BUG: do not escape placeholder in to_latex()

doc/source/whatsnew/v0.22.0.txt

@@ -302,7 +302,7 @@ I/O
 - Bug in :func:`read_msgpack` with a non existent file is passed in Python 2 (:issue:`15296`)
 - Bug in :func:`read_csv` where a ``MultiIndex`` with duplicate columns was not being mangled appropriately (:issue:`18062`)
 - Bug in :func:`read_sas` where a file with 0 variables gave an ``AttributeError`` incorrectly. Now it gives an ``EmptyDataError`` (:issue:`18184`)
--
+- Bug in :func:`DataFrame.to_latex()` where pairs of braces meant to serve as invisible placeholders were escaped (:issue:`18667`)
 -
 
 Plotting

pandas/io/formats/format.py

@@ -967,7 +967,7 @@ def get_col_type(dtype):
                          .replace('#', '\\#').replace('{', '\\{')
                          .replace('}', '\\}').replace('~', '\\textasciitilde')
                          .replace('^', '\\textasciicircum').replace('&', '\\&')
-                         if x else '{}') for x in row]
+                         if (x and x != '{}') else '{}') for x in row]
             else:
                 crow = [x if x else '{}' for x in row]
             if self.bold_rows and self.fmt.index:

pandas/tests/io/formats/test_to_latex.py

@@ -536,3 +536,35 @@ def test_to_latex_no_bold_rows(self):
 \end{tabular}
 """
         assert observed == expected
+
+    @pytest.mark.parametrize('name0', [None, 'named'])
+    @pytest.mark.parametrize('name1', [None, 'named'])
+    @pytest.mark.parametrize('axes', [[0], [1], [0, 1]])
+    def test_to_latex_multiindex_names(self, name0, name1, axes):
+        # GH 18667
+        names = [name0, name1]
+        mi = pd.MultiIndex.from_product([[1, 2], [3, 4]])
+        df = pd.DataFrame(-1, index=mi.copy(), columns=mi.copy())
+        for idx in axes:
+            df.axes[idx].names = names
+
+        idx_names = tuple(n or '{}' for n in names)
+        idx_names_row = ('%s & %s &    &    &    &    \\\\\n' % idx_names
+                         if (0 in axes and any(names)) else '')
+        placeholder = '{}' if any(names) and 1 in axes else ' '
+        col_names = [n if (bool(n) and 1 in axes) else placeholder
+                     for n in names]
+        observed = df.to_latex()
+        expected = r"""\begin{tabular}{llrrrr}
+\toprule
+  & %s & \multicolumn{2}{l}{1} & \multicolumn{2}{l}{2} \\
+  & %s &  3 &  4 &  3 &  4 \\
+%s\midrule
+1 & 3 & -1 & -1 & -1 & -1 \\
+  & 4 & -1 & -1 & -1 & -1 \\
+2 & 3 & -1 & -1 & -1 & -1 \\
+  & 4 & -1 & -1 & -1 & -1 \\
+\bottomrule
+\end{tabular}
+""" % tuple(list(col_names) + [idx_names_row])
+        assert observed == expected