I'm doing research in macroeconomics, using time series from a national statistics department, nevertheless I'm not sure how should I properly reference my data sources, I have seen that in most papers (peer-reviewed) authors just say in a sentence "with data from X department we calculated..." not even including the institution in the references.
What that tells me is that it's not necessary to do such thing, but I want to be as transparent as possible with the data I'm using. I could just create a new reference cite in my paper in which the author is the department of statistics, and include the exact link where I downloaded the files containing the data, however such link are not permanent and it's very likely that in coming years they'll be deprecated, in which case it becomes useless to include for future readers.
How should I proceed taking into account those facts and that I'd like to be very clear in which are the sources of my data?
Thanks.