R packages

I’ve been an R developer for a decade and have 25+ packages for economics and data analysis on CRAN. Source for all of them is on GitHub.

UK data access

PackageDescriptionLink
onsOffice for National Statistics dataCRAN
boeBank of England statistical databaseCRAN
hmrcHM Revenue and Customs tax statisticsCRAN
obrOffice for Budget Responsibility forecastsCRAN
ukhousingUK housing data (Land Registry, EPC, planning)CRAN

International data access

PackageDescriptionLink
fredFederal Reserve Economic DataCRAN
readnoaaNOAA climate dataCRAN
readecbEuropean Central Bank Data PortalCRAN
readaecAustralian Electoral Commission dataCRAN
atoAustralian Taxation OfficeCRAN
aemoAustralian Energy Market OperatorCRAN
cerAustralian Clean Energy RegulatorCRAN
readoecdOECD statisticsCRAN
comtradeUN Comtrade international trade flowsCRAN
carbondataCarbon market data (ETS, voluntary registries)CRAN

Applied analysis

PackageDescriptionLink
nowcastEconomic nowcasting, bridge equationsCRAN
inflationkitCPI decomposition, core measures, Phillips curveCRAN
inflateRCurrency and inflation adjustmentCRAN
mpshockMonetary policy shock series (US, UK, Australia)CRAN
yieldcurvesYield curve fitting, carry, PCA, durationCRAN
debtkitDebt sustainability analysisCRAN
greenbookHM Treasury Green Book cost-benefit analysis primitivesCRAN
magentabookHM Treasury Magenta Book policy evaluation primitivesCRAN
climatekit35 climate indicesCRAN
inequalityInequality measurement, decomposition, povertyCRAN
predictsetConformal prediction intervalsCRAN
ivcheckInstrumental variable validity tests (Kitagawa, Mourifie-Wan, FLL)CRAN