Federal Reserve Bank of San Francisco: 'Measuring Inflation Shock Momentum'
May 15, 2026
May 15, 2026
SAN FRANCISCO, California, May 15 (TNSLrpt) -- The Federal Reserve Bank of San Francisco issued the following white paper (No. 2026-10) on April 30, 2026, by Kevin J. Lansing and Adam Shapiro entitled "Measuring Inflation Shock Momentum."
Here are excerpts:
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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 . . .
Here are excerpts:
* * *
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 . . .