Journal Article

Understanding Inflation via Developments in Market and Nonmarket Inflation Rates


Abstract: This Economic Commentary examines the recent behavior and the longer-term properties of market-based and non-market-based inflation series, including their cyclical properties, historical revisions, and predictive power in explaining future PCE inflation. The examination reveals a statistically significant association between market-based PCE inflation and estimates of labor market slack, and a strong positive association between movements in the stock market and in some of the financial services components of non-market-based PCE inflation. Disinflation in overall PCE inflation over the course of 2023 and 2024 was largely driven by disinflation in the market-based components, coinciding with a gradual loosening in labor market conditions.

https://doi.org/10.26509/frbc-ec-202509

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Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Economic Commentary

Publication Date: 2025-09-23

Volume: 2025

Issue: 09

Pages: 8