Exchange Rates

Data - Fred

Info

source dataset .html .RData
fred xrates 2024-11-18 2024-11-21

Data on xrates

source dataset .html .RData
bdf EXR 2024-07-26 2024-11-21
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 2024-11-21
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
2024-11-21

Last

date Nobs
2024-11-15 3

variable

variable Variable Nobs
DEXJPUS Japanese Yen to U.S. Dollar Spot Exchange Rate 14055
DEXUSUK U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate 14055
DEXUSEU U.S. Dollars to Euro Spot Exchange Rate 6750
CCUSSP01DEM650N Currency Conversions: US Dollar Exchange Rate: Spot, End of Period: USD: National Currency for Germany 768

U.S. - Euro (Daily)

Daily

All

Code
xrates %>%
  filter(variable == "DEXUSEU") %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("1999-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0.8, 3, 0.2),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "5 years"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  geom_vline(xintercept = as.Date("1971-08-15"), linetype = "dashed", color = viridis(3)[2]) + 
  xlab("") + ylab("1 € in $")

2010-

Code
xrates %>%
  filter(variable == "DEXUSEU",
         date >= as.Date("2010-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("2010-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0.8, 3, 0.1),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "2 years"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  geom_vline(xintercept = as.Date("1971-08-15"), linetype = "dashed", color = viridis(3)[2]) + 
  xlab("") + ylab("1 € in $")

2015-

Code
xrates %>%
  filter(variable == "DEXUSEU",
         date >= as.Date("2015-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("2015-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0.8, 3, 0.02),
                     labels = scales::dollar_format(accuracy = 0.01)) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "1 year"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  geom_vline(xintercept = as.Date("1971-08-15"), linetype = "dashed", color = viridis(3)[2]) + 
  xlab("") + ylab("1 € in $")

Monthly

All

Code
xrates %>%
  filter(variable == "CCUSSP01DEM650N") %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("1971-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0, 3, 0.1),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = c(nber_recessions$Peak, as.Date("2019-01-01")),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  xlab("") + ylab("1 € or 1.95 DEM in $")

1953-

Code
xrates %>%
  filter(variable == "CCUSSP01DEM650N",
         date >= as.Date("1953-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("1971-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0, 3, 0.1),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = c(nber_recessions$Peak, as.Date("2019-01-01")),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  xlab("") + ylab("1 € or 1.95 DEM in $")

2000-

Code
xrates %>%
  filter(variable == "CCUSSP01DEM650N",
         date >= as.Date("2000-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("2000-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0, 3, 0.1),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = seq.Date(ymd("1996-01-01"), ymd("2100-01-01"), "2 years"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  xlab("") + ylab("1 € or 1.95 DEM in $")

Japanese Yen to U.S. Dollar Spot Exchange Rate - DEXJPUS

All

Code
xrates %>%
  filter(variable == "DEXJPUS") %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("1971-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_reverse(breaks = seq(50, 1000, 50),
                     labels = scales::dollar_format(accuracy = 1, su = "¥", pre = "")) + 
  scale_x_date(breaks = c(nber_recessions$Peak, as.Date("2019-01-01")),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  xlab("") + ylab("$1 in ¥")

2000-

Code
xrates %>%
  filter(variable == "DEXJPUS",
         date >= as.Date("2000-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  scale_y_reverse(breaks = seq(50, 1000, 10),
                     labels = scales::dollar_format(accuracy = 1, su = "¥", pre = "")) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "2 years"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  xlab("") + ylab("$1 in ¥")

2020-

Code
xrates %>%
  filter(variable == "DEXJPUS",
         date >= as.Date("2020-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  scale_y_reverse(breaks = seq(50, 1000, 5),
                     labels = scales::dollar_format(accuracy = 1, su = "¥", pre = "")) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "6 months"),
               labels = date_format("%b %y")) + 
  theme_minimal() + 
  xlab("") + ylab("$1 in ¥")

2021-

Code
xrates %>%
  filter(variable == "DEXJPUS",
         date >= as.Date("2021-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  scale_y_reverse(breaks = seq(50, 1000, 5),
                     labels = scales::dollar_format(accuracy = 1, su = "¥", pre = "")) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "2 months"),
               labels = date_format("%b %y")) + 
  theme_minimal() + 
  xlab("") + ylab("$1 in ¥")

U.S. - U.K Nominal Exchange Rate

All

Code
xrates %>%
  filter(variable == "DEXUSUK",
         date >= as.Date("1953-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("1971-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0.8, 3, 0.2),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = c(nber_recessions$Peak, as.Date("2019-01-01")),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  geom_vline(xintercept = as.Date("1971-08-15"), linetype = "dashed", color = viridis(3)[2]) + 
  xlab("") + ylab("1 £ in $")

2010-

Code
xrates %>%
  filter(variable == "DEXUSUK",
         date >= as.Date("2010-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("2010-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0.8, 3, 0.1),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "2 years"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  geom_vline(xintercept = as.Date("1971-08-15"), linetype = "dashed", color = viridis(3)[2]) + 
  xlab("") + ylab("1 £ in $")

2015-

Code
xrates %>%
  filter(variable == "DEXUSUK",
         date >= as.Date("2015-01-01")) %>%
  ggplot(.) + theme_minimal() + geom_line(aes(date, value)) +
  geom_rect(data = nber_recessions %>%
              filter(Peak >= as.Date("2015-01-01")), 
            aes(xmin = Peak, xmax = Trough, ymin = -Inf, ymax = +Inf), 
            fill = 'grey', alpha = 0.5) + 
  scale_y_continuous(breaks = seq(0.8, 3, 0.1),
                     labels = scales::dollar_format(accuracy = 0.1)) + 
  scale_x_date(breaks = seq.Date(as.Date("2000-01-01"), as.Date("2025-01-01"), by = "1 year"),
               labels = date_format("%Y")) + 
  theme_minimal() + 
  geom_vline(xintercept = as.Date("1971-08-15"), linetype = "dashed", color = viridis(3)[2]) + 
  xlab("") + ylab("1 £ in $")