Exchange Rates

Data - Fred

Author

François Geerolf

Info

source dataset .html .RData

fred

xrates

 2024-10-24 2024-11-01

Data on xrates

source dataset .html .RData

bdf

EXR

 2024-07-26 2024-06-18

bis

EER

 2024-08-09 2024-08-28

bis

EER_D

 2024-08-28 2024-05-10

bis

XRU

 2024-05-10 2024-09-15

bis

XRU_D

 2024-08-28 2024-08-28

ecb

EXR

 2024-10-08 2024-11-01

eurostat

ert_bil_eur_d

 2024-11-01 2024-10-08

eurostat

ert_h_eur_d

 2024-11-01 2024-06-08

fred

xrates

 2024-10-24 2024-11-01

gfd

xrates

 2024-06-20 2021-01-08

oecd

REFSERIES_MSIT

 2024-09-15 2024-04-30

oecd

SNA_TABLE4

 2024-09-15 2024-04-30

wdi

PA.NUS.FCRF

 2024-08-28 2024-09-18

LAST_COMPILE

LAST_COMPILE
2024-11-01

Last

date Nobs
2024-10-25 3

variable

variable Variable Nobs
DEXJPUS Japanese Yen to U.S. Dollar Spot Exchange Rate 14040
DEXUSUK U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate 14040
DEXUSEU U.S. Dollars to Euro Spot Exchange Rate 6735
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 $")