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$ git clone https://github.com/opensdmx/rsdmx.git
$ R
> install.packages("path/to/rsdmx", repos=NULL, type="source")
> packageVersion("rsdmx")
[1] ‘0.5.2’
> library(rsdmx)
> ulc.data <- readSDMX(file = "http://stats.oecd.org/restsdmx/sdmx.ashx/GetData/PDBI_I4/AUS+AUT+BEL+CAN+CHL+CZE+DNK+EST+FIN+FRA+DEU+GRC+HUN+IRL+ISR+ITA+JPN+KOR+LUX+MEX+NLD+NZL+NOR+POL+PRT+SVK+SVN+ESP+SWE+CHE+GBR+USA+EA19+EU28+NMEC+LVA+LTU+ZAF.I4_ANA_GVAHRS+I4_ANA_ULCH+I4_ANA_LCHRS.GRW+AVGRW.A_U+BNEXCL+B_E+BDE+C+F+GNEXCL+G_I+J+K+MN/all?startTime=2001&endTime=2015")
> ulc.dsd <- readSDMX(file = "http://stats.oecd.org/restsdmx/sdmx.ashx/GetDataStructure/PDBI_I4")