This repo consists of the code embedded in the Bank Underground post by Andrew Blake, 19 November 2019.
There is a single file of R code.
If not already available, the tidyverse and quantmod libraries must be installed.
The code was developed using R version 3.5.1, tidyverse version 1.2.1 and quantmod version 0.4-0.
Bank of England Data Classification: OFFICIAL BLUE