You will frequently see IMF data cited, but the IMF data that comes up first in Google results will not be what you want. The following four datasets are the main datasets from the IMF subscribed to by the Gould Library. Use these links (it's a good idea to bookmark them) to access IMF data.
The WEO is an example of an annual publication that is commonly cited in the literature. It is freely available online. When you see it cited, you may need to look both in the PDF of the publication and in the appendices or associated tables or databases. The advantage of cites like these is the work they have done to make data from multiple sources comparable.
You will often find references to World Bank data. Unless a specific database is named, always start with the WDI. If the data you want aren't there, explore the data collections page.