ihpdr
The goal of {ihpdr} is to fetch data from the International House Price Database, compiled by the Federal Reserve Bank of Dallas.
Installation
You can install the released version of {ihpdr} from CRAN with:
install.packages("ihpdr")
Or install the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("kvasilopoulos/ihpdr")
Example
This is a basic example which shows you how to download the data:
# Raw Data
ihpdr::ihpd_get()
#> # A tibble: 4,941 x 6
#> Date country hpi rhpi pdi rpdi
#> <date> <chr> <dbl> <dbl> <dbl> <dbl>
#> 1 1975-01-01 Australia 7.60 39.1 14.1 72.3
#> 2 1975-04-01 Australia 7.75 38.5 14.4 71.4
#> 3 1975-07-01 Australia 8.04 38.6 14.7 70.6
#> 4 1975-10-01 Australia 8.29 37.7 15.2 69.5
#> 5 1976-01-01 Australia 8.58 37.9 15.5 69.1
#> 6 1976-04-01 Australia 8.84 38.1 15.9 69.5
#> 7 1976-07-01 Australia 9.07 38.3 17.1 71.2
#> 8 1976-10-01 Australia 9.25 37.9 17.4 71.1
#> 9 1977-01-01 Australia 9.47 37.9 17.7 70.7
#> 10 1977-04-01 Australia 9.67 37.7 18.0 70.1
#> # ... with 4,931 more rows
# Exuberance Indicators ~ bsadf
ihpdr::ihpd_get("bsadf")
#> # A tibble: 18,200 x 6
#> Date country type lag value crit
#> <date> <chr> <chr> <dbl> <dbl> <dbl>
#> 1 1975-01-01 Australia rhpi 1 NA NA
#> 2 1975-04-01 Australia rhpi 1 NA NA
#> 3 1975-07-01 Australia rhpi 1 NA NA
#> 4 1975-10-01 Australia rhpi 1 NA NA
#> 5 1976-01-01 Australia rhpi 1 NA NA
#> 6 1976-04-01 Australia rhpi 1 NA NA
#> 7 1976-07-01 Australia rhpi 1 NA NA
#> 8 1976-10-01 Australia rhpi 1 NA NA
#> 9 1977-01-01 Australia rhpi 1 NA NA
#> 10 1977-04-01 Australia rhpi 1 NA NA
#> # ... with 18,190 more rows
# Get the release dates
ihpdr::ihpd_release_dates()
#> Last Quarter Included Data Release Date
#> 2 First quarter 2020 July 6–10, 2020
#> 3 Second quarter 2020 October 5–9, 2020
#> 4 Third quarter 2020 January 11–15, 2021
#> 5 Fourth quarter 2020 April 12–16, 2021
Wrangle & Plot Real House Prices
library(tidyverse)
Raw Data
raw_data <- ihpdr::ihpd_get()
ggplot(raw_data, aes(Date, rhpi)) +
geom_line(size = 0.7) +
scale_x_date(date_labels = "%y") +
facet_wrap(~country, ncol = 4)
Exuberance Indicators - Date-stamping
bsadf_data <- ihpdr::ihpd_get("bsadf")
bsadf_data %>%
dplyr::filter(type == "rhpi", lag == 1) %>%
ggplot() +
geom_line(aes(Date, value), size = 0.7) +
geom_line(aes(Date, crit), col = "red", size = 0.7) +
scale_x_date(date_labels = "%y") +
facet_wrap(~country, ncol = 4) +
theme_bw()