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Executive orders are directives issued by the president to agencies or other government officials. Presidential proclamations are policy statements issued by the president to the public. Although proclamations are often ceremonial, they can have legal effect (especially when regarding national emergencies, foreign policy, and federal land management). The official publication of both these document types is the Federal Register.
To learn more about executive orders, proclamations, and other presidential directives that carry the force of law, read this brief introduction to presidential directives from the Congressional Research Service.
To track recent executive orders, visit whitehouse.gov's Presidential Actions page or view the most recent issues of the Federal Register.
Many presidential documents not published in the Federal Register (including signing statements, press releases, speeches, and more) are published in these official compilations:
HeinOnline's U.S. Presidential Library includes both of these compilations and more. It is a particularly useful resource for finding historical documents.