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EconMaett · Aug 27, 2023 · ec1a4cb · ec1a4cb
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diff --git a/...arometer/Background_General_Info_2022.pdf → ...nd Information KOF Economic Barometer.pdf b/...arometer/Background_General_Info_2022.pdf → ...nd Information KOF Economic Barometer.pdf
diff --git a/...meter/def_version_spezialanalyse_baro.pdf → ...OF Konjunkturbarometer – Version 2014.pdf b/...meter/def_version_spezialanalyse_baro.pdf → ...OF Konjunkturbarometer – Version 2014.pdf
diff --git a/...t_Ausblick_Methode_KOF_Homepage_final.pdf → ...t/Methodik des KOF-Baublatt-Ausblicks.pdf b/...t_Ausblick_Methode_KOF_Homepage_final.pdf → ...t/Methodik des KOF-Baublatt-Ausblicks.pdf
diff --git a/Indicators/KOF_ESI/bcs_user_guide.pdf → ...ess and Consumer Surveys - User Guide.pdf b/Indicators/KOF_ESI/bcs_user_guide.pdf → ...ess and Consumer Surveys - User Guide.pdf
diff --git a/...odology_KOF Employment Indicator_2017.pdf → ...logy for the KOF Employment Indicator.pdf b/...odology_KOF Employment Indicator_2017.pdf → ...logy for the KOF Employment Indicator.pdf
diff --git a/...rkingPaper471GlobalEconomicBarometers.pdf → ... Paper 471 Global Economic Barometers.pdf b/...rkingPaper471GlobalEconomicBarometers.pdf → ... Paper 471 Global Economic Barometers.pdf
diff --git a/Indicators/KOF_Jobroom/Monitoringevaluation der Stellenmeldepflicht I.pdf b/Indicators/KOF_Jobroom/Monitoringevaluation der Stellenmeldepflicht I.pdf
diff --git a/Indicators/KOF_Jobroom/kof_jobroom.R b/Indicators/KOF_Jobroom/kof_jobroom.R
@@ -1,24 +1,38 @@
+# ************************************************************************
 # KOF Jobroom ----
-
-# URL: 
+# URL: https://www.job-room.ch/home/job-seeker
+#
+# Feel free to copy, adapt, and use this code for your own purposes at
+# your own risk.
+#
+# Matthias Spichiger, 2023 ([email protected])
+# ************************************************************************
+
+## Load packages ----
+library(tidyverse)
+library(xts)
+library(tsbox)
+library(kofdata)
+library(ggtext)
+
+## Access the data ----
 
 list_keys_in_collection(collectionname = "ch.seco.jobroom")
-
 # available by cantons or total (tot)
-cantons(full = FALSE)
-
 
 # ch.seco.jobroom.candidates.immediate.[canton]
-
 # ch.seco.jobroom.candidates.tot.[canton]
-
 # ch.seco.jobroom.vacancies.[canton]
-
-
 # ch.seco.jobroom.candidates_rate
-
 # ch.seco.jobroom.predicted_unemprate
 
-# 
+#### Total
+seco.jobroom.cand.imm.tot <- get_time_series(ts_keys = "ch.seco.jobroom.candidates.immediate.tot")
+
+seco.jobroom.cand.imm.tot <- ts(
+  start = c(2019)
+)
+
+plot(seco.jobroom.cand.imm.tot)
 
 # END
diff --git a/...btracker/Swiss Job Tracker - New Weekly Indices of Online Job Postings in Switzerland.pdf b/...btracker/Swiss Job Tracker - New Weekly Indices of Online Job Postings in Switzerland.pdf
diff --git a/Indicators/KOF_Nowcasting_Lab/kof_nowcasting_lab.R b/Indicators/KOF_Nowcasting_Lab/kof_nowcasting_lab.R
diff --git a/Indicators/KOF_Nowcasting_Lab/kof_nowcasting_lab.png b/Indicators/KOF_Nowcasting_Lab/kof_nowcasting_lab.png
diff --git a/Indicators/KOF_Tourism/kof_tourism.R b/Indicators/KOF_Tourism/kof_tourism.R
@@ -1,9 +1,60 @@
+# ************************************************************************
 # KOF Tourism Forecasts ----
+# URL: https://kof.ethz.ch/en/forecasts-and-indicators/forecasts/kof-forecasts-of-tourism-in-switzerland.html
+# Feel free to copy, adapt, and use this code for your own purposes at
+# your own risk.
+#
+# Matthias Spichiger, 2023 ([email protected])
+# ************************************************************************
+## Load packages ----
+library(tidyverse)
+library(tsbox)
+library(kofdata)
+library(ggtext)
 
-# URL: 
+## Access the data ----
+
+### Total ----
+# ch.kof.trsm.fcst.year   KOF Tourism Forecast Total Year
+list_keys_in_collection(collectionname = "ch.kof.trsm.fcst.year")
+# ch.kof.trsm.fcst.ty.l.all.alpin.lg ch.kof.trsm.fcst.ty.l.all.ch.lg
+# ch.kof.trsm.fcst.ty.l.all.city.lg  ch.kof.trsm.fcst.ty.l.all.rest.lg 
+# ch.kof.trsm.fcst.ty.l.che.ch.lg    ch.kof.trsm.fcst.ty.l.chn.ch.lg 
+# ch.kof.trsm.fcst.ty.l.deu.ch.lg    ch.kof.trsm.fcst.ty.l.for.ch.lg 
+# ch.kof.trsm.fcst.ty.l.fra.ch.lg    ch.kof.trsm.fcst.ty.l.ita.ch.lg   
+# ch.kof.trsm.fcst.ty.l.rest.ch.lg   ch.kof.trsm.fcst.ty.l.usa.ch.lg  
+kof_trsm_fcst.ty.l.all.ch.lg <- get_time_series(ts_keys = "ch.kof.trsm.fcst.ty.l.all.ch.lg")
+kof_trsm_fcst.ty.l.all.ch.lg <- ts(
+  data = kof_trsm_fcst.ty.l.all.ch.lg$ch.kof.trsm.fcst.ty.l.all.ch.lg,
+  start = c(2006),
+  frequency = 1
+)
+
+plot(kof_trsm_fcst.ty.l.all.ch.lg)
+
+### Summer season ----
 
 # ch.kof.trsm.fcst.summer KOF Tourism Forecast Summer Season
+
+list_keys_in_collection(collectionname = "ch.kof.trsm.fcst.summer")
+# ch.kof.trsm.fcst.ss.l.all.alpin.lg ch.kof.trsm.fcst.ss.l.all.ch.lg   
+# ch.kof.trsm.fcst.ss.l.all.city.lg  ch.kof.trsm.fcst.ss.l.all.rest.lg 
+# ch.kof.trsm.fcst.ss.l.che.ch.lg    ch.kof.trsm.fcst.ss.l.chn.ch.lg   
+# ch.kof.trsm.fcst.ss.l.deu.ch.lg    ch.kof.trsm.fcst.ss.l.for.ch.lg   
+# ch.kof.trsm.fcst.ss.l.fra.ch.lg    ch.kof.trsm.fcst.ss.l.ita.ch.lg   
+# ch.kof.trsm.fcst.ss.l.rest.ch.lg   ch.kof.trsm.fcst.ss.l.usa.ch.lg
+
+
+### Winter season ----
 # ch.kof.trsm.fcst.winter KOF Tourism Forecast Winter Season
-# ch.kof.trsm.fcst.year   KOF Tourism Forecast Total Year
+
+list_keys_in_collection(collectionname = "ch.kof.trsm.fcst.winter")
+# ch.kof.trsm.fcst.ws.l.all.alpin.lg ch.kof.trsm.fcst.ws.l.all.ch.lg   
+# ch.kof.trsm.fcst.ws.l.all.city.lg  ch.kof.trsm.fcst.ws.l.all.rest.lg 
+# ch.kof.trsm.fcst.ws.l.che.ch.lg    ch.kof.trsm.fcst.ws.l.chn.ch.lg   
+# ch.kof.trsm.fcst.ws.l.deu.ch.lg    ch.kof.trsm.fcst.ws.l.for.ch.lg   
+# ch.kof.trsm.fcst.ws.l.fra.ch.lg    ch.kof.trsm.fcst.ws.l.ita.ch.lg   
+# ch.kof.trsm.fcst.ws.l.rest.ch.lg   ch.kof.trsm.fcst.ws.l.usa.ch.lg
+
 
 # END
diff --git a/KOF_Economic_Forecasts/KOF_Economic_Forecasts.xlsx b/KOF_Economic_Forecasts/KOF_Economic_Forecasts.xlsx
diff --git a/KOF_Economic_Forecasts/kof_economic_forecasts.R b/KOF_Economic_Forecasts/kof_economic_forecasts.R
@@ -0,0 +1,159 @@
+# ************************************************************************
+# KOF Economic Forecasts -----
+# URL: https://kof.ethz.ch/en/forecasts-and-indicators/forecasts/kof-economic-forecast.html
+# Feel free to copy, adapt, and use this code for your own purposes at
+# your own risk.
+#
+# Matthias Spichiger, 2023 ([email protected])
+# ************************************************************************
+
+## Load packages ----
+library(tidyverse)
+library(tsbox)
+library(kofdata)
+library(ggtext)
+library(readxl)
+
+## Access the data ----
+
+kof_ec_fcst_url <- "https://datenservice.kof.ethz.ch/api/v1/public/sets/vja_public?mime=xlsx"
+download.file(url = kof_ec_fcst_url, destfile = "KOF_Economic_Forecasts/KOF_Economic_Forecasts.xlsx", method = "curl")
+kof_ec_fcst <- readxl::read_excel(path = "KOF_Economic_Forecasts/KOF_Economic_Forecasts.xlsx")
+
+names(kof_ec_fcst)
+# date"                                                             
+# ch.kof.vja.bau.mfh_nom                                         
+# ch.kof.vja.bau.mfh_real                                        
+# ch.kof.vja.fx.chf_reer                                          
+# ch.kof.vja.koma.consg                                        
+# ch.kof.vja.koma.consp                                          
+# ch.kof.vja.koma.constot                                         
+# ch.kof.vja.koma.domdem                                         
+# ch.kof.vja.koma.domdem2                                        
+# ch.kof.vja.koma.domdemoi                                       
+# ch.kof.vja.koma.ebsc                                          
+# ch.kof.vja.koma.ebsp                                           
+# ch.kof.vja.koma.et                                            
+# ch.kof.vja.koma.exc1                                           
+# ch.kof.vja.koma.exc2                                           
+# ch.kof.vja.koma.excm                                           
+# ch.kof.vja.koma.exs                                            
+# ch.kof.vja.koma.exst                                           
+# ch.kof.vja.koma.ext                                           
+# ch.kof.vja.koma.extot1                                       
+# ch.kof.vja.koma.extot2                                         
+# ch.kof.vja.koma.gdp
+# ch.kof.vja.koma.gdpos
+# ch.kof.vja.koma.icinfrar
+# ch.kof.vja.koma.icnstr
+# ch.kof.vja.koma.ictraf               
+# ch.kof.vja.koma.ifix                                      
+# ch.kof.vja.koma.iinv1                                         
+# ch.kof.vja.koma.imc1                                             
+# ch.kof.vja.koma.imc2                                            
+# ch.kof.vja.koma.ime                                             
+# ch.kof.vja.koma.ims                                              
+# ch.kof.vja.koma.imst                                            
+# ch.kof.vja.koma.imt                                             
+# ch.kof.vja.koma.imtot1                                          
+# ch.kof.vja.koma.imtot2                                          
+# ch.kof.vja.koma.lfpot                                           
+# ch.kof.vja.koma.lprodh                                          
+# ch.kof.vja.koma.lprodos                                        
+# ch.kof.vja.koma.ltot                                            
+# ch.kof.vja.koma.ltoth                                           
+# ch.kof.vja.koma.ltotv                                           
+# ch.kof.vja.koma.nconsg                                          
+# ch.kof.vja.koma.nconsp                                          
+#ch.kof.vja.koma.nconstot                                        
+# ch.kof.vja.koma.ndomdem                                         
+# ch.kof.vja.koma.ndomdem2                                         
+# ch.kof.vja.koma.ndomdemoi                                       
+# ch.kof.vja.koma.nexc1                                          
+# ch.kof.vja.koma.nexc2                                            
+# ch.kof.vja.koma.nexcm                                           
+# ch.kof.vja.koma.nexs                                            
+# ch.kof.vja.koma.nexst                                            
+# ch.kof.vja.koma.next                                            
+# ch.kof.vja.koma.nextot1                                        
+# ch.kof.vja.koma.nextot2                                         
+# ch.kof.vja.koma.ngdp                                           
+# ch.kof.vja.koma.ngdpos                                         
+# ch.kof.vja.koma.nicnstr                                          
+# ch.kof.vja.koma.nifix                                            
+# ch.kof.vja.koma.niinv1                                          
+# ch.kof.vja.koma.niival                                           
+# ch.kof.vja.koma.nimc1                                           
+# ch.kof.vja.koma.nimc2                                           
+# ch.kof.vja.koma.nime                                            
+# ch.kof.vja.koma.nims                                            
+# ch.kof.vja.koma.nimst                                           
+# ch.kof.vja.koma.nimt                                            
+# ch.kof.vja.koma.nimtot1                                          
+# ch.kof.vja.koma.nimtot2                                          
+# ch.kof.vja.koma.ntotdem                                          
+# ch.kof.vja.koma.ntotdem2                                        
+# ch.kof.vja.koma.pconsg                                           
+# ch.kof.vja.koma.pconsp                                           
+# ch.kof.vja.koma.pconstot                                         
+# ch.kof.vja.koma.pdomdem                                          
+# ch.kof.vja.koma.pdomdem2                                         
+# ch.kof.vja.koma.pdomdemoi                                        
+# ch.kof.vja.koma.pexc1                                            
+# ch.kof.vja.koma.pexc2                                            
+# ch.kof.vja.koma.pexcm                                            
+# ch.kof.vja.koma.pexs                                             
+# ch.kof.vja.koma.pexst                                           
+# ch.kof.vja.koma.pext                                            
+# ch.kof.vja.koma.pextot1                                         
+# ch.kof.vja.koma.pextot2                                         
+# ch.kof.vja.koma.pgdp                                            
+# ch.kof.vja.koma.pgdpos                                          
+# ch.kof.vja.koma.picnstr                                          
+# ch.kof.vja.koma.pifix                                            
+# ch.kof.vja.koma.pimc1                                            
+# ch.kof.vja.koma.pimc2                                           
+# ch.kof.vja.koma.pime                                            
+# ch.kof.vja.koma.pims                                          
+# ch.kof.vja.koma.pimst                                           
+# ch.kof.vja.koma.pimt                                            
+# ch.kof.vja.koma.pimtot1                                         
+# ch.kof.vja.koma.pimtot2                                         
+# ch.kof.vja.koma.pop                                             
+# ch.kof.vja.koma.ptotdem                                        
+# ch.kof.vja.koma.ptotdem2                                       
+# ch.kof.vja.koma.savpfund                                        
+# ch.kof.vja.koma.totdem                                         
+# ch.kof.vja.koma.totdem2                                         
+# ch.kof.vja.koma.urilo                                          
+# ch.kof.vja.koma.uroff                                           
+# ch.kof.vja.koma.vasport                                        
+# ch.kof.vja.koma.wage                                             
+# ch.kof.vja.koma.winc                                            
+# [110] "ch.kof.vja.koma.ydispb                                           
+# [111] "ch.kof.vja.konsum.p31fc10_unterrichtswesen                       
+# [112] "ch.kof.vja.konsum.p31fc11_restaurants_und_hotels                 
+# [113] "ch.kof.vja.konsum.p31fc12_sonstige_waren_und_dienstleistungen    
+# [114] "ch.kof.vja.konsum.p31fc1_p31fc2_nahrungsmittel_und_getraenke     
+# [115] "ch.kof.vja.konsum.p31fc3_bekleidung_und_schuhe                  
+# [116] "ch.kof.vja.konsum.p31fc4_wohnung_wasser_strom_gas               
+# [117] "ch.kof.vja.konsum.p31fc5_moebel_innenausstattung_haushaltsgeraete
+# ch.kof.vja.konsum.p31fc6_gesundheitspflege                      
+# ch.kof.vja.konsum.p31fc7_verkehr                               
+# ch.kof.vja.konsum.p31fc8_nachrichtenuebermittlung             
+# ch.kof.vja.konsum.p31fc9_freizeit_und_kultur                  
+# ch.kof.vja.lik.cpi                                              
+# ch.kof.vja.lik.cpi_dom                                          
+# ch.kof.vja.lik.cpi_domg                                         
+# ch.kof.vja.lik.cpi_doms                                         
+# ch.kof.vja.lik.cpi_domspri                                      
+# ch.kof.vja.lik.cpi_domspub                                      
+# ch.kof.vja.lik.cpi_domsren                                   
+# ch.kof.vja.lik.cpi_im                                          
+# ch.kof.vja.lik.lrate                                            
+# ch.kof.vja.lik.srate                                          
+# ch.kof.vja.saldi.saldo_arbeitseinkommen                         
+# ch.kof.vja.saldi.saldo_kapitaleinkommen                       
+# ch.kof.vja.saldi.sekundaereinkommen 
+
+# END
diff --git a/KOF_MPC/KOF_MPC.xlsx b/KOF_MPC/KOF_MPC.xlsx
diff --git a/KOF_MPC/kof_monetary_policy_communicator.R b/KOF_MPC/kof_monetary_policy_communicator.R
@@ -0,0 +1,54 @@
+# ************************************************************************
+# KOF Monetary Policy Communicator ----
+# URL: https://kof.ethz.ch/en/forecasts-and-indicators/indicators/kof-monetary-policy-communicator.html
+# Feel free to copy, adapt, and use this code for your own purposes at
+# your own risk.
+#
+# Matthias Spichiger, 2023 ([email protected])
+# ************************************************************************
+
+## Load packages ----
+library(tidyverse)
+library(tsbox)
+library(kofdata)
+library(ggtext)
+library(readxl)
+library(eurostat)
+
+
+## Access the data ----
+
+### KOF Monetary Policy Communicator ----
+kof_mpc_url <- "https://datenservice.kof.ethz.ch/api/v1/public/ts?keys=ch.kof.mpc&mime=xlsx&df=YYYY-MM-DD"
+
+download.file(url = kof_mpc_url, destfile = "KOF_MPC/KOF_MPC.xlsx", method = "curl")
+kof_mpc <- readxl::read_excel(path = "KOF_MPC/KOF_MPC.xlsx")
+
+
+### ECB Main Refinancing Rate ----
+
+eurostat::search_eurostat(pattern = "marginal lending facility")
+
+ecb_mrr <- get_eurostat(id = "teibs010", time_format = "date", select_time = "M", 
+                       sinceTimePeriod = "1990-01-01")
+
+## Plot the data ----
+
+kof_mpc |> 
+  mutate(date = ymd(date)) |> 
+  rename(time = date, value = ch.kof.mpc) |> 
+  ggplot(mapping = aes(x = time, y = value)) +
+  geom_line(linewidth = 1, color = "black") +
+  geom_hline(yintercept = 0, color = "black", linetype = "dashed", show.legend = FALSE) +
+  scale_x_date(date_breaks = "1 year", date_labels = "%y") +
+  scale_y_continuous(limits = c(-1, 1)) +
+  labs(
+    title = "KOF monetary policy communicator", 
+    subtitle = "",
+    caption = "Graph created by @econmaett with data from KOF.",
+    x = "", y = ""
+  ) +
+  theme_bw()
+
+
+# END
diff --git a/KOF_MPC/monetary_policy_communicator_2007_11_announcement_2_1.pdf b/KOF_MPC/monetary_policy_communicator_2007_11_announcement_2_1.pdf
diff --git a/KOF_MPC/monetary_policy_communicator_2007_11_supplement_1.pdf b/KOF_MPC/monetary_policy_communicator_2007_11_supplement_1.pdf
diff --git a/KOF_Nowcasting_Lab/KOF_Nowcasting_Lab/kof_nowcasting_lab.png b/KOF_Nowcasting_Lab/KOF_Nowcasting_Lab/kof_nowcasting_lab.png
diff --git a/KOF_Nowcasting_Lab/KOF_Nowcasting_Lab/kof_nowcasting_lab_12m.png b/KOF_Nowcasting_Lab/KOF_Nowcasting_Lab/kof_nowcasting_lab_12m.png
diff --git a/KOF_Nowcasting_Lab/KOF_Nowcasting_Lab/kof_nowcasting_lab_3m.png b/KOF_Nowcasting_Lab/KOF_Nowcasting_Lab/kof_nowcasting_lab_3m.png
diff --git a/...-Sample Forecasting and Model Testing.pdf → ...-Sample Forecasting and Model Testing.pdf b/...-Sample Forecasting and Model Testing.pdf → ...-Sample Forecasting and Model Testing.pdf