getEER: Download effective exchange rates data frame from Bank of...

In JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics

Download effective exchange rates data frame from Bank of International Settlement

Description

It downloads effective exchange rates data frame from BIS.

Usage

getEER(Areas=c("US","JP"),Freq="Monthly", Type="Real",Basket="Broad")

Arguments

Areas	The currency country of effective exchange rates (EER) of BIS, it allows many countries. The defaults are "US" and "JP".
Freq	The type of EER, it has two types: "Daily" and "Monthly". The default is "Monthly". "Daily" works only for "Nominal" of NEER.
Type	The type of EER, it has two types: "Nominal" and "Real". The default is "Real".
Basket	The basket of EER, it has two types: "Broad" and "Narrow". The default is "Broad".

Details

This function connects with <"https://www.bis.org/statistics/eer/"> and downloads the specified data. The rownames of downloaded data embeds the timestamp already, which can be directly transformed into timeSeries via, as.timeSeries.

Value

Retrieved BIS effective exchange rates time series, without any time series format.

Author(s)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Examples

#To save time, the example below is commented.
output=getEER(Areas=c("US","JP"),Freq="Monthly", Type="Real",Basket="Broad")
head(output)

JFE documentation built on April 4, 2025, 5:19 a.m.