The NATIONAL ASSOCIATION OF REALTORS® Existing-Home Sales Series is the premier measurement of the residential real estate market. On or about the 25th of each month, NAR releases statistics on sales and prices of existing single-family homes for the nation and the four regions. These figures include condos and co-ops, in addition to single-family homes. Updated each month, these reports are available free of charge in two formats — PDF for easy viewing and printing and Excel for database work.
From the U.S. Census Bureau, The Statistical Abstract of the United States is the authoritative and comprehensive summary of statistics on the social, political, and economic organization of the United States.
Use the Statistical Abstract to locate current and past construction and housing data (Section 20 of the current Statistical Abstract).
The Economics and Statistics Administration provides high-quality economic analysis and fosters the missions of the U.S. Census Bureau and the Bureau of Economic Analysis.
The U.S. Census Bureau publishes monthly Economic Indicators data related to housing.
S&P/Case-Shiller Home Price Indices
Data includes current and historical (prior three years) home price values, sale pair counts, U.S. national values, tiered price indices, condominium values, and key housing indicators.
"The S&P/Case-Shiller Home Price Indices measures the residential housing market, tracking changes in the value of the residential real estate market in 20 metropolitan regions [including Boston] across the United States. These indices use the repeat sales pricing technique to measure housing markets.
The[se] Indices are calculated monthly and published with a two month lag. New index levels are released at 9am Eastern Standard Time on the last Tuesday of every month.
In addition, the S&P/Case-Shiller U.S. National Home Price Index is a broader composite of single-family home price indices for the nine U.S. Census divisions and is calculated quarterly." (selected description from site)
Historical Case-Shiller National Home Price Indices (broken down by year and city) are available here from the Federal Reserve Bank of St. Louis Economic Research. The site also provides additional historical data for the Household Sector including Housing Units Authorized by Building Permits, Housing Units Authorized, But Not Yet Started, Housing Starts, Housing Units Under Construction, and Housing Units Completed.