BOJ

In BOJ: Interface to Bank of Japan Statistics

The BOJ package provides an R interface to Bank of Japan statistics, specifically the flat files available on the BOJ Time-Series Data portal.

Installing the package

You can install the package from CRAN or GitHub.

library(devtools)
install_github("stefanangrick/BOJ")  # GitHub
install.packages("BOJ")              # CRAN

Example usage

To start using the package, load it into your R session.

library("BOJ")

Next, retrieve a list of available data sets using the get_boj_datasets() function.

ds <- get_boj_datasets()
head(ds)

The get_boj_datasets() function returns a tibble data frame listing available data sets. Use the url column as input for the get_boj() function to download, parse, and import the corresponding data set.

For example, to import monthly-frequency data on Japan's Services Producer Price Index, use the following code:

sppi <- get_boj(ds$url[(ds$name == "sppi_m_en")])
head(sppi)

To plot the data with ggplot2, run the following:

library("dplyr")
library("ggplot2")
library("zoo")

sppi_plot <- subset(sppi, code %in% c("PRCS20_5200000000", "PRCS20_5200010001",
                                      "PRCS20_5200010002", "PRCS20_5200010003",
                                      "PRCS20_5200010004", "PRCS20_5200010005",
                                      "PRCS20_5200010006", "PRCS20_5200010007"))
sppi_plot <- mutate(sppi_plot, date = as.Date(as.yearmon(date, format = "%Y%m")))
sppi_plot <- mutate(sppi_plot, struc = gsub("^Major group/ ", "", struc))
sppi_plot <- subset(sppi_plot, !is.na(obs_value))

ggplot(sppi_plot, aes(x = date, y = obs_value)) +
  geom_line(aes(colour = struc)) +
  labs(title = "Services Producer Price Index", x = "Date", y = "Index") +
  theme(legend.title = element_blank())

Note that BOJ data sets use various time formats. The zoo package (e.g., as.yearmon()) can handle most of these formats.

Retrieving individual data series

To retrieve individual data series instead of full data sets, consider using the BOJfame package.

Note

This package is neither officially related to nor endorsed by the Bank of Japan. Please avoid overloading the BOJ servers with unnecessary requests.

BOJ documentation built on April 12, 2025, 9:15 a.m.