NEWS
boe 0.4.0 (2026-08-02)
Monetary Policy Report: scenario and hybrid formats
boe_mpr_forecasts() now parses all three Projections Databank
layouts the Bank has published since the Bernanke review of
forecasting: the classic format (February 2026 and earlier), the
scenario-based "Scenario Projections Databank" (April 2026), and the
hybrid workbook introduced with the July 2026 report, which restores
the classic central-projection sheets (including GDP level and Bank
Rate) and adds a "Quarterly scenarios" section. The format is
detected automatically and all three share one output schema.
- New
scenario column. Scenario paths (e.g. "Adverse Scenario",
"Milder Scenario") are labelled in scenario; central projections
carry NA. For hybrid releases a single call returns both the
central projections for every publication vintage and the current
report's scenario paths.
- The
series argument gains four series published in the scenario
sheets from April 2026: "output_gap", "energy_prices",
"average_earnings", and "world_export_prices". The default series
set is unchanged.
- Series that a release does not publish are skipped with a warning
rather than erroring: the scenario-only series are absent from
classic releases, and the April 2026 release alone drops
"gdp_level" and "bank_rate" (Bank Rate was published as a
conditioning assumption). Hybrid releases publish all nine series.
- Automatic release selection now returns the most recent published
release of any format, rather than falling back to the most recent
classic-format release.
Consumer credit: monthly headline measure
boe_consumer_credit() now defaults to the headline measure
excluding the Student Loans Company (LPMBI2O, LPMVZRJ,
LPMB4TS), the series updated every month in the Bank's Money and
Credit release. The previous default series including student loans
(LPMVZRI, LPMVZRK) are only updated once a year, when the Student
Loans Company publishes its data, so their recent months trailed the
headline measure by up to a year (at the time of this release they
stopped at March 2026). Levels for "total" and "other" are
therefore lower than in previous versions; "credit_card" is
identical under both measures.
- New
include_student_loans argument restores the previous series
selection: boe_consumer_credit(include_student_loans = TRUE).
- The
boe_series catalogue now lists both measures (54 series).
Caching
- Statistical database responses now expire after 30 days rather than
being cached indefinitely, so BoE revisions eventually reach queries
pinned to a fixed date range. Queries whose
to date is today are
unaffected (they already produced a fresh URL, and so a fresh
download, each day). Configurable via options(boe.cache_ttl_h = );
set it to Inf to freeze the cache for a reproducible run.
boe 0.3.0 (2026-05-30)
Yield curves: historical archive and panel helper
boe_curve() gains from, to, frequency, and cache_ttl_h
arguments. Setting any of from / to, or frequency = "monthly",
routes the request through the BoE archive zips, which extend back to
~1979 for nominal gilts, ~1985 for real, ~2000 for the commercial bank
liability curve, and ~2009 for OIS. Default behaviour
(from = NULL, to = NULL, frequency = "daily") is unchanged: the
function still returns the latest published month from the
latest-yield-curve-data.zip endpoint.
boe_curve() gains a fifth curve type, "blc" (commercial bank
liability curve). BLC is only published in the historical archive
zip, so requests for it always route through the archive path
regardless of from / to.
- New
boe_curve_panel(curve, measure, frequency, from, to, maturities):
wide-format wrapper that returns one row per date and one numeric
column per pillar maturity. The default pillar set is
c(0.5, 1, 2, 5, 10, 20), which aligns exactly with the BoE
half-year grid. Pillars outside a curve's published range trigger a
warning and are dropped.
boe_curve() and boe_curve_panel() gain a segment argument.
segment = "short" returns the separately fitted short end of the
curve (monthly maturity steps from one month out to five years) for
every curve type; segment = "standard" (the default) is unchanged.
Short-end history extends as far back as the Bank published it (to 1979
for nominal gilts, later for OIS); periods with no short-end sheet are
skipped rather than erroring. The panel's default pillars become
c(0.5, 1, 2, 3, 5) when segment = "short".
boe_curve_panel() now keeps pillar column labels aligned with the
maturities they match when an off-grid pillar is dropped; previously a
dropped pillar could shift the labels so a surviving column carried the
wrong name.
- Provenance:
boe_tbl queries from boe_curve() now record
source = "latest" or "archive" and the source_url so the data
carries its own audit trail.
- Internal: archive zips cache for 30 days (vs. 24 hours for the
latest-month zip); per-period workbooks within an archive are
concatenated transparently, with content-based maturity-row detection
for older layouts.
Fixes: Monetary Policy Report release resolution
boe_mpr_forecasts() no longer fails with an HTTP 404 when the latest
scheduled release does not exist at the guessed URL. The Bank's
publication month drifts between years (the second 2026 report was
published in April, not May), and the data archive filename changed
from chart-slides-and-data to charts-slides-and-data during 2025.
Release selection now enumerates recent months, verifies each archive
exists with a lightweight request, and handles both filename variants,
instead of assuming a fixed February / May / August / November calendar.
- From the April 2026 report the Bank moved to a scenario-based
"Scenario Projections Databank" with a transposed layout, which this
function cannot parse yet. Automatic selection now skips such releases,
falls back to the most recent compatible release, and warns. Requesting
a scenario-format release explicitly via
month / year raises a clear
error rather than a parsing failure. Full support for the scenario
format is planned for a future release.
boe 0.2.0 (2026-04-27)
New: monetary policy data
- New
boe_mpc_decisions(from, to): history of MPC rate-change events
derived from the daily Bank Rate series. Returns date, new rate,
previous rate, change in basis points, and direction.
- New
boe_mpc_votes(): full MPC voting record from June 1997, parsed
from BoE's published mpcvoting.xlsx. Long format with one row per
(meeting, member) including a dissent flag.
- New
boe_mpr_forecasts(series, month, year): Monetary Policy Report
forecast paths for CPI inflation, GDP growth, GDP level, unemployment,
and Bank Rate. Parses the Projections Databank workbook from the
per-release MPR zip. Defaults to the latest published quarterly
release; older releases are accessible via month / year (post-2025
format only).
New: search and discovery
- New
boe_series exported dataset: a 52-row catalogue of every BoE
series wrapped by the package, with code, title, category, frequency,
unit, start date, and seasonal-adjustment flag.
- New
boe_search(query, category, frequency): keyword + filter search
over boe_series. Case-insensitive substring match against title and
code.
- New
boe_browse(category, frequency): filter-only view of
boe_series. Equivalent to boe_search() with no keyword.
New: yield-curve depth (Anderson-Sleath)
- New
boe_curve(curve, measure): full Anderson-Sleath fitted yield
curves at all maturities (typically 0.5 to 25 or 40 years), covering
nominal gilt, real gilt, implied inflation, and OIS curves. Both
spot and forward measures available where published. Latest month of
daily data; archive coverage planned.
- References Anderson and Sleath (2001, BoE Working Paper 126).
- Adds readxl to Suggests (used only by
boe_curve(); lazily
required at call time).
New: cache helpers
- New
boe_cache_info(): report cache directory, file count, total
size, and modification timestamp range. Companion to clear_cache().
Provenance
- New
boe_tbl S3 class. All boe_*() functions now return data
frames carrying provenance metadata (series codes, date range,
frequency, function called, fetch timestamp). Subclasses
data.frame so downstream operations are unaffected.
- New
print.boe_tbl() method shows a one-line provenance header
above the data frame body, mirroring the fred_tbl pattern in the
fred package.
boe 0.1.2 (2026-03-17)
- Removed non-existent pkgdown URL from DESCRIPTION.
boe 0.1.1
- Examples now cache to
tempdir() instead of the user's home directory,
fixing CRAN policy compliance for \donttest examples.
- Cache directory is now configurable via
options(boe.cache_dir = ...).
boe 0.1.0 (2026-03-12)
- Initial release.
boe_get(): fetch any series by code from the BoE Statistical Database.
boe_bank_rate(): Bank Rate history (daily or monthly, from 1975).
boe_sonia(): SONIA interest rate (daily, monthly, or annual, from 1997).
boe_yield_curve(): nominal and real gilt yields at 5yr, 10yr, 20yr
maturities (from 1985/1993).
boe_exchange_rate(): daily sterling exchange rates for 27 currencies
(from 1975).
list_exchange_rates(): catalogue of available currency codes.
boe_mortgage_rates(): quoted mortgage rates (2yr/3yr/5yr fixed, SVR,
from 1995).
boe_mortgage_approvals(): monthly mortgage approvals for house purchase
(from 1993).
boe_consumer_credit(): consumer credit outstanding by type (from 1993).
boe_money_supply(): M4 broad money amounts outstanding (from 1982).
clear_cache(): delete locally cached data files.