Common and Idiosyncratic Inflation

Posted: 13 Aug 2020

See all articles by Matteo Luciani

Matteo Luciani

Board of Governors of the Federal Reserve System

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Date Written: March 5, 2020

Abstract

In this note, we disentangle changes in prices due to economy-wide (common) shocks from changes in prices due to idiosyncratic shocks.

Suggested Citation

Luciani, Matteo, Common and Idiosyncratic Inflation (March 5, 2020). FEDS Notes No. 2020-03-05 https://doi.org/10.17016/2380-7172.2508, Available at SSRN: https://ssrn.com/abstract=3672613

Matteo Luciani (Contact Author)

Board of Governors of the Federal Reserve System ( email )

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