Discussion Paper

Common and Idiosyncratic Inflation


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

https://doi.org/10.17016/2380-7172.2508

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Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2020-03-05

Number: 2020-03-05