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bbk

bbk is minimal R client for the following APIs:

• Bancode España (BdE)
• Bankof Canada (BoC)
• Bank ofEngland (BoE)
• Banquede France (BdF)
• DeutscheBundesbank (BBk)
• EuropeanCentral Bank (ECB)
• Swiss National Bank (SNB)
• ÖsterreichischeNationalbank (OeNB)

In the future, it may be extended to other central banks andfinancial institutions. Feel free to open an issue if you have aspecific request.

Installation

You can install the released version of bbk fromCRAN with:

install.packages("bbk")

And the development version fromGitHub with:

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

Usage

bbk functions are prefixed according to the central bank they access(bbk_,ecb_,snb_,boe_,bde_,bdf_,onb_,boc_) and follow the naming conventionsof their respective APIs.

The typical workflow involves:

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

library(bbk)# Deutsche Bundesbank - fetch 10 year daily yield curveyield_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

• SNBdata: Rpackage for downloading data from the Swiss National Bank (SNB).
• bundesbank: Rscripts for downloading time-series data from the Bundesbank.
• ecb: R interface tothe European Central Bank’s Statistical Data Warehouse (SDW) API.
• oenb: R package foraccessing the OeNB’s API.
• pdfetch: R packagefor downloading economic and financial time series from publicsources.
• readsdmx: Rpackage for reading SDMX data and metadata.
• rsdmx: R package forreading SDMX data and metadata.
• tidyBdE: Rpackage for accessing the Banco de España’s API.
• valet: R clientto the Bank of Canada Valet API.