Our databases and econometric forecasts are handled with EViews, meaning that we actually use EViews before and after running our CGE model in GAMS, and thereby transfer data from .wf1 to .xls and then to .gdx and vice versa (and unfortunately writing big datasets in an Excel file is very slow in GAMS).
Some useful EViews features would be to
1. read .gdx files (a binary file format) and save results in an EViews workfile;
2. write .gdx files from an EViews workfile or database;
3. execute GAMS programs from within EViews.
Some tools exist for Matlab, R or Troll users, but I'm sure you can make better than all of them!
(https://www.gams.com/help/index.jsp?top ... index.html)