JFE (version 2.5.9)

getEER: 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")

Value

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

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".

Author

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

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.

Examples

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