Software and replication materials developed during my research.
Ph.D. thesis repository — MATLAB code and supporting materials for Essays in Monetary Policy with Risky Assets.
xlFOCUS — Fetch Brazilian economic indicators, market expectations and other public data into Excel.
xlDESSAZ — Seasonal adjustment and forecasting in Excel using X13-ARIMA-SEATS.
xlMATRIX — Vector and matrix operations in Excel using LAMBDA functions.
xlRcode — Call R packages from Excel functions.
BC Link — Economic and financial time-series tools developed at the Central Bank of Brazil.