Common and Idiosyncratic Inflation
Matteo Luciani
No 2020-03-05, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)
Abstract:
In this note, we disentangle changes in prices due to economy-wide (common) shocks from changes in prices due to idiosyncratic shocks.
Date: 2020-03-05
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Working Paper: Common and Idiosyncratic Inflation (2020) 
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2020-03-05
DOI: 10.17016/2380-7172.2508
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