Japan - japan

Data - Fred

Author

François Geerolf

Info

LAST_DOWNLOAD

LAST_DOWNLOAD
2024-12-29

LAST_COMPILE

LAST_COMPILE
2024-12-29

Last

date Nobs
2024-12-27 1

variable

variable Variable Nobs
NIKKEI225 Nikkei Stock Average, Nikkei 225 19730
JPINTDDMEJPY Japan Intervention: Japanese Bank purchases of DM/Euro against JPY 12237
JPINTDEXR Japan Intervention: Japanese Bank purchases of USD against DM 12237
JPINTDUSDJPY Japan Intervention: Japanese Bank purchases of USD against JPY 12237
JPINTDUSDRP Japan Intervention: Japanese Bank purchases of USD against Rupiah 12237
IRSTCB01JPM156N Interest Rates: Immediate Rates (< 24 Hours): Central Bank Rates: Total for Japan 828
INTGSTJPM193N Interest Rates, Government Securities, Treasury Bills for Japan 747

Japan

Foreign Exchange interventions

Code 
japan %>%
  filter(variable %in% c("JPINTDUSDJPY", "JPINTDEXR", "JPINTDDMEJPY", "JPINTDUSDRP"),
         date >= as.Date("1980-01-01")) %>%
  left_join(variable, by = "variable") %>%
  ggplot(.) + ylab("Foreign Exchange Interventions") + xlab("") + theme_minimal() + 
  geom_line(aes(x = date, y = value/1000, color = Variable, linetype = Variable)) +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = seq(1980, 2020, 5) %>% paste0(., "-01-01") %>% as.Date(),
               labels = date_format("%y")) +
  scale_y_continuous(breaks = seq(-200, 200, 10),
               labels = dollar_format(su = "", p = "")) +
  theme(legend.position = c(0.45, 0.85),
        legend.title = element_blank())

Interest Rates

Code 
japan %>%
  filter(variable %in% c("INTGSTJPM193N", "IRSTCB01JPM156N"),
         date >= as.Date("1980-01-01")) %>%
  left_join(variable, by = "variable") %>%
  filter(date >= as.Date("1980-01-01")) %>%
  ggplot(.) + ylab("Interest Rate (%)") + xlab("") + theme_minimal() + 
  geom_line(aes(x = date, y = value / 100, color = Variable, linetype = Variable)) +
  scale_color_manual(values = viridis(5)[1:4]) +
  scale_x_date(breaks = as.Date(paste0(seq(1980, 2020, 5), "-01-01")),
               labels = date_format("%y"),) +
  geom_rect(data = nber_recessions %>%
              filter(Peak > as.Date("1980-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  theme(legend.position = c(0.65, 0.85),
        legend.title = element_blank()) +
  scale_y_continuous(breaks = 0.01*seq(-1, 30, 1),
                     labels = scales::percent_format(accuracy = 1))

Stock Market

1980-2020

Code 
japan %>%
  filter(variable %in% c("NIKKEI225"),
         date >= as.Date("1980-01-01")) %>%
  ggplot(.) + geom_line(aes(x = date, y = value)) +
  labs(x = "Observation Date", y = "Rate") +
  theme_minimal() +
  theme(legend.title = element_blank(),
        legend.position = c(0.4, 0.8)) +
  scale_x_date(breaks = seq(1950, 2020, 5) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%y")) + 
  scale_y_log10(breaks = seq(0, 40000, 5000),
                     labels = comma) +
  xlab("") + ylab("NIKKEI Stock Index")

1980-1995

Code 
japan %>%
  filter(variable %in% c("NIKKEI225"),
         date >= as.Date("1980-01-01"),
         date <= as.Date("1995-01-01")) %>%
  ggplot(.) + geom_line(aes(x = date, y = value)) +
  labs(x = "Observation Date", y = "Rate") +
  theme_minimal() +
  theme(legend.title = element_blank(),
        legend.position = c(0.4, 0.8)) +
  scale_x_date(breaks = seq(1950, 2020, 1) %>% paste0("-01-01") %>% as.Date,
               labels = date_format("%y")) + 
  scale_y_log10(breaks = seq(0, 40000, 5000),
                     labels = comma) +
  xlab("") + ylab("NIKKEI Stock Index")