In most government and business organizations alike, statistical data provides the foundation for strategic planning and for the management of operations. In this context, the use of increasingly abundant statistical data available on the web creates new opportunities for interesting applications and facilitates more informed decision-making. For the majority of end users, however, viable means to explore statistical data sets available on the web are still scarce. Gathering and relating statistical data from multiple sources is hence typically a tedious manual process that requires significant technical expertise. Data that is being published with associated semantics, using standards such as the W3C RDF Data Cube Vocabulary, lays the foundation to overcome such limitations. In this paper, we develop a semantic metadata repository that describes each statistical data set and develop mechanisms for the interconnection of data sets based on their metadata. Finally, we support users in exploring data sets through interactive mashups that facilitate data integration, comparisons, and visualization.