Real Effective Exchange Rates, Daily

Data - BIS

Author

François Geerolf

Info

source dataset .html .RData
bis EER_D 2024-11-18 2024-05-10

Data on xrates

source dataset .html .RData
bdf EXR 2024-07-26 2024-06-18
bis EER 2024-11-18 2024-11-18
bis EER_D 2024-11-18 2024-05-10
bis XRU 2024-11-18 2024-11-18
bis XRU_D 2024-11-18 2024-11-18
ecb EXR 2024-11-18 2024-11-18
eurostat ert_bil_eur_d 2024-11-18 2024-11-18
eurostat ert_h_eur_d 2024-11-18 2024-11-18
fred xrates 2024-11-18 2024-11-18
gfd xrates 2024-06-20 2021-01-08
oecd REFSERIES_MSIT 2024-09-15 2024-11-18
oecd SNA_TABLE4 2024-09-15 2024-11-18
wdi PA.NUS.FCRF 2024-11-18 2024-11-18

LAST_COMPILE

LAST_COMPILE
2024-11-18

Last

date Nobs
2024-01-29 90

iso3c, iso2c, Reference area

Code 
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

Code 
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

Code 
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)

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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

Code 
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())