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:

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: 4,272 x 6
#>    Date       country     hpi  rhpi   pdi  rpdi
#>    <date>     <chr>     <dbl> <dbl> <dbl> <dbl>
#>  1 1975-01-01 Australia   7.6  39.1  14.1  72.2
#>  2 1975-04-01 Australia   7.7  38.5  14.4  71.4
#>  3 1975-07-01 Australia   8    38.6  14.7  70.6
#>  4 1975-10-01 Australia   8.3  37.7  15.2  69.6
#>  5 1976-01-01 Australia   8.6  37.9  15.5  69.1
#>  6 1976-04-01 Australia   8.8  38.1  15.9  69.5
#>  7 1976-07-01 Australia   9.1  38.3  17.1  71.2
#>  8 1976-10-01 Australia   9.3  37.9  17.4  71.1
#>  9 1977-01-01 Australia   9.5  37.9  17.7  70.7
#> 10 1977-04-01 Australia   9.7  37.7  18.0  70.2
#> # ... with 4,262 more rows

# Exuberance Indicators ~ bsadf
ihpdr::ihpd_get("bsadf")
#> # A tibble: 16,284 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 16,274 more rows

# Get the release dates
ihpdr::ihpd_release_dates()
#>   Last Quarter Included  Data Release Date
#> 2    First quarter 2019    July 8–12, 2019
#> 3   Second quarter 2019 October 7–11, 2019
#> 4    Third quarter 2019 January 6–10, 2020
#> 5   Fourth quarter 2019   April 6–10, 2020

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)