Survey responses from chief financial officers and other financial decisionmakers yield a new measure of inflation ...

We develop a non-parametric filter that identifies sustained directional runs in shocks to monthly inflation—a concept we ...

This data series is part of the Center for Monetary Research. The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three ...

We develop a non-parametric filter that identifies sustained directional runs in shocks to monthly inflation—a concept we define as “inflation shock momentum.” By assessing the shocks to over 100 ...

Cyclical and Acyclical Core PCE Inflation updates data on the contributions to core personal consumption expenditures from cyclical and acyclical components, based on the methods described in Mahedy ...

Supply- and Demand-Driven PCE Inflation updates data on the contributions to personal consumption expenditures (PCE) inflation from supply-driven versus demand-driven components. This tool is intended ...

This data series is part of the Center for Monetary Research. The U.S. Monetary Policy Event-Study Database (USMPD) collects high-frequency changes of interest rates and asset prices around Federal ...

SF President Mary C. Daly will join Fed Vice Chair Michelle Bowman, Fed Governor Christopher Waller, and Chicago Fed ...

This data series is part of the Center for Monetary Research. Treasury Yield Skewness is a daily indicator measuring the risks to the future outlook for interest rates, based on prices of Treasury ...

Differences in prices for consumer goods and services across states have been increasing since the early 2010s. Those differences accelerated during the pandemic and the subsequent inflation surge.

The unemployment rate has risen over half a percentage point since the second quarter of 2023. Individual survey data underlying the unemployment rate can help in assessing which labor market ...