Data

A major part of my work as an academic researcher is finding ways to access and organize financial and economic datasets using code. In this section I'll provide a download link for the full datasets I use for research or class material. All files represent the whole database, iterating by available time periods and cases. These files are raw and come with no warranty. Be aware that you'll probably need to clean it up before any good use. As such, please make sure to cite the original source for reproducibility (see citation format from dataverse).

All data is distributed using the Harvard Dataverse Project. The Dataverse platform is stable, provides data persistency, versioning and the automatic generation of citation text. You can even use the dataverse package for reading the files from an R session.

All hosted data will be updated at least once a year.

Available datasets:

• GetDFPData2: Annual financial statements (DFP) of Brazilian public companies, as published by B3/CVM. Download Details
• GetFREData: Corporate events and reference data from the FRE system (B3/CVM). Download Details
• GetTDData: Prices and yields of Brazilian sovereign bonds (Tesouro Direto). Download Details

Brazilian Financial & Public Data Ecosystem

Each dataset below is also accessible programmatically via open-source R packages, Python libraries, and Model Context Protocol (MCP) servers for AI agents: