CeFiM

We are Insper's Finance and Macroeconomics Unit. This repository holds code and data used in our studies.

Installation

pip install cefim

Updates to this package are very frequent. Always make sure you are using the latest version.

pip install cefim --upgrade

Data Feeder

All of our data can be retrieved through the CefinData class. The available methods are:

• bcb_focus(): Survey of professional forecasts of the Brazialian Central Bank. Source is from the Brazilian Central Bank website. We have cleaned and strucured the original data.
• titulos_publicos(): Brazilian Public Bonds secondary market. Source is from the Brazilian Central Bank website. We have cleaned and strucured the original data.
  • ntnb(): a subset of titulos_publicos() with only the inflation linked bonds.