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The University of Wisconsin - Madison PhD in Real Estate
John Cochrane's Writing Tips for Ph.D. Students
BLS - data on consumer prices and labor
BEA - National Income and Product Accounts
FRED (Federal Reserve Economic Data)
S&P/Case-Shiller Home Price Indices
Moody's/REAL Commercial Property Price Indices
Zillow Research
The Market Maker in S&P Case Shiller Home Price Futures
Yahoo Finance
Amazing as it might seem if you are an Econ PhD student, it's still a great deal. It's probably even more true if you are getting a finance PhD