ABCDEFGHIJKLMNOPQ
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Brazil data
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CPI qq saCPIpi_exppipi_startombinipigapfxmpry5yield (original)y5yieldy5yield_hpyy_starygap
3
.excel_last
diff%(sa(C223PCA@EMERGELA))
C223PCA@EMERGELA
N223VCP1@EMERGELA
N223XUSV@EMERGELA
N223RD@EMERGELA
R223M5Y@EMERGELA
S223NGPC@EMERGELA
4
Brazil: Natl Consumer Price Index [Extended,IPCA] (NSA, 12/93=100)
Brazil: Natl Consumer Price Index [Extended,IPCA] (NSA, 12/93=100)
Brazil: IPCA: Expected Inflation Over the Next 12 Months (NSA,%)
Brazil: Free Exchange Rate: United States: Mid (Real/USD)
Brazil: Interest Rate: Selic - Target Rate (EOP, % per annum)
Brazil: 5 Year Treasury Bond Mid Yield (% p.a.)
hp filtered
Brazil: Gross Domestic Product at Market Prices(SA, Mil.Chn.1995.Reais)
5
Q1-1990 <- Jan-1990
Q1-1990 <- Jan-1990
Q4-2001 <- Nov-2001
Q3-1994 <- Jul-1994
Q1-1998 <- Jan-1998
Q1-2008 <- Jan-2008Q1-1990
6
Q1-2022 <- May-2022
Q1-2022 <- May-2022
Q1-2022 <- Mar-2022
Q1-2022 <- May-2022
Q1-2022 <- May-2022
Q1-2022 <- May-2022Q1-2022
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IBGEIBGEBCBBCBBCBTPI/HIBGE
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6/9/20226/9/20224/26/20225/31/20225/11/20225/31/2022λ=16006/2/2022Filtro de KalmanKalman Filter
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Period
Quarterly <- Monthly
Quarterly <- Monthly
Quarterly <- Monthly
Quarterly <- Monthly
Quarterly <- Monthly
Quarterly <- MonthlyQuarterlyQuarterlyQuarterly
10
03/19980,881450,72#N/A1,126528,00#N/A25,376523,9874185451186661,5-0,6
11
06/19980,281464,67#N/A1,147621,00#N/A24,368123,6837188480189247,4-0,4
12
09/1998-0,111459,49#N/A1,171019,00#N/A24,857523,3809188600189511,5-0,5
13
12/19980,331455,58#N/A1,195429,00#N/A25,969223,0803186365188723,3-1,2
14
03/19991,611484,13#N/A6,588,000,00-1,421,770442,00#N/A24,858922,7840186953189786,0-1,5
15
06/19991,671512,53#N/A6,858,000,00-1,151,713921,00#N/A20,221022,4961187400190103,7-1,4
16
09/19991,961539,78#N/A8,068,000,000,061,859319,00#N/A19,673622,2220187735190048,4-1,2
17
12/19992,711577,29#N/A11,298,000,003,291,913719,00#N/A19,489421,9654190367192033,0-0,9
18
03/20001,161600,97#N/A4,736,000,00-1,271,773318,50#N/A19,259121,7289192347193303,0-0,5
19
06/20000,711612,09#N/A2,876,000,00-3,131,801117,50#N/A19,096321,5130195068194891,40,1
20
09/20002,951656,22#N/A12,346,000,006,341,815016,50#N/A19,142721,3170197331196937,70,2
21
12/20001,161675,11#N/A4,736,000,00-1,271,929915,75#N/A19,450821,1386199752198311,20,7
22
03/20011,171700,42#N/A4,764,000,000,762,014815,75#N/A20,023420,9742200567198224,41,2
23
06/20011,591724,90#N/A6,504,000,002,502,288118,25#N/A20,739120,8190199541198950,50,3
24
09/20012,631766,12#N/A10,934,000,006,932,549019,00#N/A21,008720,6678198471199857,9-0,7
25
12/20011,901800,615,397,834,000,003,832,548319,00#N/A21,158320,5152197969200659,8-1,3
26
03/20021,251830,114,735,113,500,001,612,381018,50#N/A21,345220,3560202517204013,0-0,7
27
06/20021,791859,524,657,373,500,003,872,504518,50#N/A21,703920,1856203630205619,9-1,0
28
09/20022,541900,975,1810,533,500,007,033,128518,00#N/A22,152319,9997206189208631,5-1,2
29
12/20024,701992,2910,0920,193,500,0016,693,669025,00#N/A22,837719,7953208268209980,1-0,8
30
03/20035,782116,2011,1325,224,000,0021,223,491626,50#N/A21,944519,5705207354206916,50,2
31
06/20032,852173,018,4311,914,000,007,912,985526,00#N/A20,453119,3253205567207781,2-1,1
32
09/20031,172190,216,524,764,000,000,762,934620,00#N/A18,713719,0614207544210829,2-1,6
33
12/20031,242219,306,155,074,000,001,072,899816,50#N/A18,039518,7810209688210977,8-0,6
34
03/20041,322259,105,795,405,000,000,402,895516,25#N/A18,071818,4861212622211809,30,4
35
06/20041,592292,325,806,515,000,001,513,044816,00#N/A18,174618,1783218444217808,00,3
36
09/20042,592341,316,2910,795,000,005,792,976516,25#N/A18,365617,8591221217218712,11,1
37
12/20041,552379,856,166,365,000,001,362,785317,75#N/A18,541917,5295222909219477,41,6
38
03/20051,542427,265,686,314,500,001,812,664819,25#N/A18,387317,1914224544219666,22,2
39
06/20051,882470,995,437,754,500,003,252,481419,75#N/A17,819016,8470227620223559,61,8
40
09/20051,052486,584,834,254,500,00-0,252,342419,50#N/A16,983616,4993225936223146,71,2
41
12/20051,492524,734,666,104,500,001,602,250518,00#N/A16,001916,1519228713226559,51,0
42
03/20061,042561,004,504,214,500,00-0,292,195516,50#N/A15,149715,8088232675229421,61,4
43
06/20060,652577,144,152,644,500,00-1,862,184815,25#N/A14,459515,4738233233230694,31,1
44
09/20060,542581,954,282,204,500,00-2,302,170914,25#N/A13,909315,1503237003234306,81,2
45
12/20060,872604,044,093,534,500,00-0,972,151613,25#N/A13,471514,8411239810236627,01,3
46
03/20070,942637,523,923,794,500,00-0,712,107412,75#N/A13,174214,5482244642240225,81,8
47
06/20070,902661,943,493,634,500,00-0,871,981412,00#N/A12,927714,2729248442243565,72,0
48
09/20071,222685,793,684,974,500,000,471,915711,25#N/A12,807014,0153250959245138,22,4
49
12/20071,152714,823,964,704,500,000,201,785211,25#N/A12,843613,7749254912247460,93,0
50
03/20081,312759,764,355,344,500,000,841,736111,2512,889412,889413,5505257772249141,83,5
51
06/20081,732809,954,777,124,500,002,621,655712,2513,910713,910713,3402263751255053,33,4
52
09/20081,922853,955,337,924,500,003,421,667413,7514,281614,281613,1416267637259196,63,3
53
12/20081,142884,025,254,654,500,000,152,277513,7515,467315,467312,9529257533253479,41,6
54
03/20090,862919,354,593,484,500,00-1,022,310911,2512,088612,088612,7728253890256315,5-0,9
55
06/20091,132955,404,134,614,500,000,112,07449,2512,282512,282512,6016258527259847,2-0,5
56
09/20091,212979,584,084,944,500,000,441,86558,7512,286212,286212,4393264588263593,10,4
57
12/20090,983006,084,323,984,500,00-0,521,73798,7512,668112,668112,2857271324267056,21,6
58
03/20101,433061,344,575,854,500,001,351,80208,7512,480312,480312,1403277433271104,02,3
59
06/20101,353106,304,795,524,500,001,021,791710,2512,594312,594312,0029280158271914,63,0
60
09/20100,803116,544,953,254,500,00-1,251,748910,7511,983911,983911,8738283033274706,13,0
61
12/20101,903173,845,387,814,500,003,311,696310,7512,148312,148311,7532286929278426,93,1
62
03/20111,893248,165,507,774,500,502,771,666911,7512,454212,454211,6418290983283308,12,7
63
06/20111,823311,075,297,464,501,001,961,595212,2512,681712,681711,5404293843286094,82,7
64
09/20111,413338,965,475,754,501,50-0,251,636512,0012,061112,061111,4500293224287091,02,1
65
12/20111,443386,605,575,894,502,00-0,611,799711,0010,882510,882511,3729295609289799,22,0
66
03/20120,953435,465,313,874,502,00-2,631,76759,7510,483610,483611,3112291808285887,72,1
67
06/20121,083476,715,494,384,502,00-2,121,96308,509,77849,778411,2672296830291283,01,9
68
09/20121,713513,935,607,014,502,000,512,02857,509,05619,056111,2422301932295518,52,2
69
12/20121,773576,535,467,264,502,000,762,05827,258,57228,572211,2370301991296766,51,8
70
03/20131,633653,705,536,704,502,000,201,99557,258,70588,705811,2508303283298316,61,7
71
06/20131,293704,945,585,284,502,00-1,222,06978,008,79878,798711,2812308402302909,71,8
72
09/20131,243727,325,925,044,502,00-1,462,28809,0010,701410,701411,3241309431303572,41,9
73
12/20131,563785,436,196,414,502,00-0,092,276210,0011,768511,768511,3739309809303759,22,0
74
03/20141,593865,866,116,504,502,000,002,363710,7512,624012,624011,4248312515306252,52,0
75
06/20141,873941,796,067,704,502,001,202,229411,0012,058212,058211,4711307815303409,61,5
76
09/20141,373972,866,095,614,502,00-0,892,274911,0011,487811,487811,5077307745305770,00,6
77
12/20141,524032,106,506,234,502,00-0,272,545111,7512,253812,253811,5301309304308780,70,2
78
03/20152,704161,936,8111,244,502,004,742,863112,7512,471612,471611,5337307185308428,5-0,4
79
06/20152,714277,396,1711,304,502,004,803,071913,7512,574312,574311,5143299205305455,8-2,0
80
09/20152,214351,295,869,164,502,002,663,547714,2513,688613,688611,4684294779304815,3-3,3
81
12/20152,334449,866,859,654,502,003,153,842314,2515,411215,411211,3931292457303187,9-3,5
82
03/20162,564584,116,9610,644,500,006,143,909714,2515,069615,069611,2868287764301033,5-4,4
83
06/20161,794668,626,177,354,500,002,853,509614,2512,531012,531011,1506289364303488,2-4,7
84
09/20161,744731,095,517,164,500,002,663,246914,2511,796211,796210,9879287615302422,4-4,9
85
12/20160,734763,334,872,964,500,00-1,543,293113,7511,485711,485710,8027287006303033,1-5,3
86
03/20170,564808,404,622,274,500,00-2,233,142612,2510,319110,319110,6000290238305571,9-5,0
87
06/20170,554834,714,532,234,500,00-2,273,213410,2510,058610,058610,3848292395306336,7-4,6
88
09/20170,684852,594,302,754,500,00-1,753,16368,259,22969,229610,1621293285306168,3-4,2
89
12/20170,924897,543,983,754,500,00-0,753,24727,009,67629,67629,9368294509305817,6-3,7
90
03/20180,614942,723,932,454,500,00-2,053,24356,509,21159,21159,7129296093305533,2-3,1
91
06/20181,154996,004,254,694,500,000,193,60536,509,77639,77639,4945296581304040,6-2,5
92
09/20181,685066,173,846,914,500,002,413,95816,5010,744210,74429,2854299267306264,5-2,3
93
12/20180,535099,093,792,144,500,00-2,363,80976,509,31639,31639,0895298254306346,4-2,6
94
03/20190,635144,443,962,564,250,00-1,693,77036,508,28078,28078,9115299365307457,5-2,6
95
06/20191,475211,673,656,034,250,001,783,91856,507,76857,76858,7564301329307848,6-2,1
96
09/20190,555227,323,552,224,250,00-2,033,97335,506,46416,46418,6287301501307065,2-1,8
97
12/20190,615271,033,672,444,250,00-1,814,11704,506,26286,26288,5325302499307508,6-1,6
98
03/20201,135341,553,514,584,000,000,584,45783,756,30736,30738,4702295110299528,3-1,5
99
06/2020-0,135323,012,84-0,514,000,00-4,515,38832,256,02496,02498,4431269231300800,9-10,5
100
09/20201,055364,613,144,284,000,000,285,38002,005,50025,50028,4510290479300665,9-3,4