Board (Leading Indicators and Consumer Confidence Index) http://www.conference-board.org/
The Conference Board has a contract with the U.S. Commerce Department
to compile and publish the Index of Leading Economic Indicators.
Dismal Scientist http://www.dismal.com/
site offers economic data and analysis geared towards small business
owners and students -- in other words, people who want to use
economics but aren't economists themselves. A very rich site.
National Association of Business Economists http://www.nabe.com/publib/fed.html
good place to start when collecting data and analysis from the
Federal Reserve Banks. Complete text of speeches and testimony
from officials of the Federal Reserve System.
New York Times on the Web http://www.nytimes.com/
The New York
Times' Business page often contains commentaries and forecasts
for bond yields.