Showing econ.EMShow all
2 papers · 1 filter
econ.EM2026
Tracking Brazil's Real Neutral Rate: A Multi-Block Ensemble Framework Combining Statistical Trends, Market Prices, and State-Space Models
Gabriel de Macedo Santos
This paper presents an implementable framework for tracking Brazil's real neutral-rate proxy, using a block-based ensemble of complementary models. The project begins with daily ma…
econ.EM2026
Decomposition of Brazil's 5-year DI Futures in Basis Points
Gabriel de Macedo Santos
This paper proposes an empirical, replicable, and interpretable framework to decompose, in basis points (bps), daily changes in Brazil's 5-year DI futures rate (DI5Y). The approach…