Economics Research often requires data, which sometimes is found using a library database which are detailed in other tabs in this guide. Other times, data will be collected by governments, agencies, institutions, or groups and delivered on those specific websites. Below are the most commonly used data sources.
CPI is only reported by BLS at regional and metropolitan levels. For state by state, what you can use is personal consumption expenditures, which are reported by the Bureau of Economic Analysis (here is their interactive data app, PCE is near the bottom of the list).
Median gross rent as detailed as block group under the Housing Characteristics dataset (search for DP04 on the website).