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 ...

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 ...

The personal consumption expenditure price index (PCEPI) is one measure of U.S. inflation, tracking the change in prices of goods and services purchased by consumers throughout the economy. Of all the ...

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 ...

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 ...

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 ...

Explore the SF Fed's insights and research on monetary policy, including topics such as interest rates, forward guidance, the balance sheet, and global central banks.

This data series is part of the Center for Monetary Research. Market-Based Monetary Uncertainty provides daily indicators measuring the uncertainty about future short-term interest rates based on ...

The weekly Labor Market Stress Indicator (LMSI) tracks state-level labor market developments in real time to better understand labor market conditions as they evolve. The measure is built from weekly ...

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 ...