I think Stephen Gordon's Project Link and its piecing together of fragments of Statistics Canada data is a solid step in the right direction. If our national statistical agency is not going to provide long-term consistent data series, then I suppose its up to the researchers to lead the way. Another case in point is the recent public release of a no-cost open access macro-financial data set by Òscar Jordà (Federal Reserve Bank of San Francisco, UC Davis), Moritz Schularick (University of Bonn, CEPR) and Alan M. Taylor (UC Davis, NBER, CEPR).
The Jordà-Schularick-Taylor Macrohistory Database covers 17 advanced economies for the period 1870 to 2014 on an annual basis. The countries covered include: Australia, Belgium, Denmark, Finland, France, Germany, Italy, Japan, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, United Kingdom, the United States and yes, Canada. It comprises 25 real and nominal variables. Along with stalwarts such as CPI, real per capita GDP, imports and exports, there are time series that had been hitherto unavailable to researchers, among them financial variables such as bank credit to the non-financial private sector, mortgage lending and long-term house prices. The database captures on average over 90 percent of advanced-economy output and over 50 percent of world output.
Another step in the right direction.