090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
BCB Brazil Macro Intelligence
Monthly Brazilian macro-financial intelligence from the Banco Central do Brasil's official keyless SGS time-series API: IPCA and IGP-M monthly inflation (%), the Copom Selic target (% p.a., month-end), and the USD/BRL commercial selling rate (R$ per US$), with trailing-12-month compounded inflation, 1/12-month FX changes, and an ex-ante real-rate approximation (Selic minus 12m IPCA). Full history as published (IPCA from 1980); pre-start months are nulls, never imputed. Who joins this: LatAm rates/FX desks join real-rate and FX momentum on year_month; EM macro models use the Selic-vs-IPCA gap as a policy-stance feature; corporates with BRL exposure use trailing FX changes for hedge timing.
Brazil Macro Signals (derived)
Brazilian macro signals from the Banco Central do Brasil's SGS system (keyless API): the Selic target rate (daily), the USD/BRL exchange rate (daily) and IPCA consumer-price inflation (monthly), with 63-day/3-month momentum, 30-period change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the real Selic rate (Selic minus IPCA 12-month), a 12-month BRL depreciation gauge, a restrictive real-rate flag and a 5-year Selic z-score. The first Latin America / emerging-market central-bank lens in the catalog, complementary to em-currency-stress-signals (FX only) and the developed-market policy sets. All rows normalized to country_code BRA. Raw data: Banco Central do Brasil (commercial re-use terms not verifiable from this machine — flagged unclear in the UI).
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