The COVID-19 inflation surge experienced abroad undoubtedly left its mark on U.S. inflation. As global economies return to ...

During the post-pandemic period, the vacancy-unemployment ratio was at historically high levels, but the strength of overall ...

We examine the impact of systematic media reporting on household inflation expectations, focusing on how selective news ...

This data series is part of the Center for Monetary Research. Monetary Policy Surprises data capture the exogenous changes in interest rates over tight windows around the monetary policy announcements ...

The Center’s mission is to promote policy-relevant research in monetary economics and macro-finance, foster collaboration across the academic, Federal Reserve, and central bank research communities, ...

Presentations by Yueran Ma on “Business Concentration around the World: 1900—2020” and Greg Buchak on “The Secular Decline of Bank Balance Sheet Lending” Presentations by Juliane Begenau on “Deposit ...

The Center for Monetary Research provides recurring updates to interactive data series on specific topics in monetary economics and macro-finance. Data sets on this page include interest rate ...

Treasury Yield Skewness provides daily indicators measuring the risks to the future outlook for interest rates, based on prices of Treasury derivatives and the methodology of Bauer and Chernov (2024).

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

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 ...