There are two main train services: Metro-North, which runs every hour (but only from NYC's Grand Central Terminal) and Amtrak, which runs less often (but will get your here from both NYC, Philadelphia, Baltimore, and Washington D.C.) Upon arriving in New Haven's Union Station, please take one of the many cabs normally available outside (otherwise try calling 777-7777) to 28 Hillhouse Avenue. Depending on traffic, it is about a 5-10 minute drive and costs about $6. For first-time visitors, walking from the train station to the department is NOT recommended, since the area around the train station is unsafe, and you do not want to get lost.
From I-95 N, take Exit 48 to I-91 (it begins there). Then take Exit 3 (Trumbull Street). When you get off the ramp, you are ON Trumbull Street. Stay on Trumbull for about two blocks till you come to the intersection with Hillhouse Avenue (after two traffic lights, there should be a blinking yellow traffic signal). The Economics Department is the red brick building at the corner of Hillhouse and Trumbull. Good luck finding parking.
The directions above should be sufficient, but just in case, click HERE to see a map of the area around the Economics Department.