Tools

Tools I have developed for gathering data, analysing economic time series and bringing quantitative methods into Excel.

Each repository includes the files and instructions needed to get started. If you use a tool in your research, please cite the version you used.

Forecast dispersion during 2020.
Focus survey data. View full chart

xlFOCUS

Brazilian economic data, directly in Excel.

Retrieve market expectations and public economic indicators from sources including the Central Bank of Brazil, IBGE and IPEA. Explore forecasts, their dispersion and payment data in the example workbooks.

Excel for Windows · Macros enabled · Version 0.6

Download & documentation Worked example

Suggested citation
Amaral, E. G. C. (2022). xlFOCUS: Brazilian economic data and expectations in Excel (Version 0.6) [Computer software]. GitHub.

BibTeX — xlFOCUS

@misc{Amaral2022xlFOCUS,
author = {Amaral, Eduardo G. C.},
title = {{xlFOCUS}: Brazilian economic data and expectations in Excel},
year = {2022},
howpublished = {Computer software},
note = {Version 0.6},
url = {https://github.com/edugca/xlFOCUS}
}

Industrial production before and after seasonal adjustment, with a separate chart of irregular, seasonal and calendar components. Source: xlDESSAZ using IBGE data.

Industrial production and its components.
IBGE data. View full chart

xlDESSAZ

Seasonal adjustment and forecasting in Excel.

Run X13-ARIMA-SEATS from a spreadsheet to separate seasonal and calendar effects from economic time series. Inspect the decomposition, check residual seasonality and explore the GDP forecasting example.

Excel for Windows · X13-ARIMA-SEATS · Version 0.2.6

Download & documentation Worked example

Suggested citation
Amaral, E. G. C. (2024). xlDESSAZ: Seasonal adjustment and forecasting in Excel (Version 0.2.6) [Computer software]. GitHub.

BibTeX — xlDESSAZ

@misc{Amaral2024xlDESSAZ,
author = {Amaral, Eduardo G. C.},
title = {{xlDESSAZ}: Seasonal adjustment and forecasting in Excel},
year = {2024},
howpublished = {Computer software},
note = {Version 0.2.6},
url = {https://github.com/edugca/xlDESSAZ}
}

Slice, stack and reverse matrices.
Repository diagram. View full diagram

xlMATRIX

Matrix operations and econometrics with Excel LAMBDA.

Slice, stack and reshape matrices with functions inspired by MATLAB. Extend a spreadsheet with statistical and econometric methods, including regression, filters and matrix decompositions.

Excel with LAMBDA support · No VBA · Version 1.2

Download & documentation HP filter walkthrough

Suggested citation
Amaral, E. G. C. (2025). xlMATRIX: Matrix operations and econometrics in Excel (Version 1.2) [Computer software]. GitHub.

BibTeX — xlMATRIX

@misc{Amaral2025xlMATRIX,
author = {Amaral, Eduardo G. C.},
title = {{xlMATRIX}: Matrix operations and econometrics in Excel},
year = {2025},
howpublished = {Computer software},
note = {Version 1.2},
url = {https://github.com/edugca/xlMATRIX}
}

Regression coefficients returned to Excel.
Saved example output; bars show ±1 standard error.

xlRcode

Use R functions and packages inside Excel.

Call R functions from spreadsheet formulas or run R scripts and return their results to Excel. The example workbooks cover datasets, regression and the replication of economic models.

Excel for Windows · Local R installation · Version 0.2.0

Download & documentation Worked example

Suggested citation
Amaral, E. G. C. (2023). xlRcode: R functions and packages in Excel (Version 0.2.0) [Computer software]. GitHub.

BibTeX — xlRcode

@misc{Amaral2023xlRcode,
author = {Amaral, Eduardo G. C.},
title = {{xlRcode}: R functions and packages in Excel},
year = {2023},
howpublished = {Computer software},
note = {Version 0.2.0},
url = {https://github.com/edugca/xlRcode}
}

Institutional projects

BC Link
Economic and financial time-series tools developed at the Central Bank of Brazil.

Google Sites

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