BIS Exchange Rate Data Set Overview

The data set features daily series for around 80 economies, with most daily series starting around 1970. However, 14 currencies have data going back to 1950 (BIS Statistics, 2023). In addition to daily data, the dataset includes monthly, quarterly, and annual series covering approximately 190 economies. These longer time spans typically start around 1957 and are calculated as end-of-period or averages over daily data. [1]

The exchange rates series are compiled by combining several sources, ensuring the highest possible level of consistency. The European Central Bank (ECB) is the primary source of daily data for the most recent periods, complemented by data from the US Federal Reserve. For periods not covered by the ECB or the Federal Reserve, data are sourced from other BIS member central banks. The Deutsche Bundesbank and the International Monetary Fund (International Financial Statistics) are the main sources of historical data (BIS Statistics, 2023). [1]

The bilateral exchange rate data set, maintained by BIS Statistics, contains long time series on US dollar nominal exchange rates (BIS Statistics, 2023). These data record the nominal value of one US dollar relative to a given currency, with a decrease indicating an appreciation of the currency against the USD. The data set features daily series for around 80 economies, with most daily series starting around 1970 (BIS Statistics, 2023). [1]

In addition to daily series, the data set includes monthly, quarterly, and annual series covering approximately 190 economies. These series typically feature longer time spans than the daily series and start around 1957 (BIS Statistics, 2023). The time series are calculated as end-of-period or averages over daily data, ensuring consistency across different time frames (BIS Statistics, 2023). [1]

The exchange rates series are compiled by combining several sources, ensuring the highest possible level of consistency. The European Central Bank (ECB) is the primary source of daily data for the most recent periods, complemented by data from the US Federal Reserve. Data are also sourced from other BIS member central banks for periods not covered by the ECB or the Federal Reserve (BIS Statistics, 2023). [1]

The bilateral exchange rate data set, maintained by BIS Statistics, contains long time series on US dollar nominal exchange rates (BIS Statistics, 2023). These records show the nominal value of one US dollar (USD) relative to a given currency, with a decrease indicating an appreciation of the currency against the USD and an increase indicating depreciation (BIS Statistics, 2023). The data set features daily series for around 80 economies, with most daily series starting around 1970. Additionally, 14 currencies have data going back to 1950 (BIS Statistics, 2023). [1]

In addition to daily series, the data set includes monthly, quarterly, and annual series covering approximately 190 economies. These series typically feature longer time spans than the daily series and start around 1957 (BIS Statistics, 2023). The time series are calculated as end-of-period or averages over daily data. The data set also includes long historical series, which are backdated with comparable low-frequency historical data (BIS Statistics, 2023). [1]

The exchange rates series are compiled by combining several sources, ensuring the highest possible level of consistency. The European Central Bank (ECB) is the primary source of daily data for the most recent periods, complemented by data from the US Federal Reserve. Data are also sourced from other BIS member central banks for periods not covered by the ECB or the Federal Reserve (BIS Statistics, 2023). [1]

Sources

BIS Statistics

Prepared with AI assistance from the cited sources.