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bbk

bbk is minimal R client for the following APIs:

• Banco de España (BdE)
• Bank of England (BoE)
• Banque de France (BdF)
• Deutsche Bundesbank (BBk)
• European Central Bank (ECB)
• 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_, boe_, bde_, bdf_, onb_) 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

• SNBdata: R package for downloading data from the Swiss National Bank (SNB).
• bundesbank: R scripts for downloading time-series data from the Bundesbank.
• 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.
• readsdmx: R package for reading SDMX data and metadata.
• rsdmx: R package for reading SDMX data and metadata.
• tidyBdE: R package for accessing the Banco de España’s API.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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