Exchange Rates

Data - Fred

Author

François Geerolf

Info

source dataset .html .RData
fred xrates 2024-12-16 2024-12-16

Data on xrates

source dataset .html .RData
bdf EXR 2024-12-13 2024-12-13
bis EER 2024-12-14 2024-12-14
bis EER_D 2024-11-18 2024-05-10
bis XRU 2024-12-14 2024-12-14
bis XRU_D 2024-12-14 2024-12-14
ecb EXR 2024-12-16 2024-12-16
eurostat ert_bil_eur_d 2024-12-16 2024-12-16
eurostat ert_h_eur_d 2024-12-14 2024-12-14
fred xrates 2024-12-16 2024-12-16
gfd xrates 2024-06-20 2021-01-08
oecd REFSERIES_MSIT 2024-09-15 2024-12-14
oecd SNA_TABLE4 2024-09-15 2024-12-14
wdi PA.NUS.FCRF 2024-12-14 2024-12-14

LAST_COMPILE

LAST_COMPILE
2024-12-16

Last

date Nobs
2024-12-06 3

variable

variable Variable Nobs
DEXJPUS Japanese Yen to U.S. Dollar Spot Exchange Rate 14070
DEXUSUK U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate 14070
DEXUSEU U.S. Dollars to Euro Spot Exchange Rate 6765
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 $")