Real Effective Exchange Rates, Daily

Data - BIS

Info

source	dataset	.html	.RData
bis	EER_D	2024-06-17	2024-05-10

Data on xrates

source	dataset	.html	.RData
bdf	EXR	2024-06-19	2024-06-18
bis	EER	2024-06-17	2024-05-10
bis	EER_D	2024-06-17	2024-05-10
bis	XRU	2024-05-10	2024-06-07
bis	XRU_D	2024-06-17	2024-05-10
ecb	EXR	2024-06-19	2024-06-15
eurostat	ert_bil_eur_d	2024-06-18	2024-06-08
eurostat	ert_h_eur_d	2024-06-18	2024-06-08
fred	xrates	2024-06-18	2024-06-07
gfd	xrates	2024-06-18	2021-01-08
oecd	REFSERIES_MSIT	2024-06-18	2024-04-30
oecd	SNA_TABLE4	2024-06-18	2024-04-30
wdi	PA.NUS.FCRF	2024-06-19	2024-04-30

LAST_COMPILE

LAST_COMPILE
2024-06-20

Last

date	Nobs
2024-01-29	90

iso3c, iso2c, Reference area

EER_D %>%
  arrange(iso3c, date) %>%
  group_by(iso3c, iso2c, `Reference area`) %>%
  summarise(Nobs = n(),
            start = first(date),
            end = last(date)) %>%
  arrange(-Nobs) %>%
  mutate(Flag = gsub(" ", "-", str_to_lower(`Reference area`)),
         Flag = paste0('<img src="../../icon/flag/vsmall/', Flag, '.png" alt="Flag">')) %>%
  select(Flag, everything()) %>%
  {if (is_html_output()) datatable(., filter = 'top', rownames = F, escape = F) else .}

EER_TYPE

EER_D %>%
  group_by(EER_TYPE, Type) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) print_table(.) else .}

EER_TYPE	Type	Nobs
N	Nominal	737738

EER_BASKET

EER_D %>%
  group_by(EER_BASKET, Basket) %>%
  summarise(Nobs = n()) %>%
  arrange(-Nobs) %>%
  {if (is_html_output()) datatable(., filter = 'top', rownames = F) else .}

Real Exchange rates (Germany, France, United States)

EER_D %>%
  filter(iso3c %in% c("DEU", "FRA", "ITA", "ESP"),
         EER_BASKET == "N",
         EER_TYPE == "N") %>%
  ggplot(.) + 
  geom_line(aes(x = date, y = value, color = iso3c, linetype = iso3c)) + 
  theme_minimal() + xlab("") + ylab("Exchange Rate ($1 = ? National Currency)") +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 200, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  scale_color_manual(values = viridis(5)[1:4]) +
  theme(legend.position = c(0.7, 0.90),
        legend.title = element_blank(),
        legend.direction = "horizontal")

Exchange Rates

United States

EER_D %>%
  filter(iso3c %in% c("USA")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("Exchange Rate ($? = National Currency)") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.7, 0.90),
        legend.title = element_blank())

Japan

EER_D %>%
  filter(iso3c %in% c("JPN")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.7, 0.25),
        legend.title = element_blank())

Europe

EER_D %>%
  filter(iso2c %in% c("XM")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.2, 0.15),
        legend.title = element_blank())

China

EER_D %>%
  filter(iso3c %in% c("CHN")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 2) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.2, 0.9),
        legend.title = element_blank())

Denmark

EER_D %>%
  filter(iso3c %in% c("DNK")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

Switzerland

EER_D %>%
  filter(iso3c %in% c("CHE")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

Germany

EER_D %>%
  filter(iso3c %in% c("DEU")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

France

EER_D %>%
  filter(iso3c %in% c("FRA")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + 
  geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

Italy

EER_D %>%
  filter(iso3c %in% c("ITA")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + 
  geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.8),
        legend.title = element_blank())

United Kingdom

EER_D %>%
  filter(iso3c %in% c("GBR")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + 
  geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.8),
        legend.title = element_blank())

Canada

EER_D %>%
  filter(iso3c %in% c("CAN")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + 
  geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.2, 0.2),
        legend.title = element_blank())

Sweden

EER_D %>%
  filter(iso3c %in% c("SWE")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + 
  geom_line(aes(x = date, y = value, color = variable)) + 
  theme_minimal() + xlab("") + ylab("") +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1940, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.2, 0.2),
        legend.title = element_blank())

1997 Asian Financial Crisis

Philippines, Singapore, Indonesia

EER_D %>%
  filter(iso3c %in% c("IDN", "SGP", "PHL"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  group_by(iso3c) %>%
  mutate(value = 100*value / value[date == as.Date("1997-01-03")]) %>%
  ggplot(.) + geom_line() + theme_minimal() +
  aes(x = date, y = value, color = `Reference area`, linetype = `Reference area`) + 
  xlab("") + ylab("") +
  scale_color_manual(values = viridis(4)[1:3]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(50, 1000, 50),
                labels = dollar_format(a = 1, p = "")) +
  theme(legend.position = c(0.2, 0.80),
        legend.title = element_blank())

Thailand, Malaysia, South Korea

EER_D %>%
  filter(iso3c %in% c("THA", "MYS", "KOR"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  group_by(iso3c) %>%
  mutate(value = 100*value / value[date == as.Date("1997-01-03")]) %>%
  ggplot(.) + geom_line() + theme_minimal() +
  aes(x = date, y = value, color = `Reference area`, linetype = `Reference area`) + 
  xlab("") + ylab("") +
  scale_color_manual(values = viridis(4)[1:3]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(10, 300, 10),
                labels = dollar_format(a = 1, p = "")) +
  theme(legend.position = c(0.2, 0.80),
        legend.title = element_blank())

Thailand Baht

EER_D %>%
  filter(iso3c %in% c("THA"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
 xlab("") + ylab("") + theme_minimal() +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

Malaysia Ringgit

EER_D %>%
  filter(iso3c %in% c("MYS"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
 xlab("") + ylab("") + theme_minimal() +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

South Korea Won

EER_D %>%
  filter(iso3c %in% c("KOR"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
 xlab("") + ylab("") + theme_minimal() +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

Philippine peso

EER_D %>%
  filter(iso3c %in% c("PHL"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
 xlab("") + ylab("") + theme_minimal() +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.2),
        legend.title = element_blank())

Singapore Dollar

EER_D %>%
  filter(iso3c %in% c("SGP"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
 xlab("") + ylab("") + theme_minimal() +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 2),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.2, 0.8),
        legend.title = element_blank())

Indonesia peso

EER_D %>%
  filter(iso3c %in% c("IDN"),
         date >= as.Date("1992-01-01"),
         date <= as.Date("2002-12-31")) %>%
  mutate(variable = paste0(Type, ", ", Basket)) %>%
  ggplot(.) + geom_line(aes(x = date, y = value, color = variable)) + 
 xlab("") + ylab("") + theme_minimal() +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1800, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%Y")) +
  scale_y_log10(breaks = seq(0, 600, 10),
                labels = dollar_format(accuracy = 1, prefix = "")) +
  theme(legend.position = c(0.8, 0.8),
        legend.title = element_blank())