Financial Stress Index Data
Update: this package is available on CRAN.
The R package
As a simple example of gathering data and drawing simple plots consider the R code
require(stressr) require(lattice) idx <- getStressIndex() stressIndexChart(idx,"2007/")
Several examples of plots are shown by category below. For details on each query and more example plots, please see the package vignette.
Real Estate Markets
Foreign Exchange Markets
- See Cleveland FRB for more details.