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Overview of the RBNZ Package

Jasper Watson

2020-07-27

RBNZ

This package provides a convenient way of accessing the financial and economic data published by the Reserve Bank of New Zealand (RBNZ) on their website, https://www.rbnz.govt.nz/statistics. The data is provided in .xlsx and .xls files; this package will download those files and read them into R. A summary of the available data can be found at the end of this document.

The author has no affiliation with the RBNZ. The copyright for the data can be found at https://www.rbnz.govt.nz/copyright.

Usage

The function for downloading the data is getSeries. This takes as its first argument the name of the series and will return a list containing the fields “meta” and “data” which are data frames containing the metadata and actual data, respectively. Each column of the “data” data frame corresponds to a row of the “meta” data frame (except the first which is “Date”).

Some of the datasets have different available formats. For example the B1 series contains exchange rate data in both daily and monthly form. The second argument of getSeries allows the user to specify which option they want, e.g. getSeries('B1', 'monthly').

Each series has a help file so typing, for example ?B1, will tell you what options, if any, are available.

For a full description of the arguments of getSeries, see the package manual.

Non-standard Data

The majority of the datasets available are all stored in a similar format, with data organised by date and a standard set of metadata. There are a few series that do not follow this template, as indicated below, and for these the spreadsheets are just downloaded and read into a list of data frames, one for each sheet, with no organising or cleaning.

Available Data

#>  Series Standard_Format                                        Description
#>      B1                                             Exchange rates and TWI
#>      B4                      Foreign exchange turnover ($m daily averages)
#>      B2                                           Wholesale interest rates
#>      B3                      Retail interest rates on lending and deposits
#>      B6                                                    Yields on loans
#>     B20                   New residential mortgage standard interest rates
#>     B21                    New residential mortgage special interest rates
#>     B25                 New interest bearing call savings account inter...
#>     B26                   New interest bearing term deposit interest rates
#>     B27                 New interest bearing term PIE deposits interest...
#>     B10                                                        TWI weights
#>     B13                                             Historical TWI weights
#>      C5                 Sector lending (registered banks and non-bank l...
#>     C12                                               Credit card balances
#>     C13                                               Credit card spending
#>     C30                 New residential mortgage lending by loan-to-val...
#>     C31                  New residential mortgage lending by borrower type
#>     C32                 New and Existing Residential Mortgage Lending b...
#>     C35                           Residential mortgage loan reconciliation
#>     C40                 Residential mortgage lending by debt-to-income ...
#>     C41                   Residential mortgage borrower gross income (BGI)
#>     C50                 Money and credit aggregates (depository corpora...
#>     C51                  Other depository corporations analytical accounts
#>     C52                        Depository corporations analytical accounts
#>     C55                   Other financial corporations analytical accounts
#>     C60                                           Credit conditions survey
#>     C65                                        Bank Customer Lending flows
#>     C66                                       Bank Customer Lending stocks
#>      D3               X                             Open market operations
#>     D10               X                      Influences on settlement cash
#>     D12               X                                Standing facilities
#>      F5               X Reserve Bank foreign currency assets and liabil...
#>      R1                                    Reserve Bank balance sheet ($m)
#>      R2                        Reserve Bank statistical balance sheet ($m)
#>      R3                              Reserve Bank analytical accounts ($m)
#>      F3               X              Bank notes in the hands of the public
#>      F4               X                                      Coin mintings
#>     S10                                          Banks: Balance sheet ($m)
#>     S30                                    Banks: Assets - Loans by sector
#>     S31                              Banks: Assets - Loans by purpose ($m)
#>     S32                              Banks: Assets - Loans by product ($m)
#>     S33                 Banks: Assets - Loans fully secured by resident...
#>     S34                   Banks: Assets - Loans and Repos by Industry ($m)
#>     S40                       Banks: Liabilities - Deposits by sector ($m)
#>     S41                     Banks: Liabilities - Deposits by industry ($m)
#>     S20                 Banks: Summary income statement and related ratios
#>     S21                                       Banks: Income statement ($m)
#>      L1                                                    Mismatch ratios
#>      L2                                                 Core funding ratio
#>      L3                    Face value of funding by residual maturity ($m)
#>     J10                                        Insurance: Income Statement
#>     J20                                           Insurance: Balance Sheet
#>      T1                                      Non banks: Balance sheet ($m)
#>      T4                       Non banks: Funding and claims by sector ($m)
#>     T11                           Savings institutions: Balance sheet ($m)
#>     T21                 Deposit taking finance companies: Balance sheet...
#>     T31                 Non-deposit taking finance companies: Balance s...
#>     T40                                        Funds under management ($m)
#>     T41                                           Managed fund assets ($m)
#>     T42                                                Life insurance ($m)
#>     T43                                                     KiwiSaver ($m)
#>     T44                               Other registered superannuation ($m)
#>     T45                                            Retail unit trusts ($m)
#>     T46                                        Cash management trusts ($m)
#>     T47                                              Wholesale trusts ($m)
#>     T48                              Wholesale trusts and other funds ($m)
#>     C21                            Key household financial statistics ($m)
#>     C22                                       Household balance sheet ($m)
#>      D9                                           Government bond turnover
#>     D30                 Holdings of central government debt securities ...
#>     D31                 Non-resident holdings of individual bonds (nomi...
#>     D35                            Holdings of Kauri bonds (nominal value)
#>      M1                                                             Prices
#>      M2                                                        Consumption
#>      M3                                                         Investment
#>      M4                                                     Domestic trade
#>      M5                                             Gross Domestic Product
#>      M6                                 National saving (year ended March)
#>      M7                 Balance of Payments and International Investmen...
#>      M8                                                     Overseas trade
#>      M9                                                      Labour market
#>     M10                                                            Housing
#>     M12                                           Population and migration
#>     M13                                   Household inflation expectations
#>     M14                                             Survey of expectations
#>      E1               X           New Zealand's official overseas reserves
#>      E2                                New Zealand's position with the IMF
#>    SDDS               X NZ's international reserves and foreign currenc...

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.