Data and Code

• Supply and Demand Driven Contributions  to PCE Inflation (1969-2024)

       Stata Code (requires Haver) 

         excel file (.xls) (last updated 2/5/2025)

         documentation: Decomposing Supply and Demand Driven Inflation (forthcoming in Journal of Money, Credit, & Banking)

• Cyclical and Acyclical Core PCE Inflation (.xlsx) 

 Stata Code (requires Haver)

          documentation:  A Simple Framework to Monitor Inflation (FRBSF WP) and What's Down with Inflation?

• Covid Sensitive Core PCE Inflation (.xlsx) 

        Stata Code (requires Haver)      

        documentation: A Simple Framework to Monitor Inflation (FRBSF WP) and Monitoring the Inflationary Effects of COVID-19

• Daily News Sentiment Index (.xlsx)

               Code and Dictionaries 

        documentation: Measuring News Sentiment (Journal of Econometrics)