bbk

bbk is minimal R client for the following APIs:

• Banco de España (BdE)
• Banco de Portugal (BdP)
• Bank for International Settlements (BIS)
• Bank of Canada (BoC)
• Bank of England (BoE)
• Bank of Japan (BoJ)
• Banque de France (BdF)
• Czech National Bank (CNB)
• Deutsche Bundesbank (BBk)
• European Central Bank (ECB)
• National Bank of Poland (NBP)
• Norges Bank (NoB)
• Sveriges Riksbank (SRb)
• Swiss National Bank (SNB)
• Österreichische Nationalbank (OeNB)

In the future, it may be extended to other central banks and financial institutions. Feel free to open an issue if you have a specific request.

Installation

You can install the released version of bbk from CRAN with:

install.packages("bbk")

And the development version from GitHub with:

# install.packages("pak")
pak::pak("m-muecke/bbk")

Usage

bbk functions are prefixed according to the central bank they access (bbk_, ecb_, snb_, bdp_, bis_, boe_, boj_, bde_, bdf_, cnb_, nbp_, onb_, boc_, nob_, srb_) and follow the naming conventions of their respective APIs.

The typical workflow involves:

1. Finding the time series identifier on the relevant central bank’s website
2. Using the appropriate bbk function to retrieve the data

library(bbk)

# Deutsche Bundesbank - fetch 10 year daily yield curve
yield_curve = bbk_data(
  flow = "BBSIS",
  key = "D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
  start_period = "2020-01-01"
)

Related work

• BIS: R package for downloading data from the Bank for International Settlements (BIS).
• BISdata: R package for downloading data from the Bank for International Settlements (BIS).
• boe: R package for downloading data from the Bank of England (BoE).
• BOJ: R package for downloading data from the Bank of Japan (BoJ).
• SNBdata: R package for downloading data from the Swiss National Bank (SNB).
• bundesbank: R scripts for downloading time-series data from the Bundesbank.
• czechrates: R package for Czech National Bank (CNB) foreign exchange and interest rates.
• ecb: R interface to the European Central Bank’s Statistical Data Warehouse (SDW) API.
• oenb: R package for accessing the OeNB’s API.
• pdfetch: R package for downloading economic and financial time series from public sources.
• rnbp: R package for accessing the National Bank of Poland (NBP) API.
• readsdmx: R package for reading SDMX data and metadata.
• rsdmx: R package for reading SDMX data and metadata.
• rwebstat: R package for accessing the Banque de France’s Webstat API.
• tidyBdE: R package for accessing the Banco de España’s API.
• valet: R client to the Bank of Canada Valet API.