getEER {JFE} | R Documentation |
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 <tsungwu@ntnu.edu.tw>, 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)