High-Performance Open-Source Archive
Utilities to retrieve and tidy U.S. macroeconomic data series from public government data providers. Functions streamline access to series from the Federal Reserve Bank of St. Louis Federal Reserve Economic Data (FRED), the Bureau of Labor Statistics (BLS) flat files, and the Bureau of Economic Analysis (BEA) National Income and Product Accounts (NIPA) tables, then return consistent, tidy data frames ready for modeling and graphics.
The package includes helpers for date alignment, log-linear projections, and common macro diagnostics, along with convenience plot builders for quick publication-quality charts.
# Install from CRAN
install.packages("tidyusmacro")
# Or the development version from GitHub
devtools::install_github("mtkonczal/tidyusmacro")getFREDDownloads and merges economic data series from the Federal Reserve Economic Data (FRED) API.
# Named arguments give friendly column names
fred_data <- getFRED(prime_epop = "LNS12300060", cpi = "CPIAUCSL")
# Unnamed arguments use lowercase ticker as column name
fred_data <- getFRED("UNRATE", "PAYEMS")getBLSFilesDownloads and processes data from Bureau of Labor Statistics flat files. Supports CPI, ECI, JOLTS, CPS, CES, and CEX (Consumer Expenditure Survey).
cpi_data <- getBLSFiles(data_source = "cpi", email = "user@example.com")
jolts_data <- getBLSFiles(data_source = "jolts", email = "user@example.com")getNIPAFilesDownloads and formats BEA NIPA data flat files, either monthly or quarterly values.
nipa_quarterly <- getNIPAFiles(type = "Q")
nipa_monthly <- getNIPAFiles(type = "M")getPCEInflationLoads and processes Personal Consumption Expenditures (PCE) inflation data with weights and growth measures.
pce_monthly <- getPCEInflation("M")
pce_quarterly <- getPCEInflation("Q")getUnrateFREDConvenience function to download unemployment level and labor force from FRED and calculate the unemployment rate.
unrate_data <- getUnrateFRED()getDallasTrimPCEBuilds the component-level panel underlying the Dallas Fed Trimmed Mean PCE inflation rate: monthly price changes, Fisher expenditure-share weights, and flags for which components are trimmed each month. Useful for replicating the trimmed-mean rate or analyzing what gets trimmed.
# Default 24/31 Dallas Fed trim
panel <- getDallasTrimPCE()
# Replicate the monthly trimmed-mean rate
panel |>
dplyr::filter(!is_trimmed) |>
dplyr::group_by(date) |>
dplyr::summarize(trim_pce = weighted.mean(price_change, weight))logLinearProjectionPerforms log-linear projections on historical data. Designed for use within dplyr verbs.
library(dplyr)
data %>%
mutate(projection = logLinearProjection(
date = date,
value = gdp,
start_date = "2015-01-01",
end_date = "2019-12-01"
))theme_espCustom ggplot2 theme for Economic Security Project graphics with cream background and clean styling.
library(ggplot2)
ggplot(data, aes(date, value)) +
geom_line(color = esp_navy) +
theme_esp()scale_color_esp /
scale_fill_espESP-branded color scales for ggplot2.
ggplot(data, aes(date, value, color = category)) +
geom_line() +
scale_color_esp() +
theme_esp()date_breaks_ggCreates intelligent date breaks for ggplot2 that always include the last data point.
ggplot(data, aes(date, value)) +
geom_line() +
scale_x_date(breaks = date_breaks_gg(n = 6, last = max(data$date)))date_breaks_nGenerates evenly spaced date breaks by selecting every nth unique date.
ggplot(data, aes(date, value)) +
geom_line() +
scale_x_date(breaks = date_breaks_n(data$date, n = 6))cesDiffusionIndexA tibble with 250 rows mapping CES industry codes to industry titles.
data(cesDiffusionIndex)dallasTrimPCEcomponentsThe 177-component dictionary used by getDallasTrimPCE,
mapping Dallas Fed trimmed-mean PCE components to BEA NIPA series codes
and line numbers (Table 2.4.4U).
data(dallasTrimPCEcomponents)This library is distributed under the MIT License.
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