bbk is minimal R client for the following APIs:
- Deutsche Bundesbank (BBK)
- European Central Bank (ECB)
- Swiss National Bank (SNB)
- Bank of England (BoE)
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_
) and follow the naming conventions of their respective APIs.
The typical workflow involves:
- Finding the time series identifier on the relevant central bank’s website
- 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.
- 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.