
For data click on statistical bulletin and then "data in this release" (top right). Download PPI Reference Tables and see Table 1 for output prices and Table 2 for input prices.
For the US economy the Atlanta Fed has an excellent dashboard here.
C. Inflation expectations
D. House prices
Mortgage Lending: Look at Statistical Releases for "Mortgage Lenders and Administrators statistics", then Table C
E. Stock market: Yahoo! Finance
F. Nominal GDP:
See our "Guide to using the UK National Accounts"
QonpQ
RGDP (IHYQ) + GDP deflator (IHYT) = NGDP (IHYN)
QonQofPY
RGDP (IHYR) + GDP deflator (IHYU) = NGDP (IHYO)
Annual
RGDP (IHYP) + GDP deflator (IHYS) = NGDP (IHYM)
See NGDP
G. Output
Verify with The Economist
See our "Guide to using the UK National Accounts"
Table F
Also see "Private Investment"
H. Labour Market
See "Key figures" on the right hand side of http://www.ons.gov.uk/ons/index.html
Average weekly earnings (see here)
On the ONS site look at the unemployment rate (key figures) > UK Labour Market Statistical Bulletin > See "Data in this release" (top right) > Download EARN01
J. Commodity prices
K. Yields: Bankstats
UK 5yr, 10yr and 20yr gilts: Table G1.2
L. Current account
ONS Balance of Payments:
M. Effective exchange rates:
Bank of England effective exchange indice: Table G1.2
BIS effective exchange rate index (see Table I1 in Statistical Bulletin)
N. Interest rates: Bankstats
Bank Rate: Bank of England front page and Decisions
5yr 75% LTV, SVR, 2yr bond: Table G1.3
O. Neutral interest rate: Neutral estimate via Kaleidic Economics
Experimental UK data dashboard looks like an excellent resource to utilise. Also see this BBC News economy tracker. Pantheon Macro produced a nice Heatmap: