The new SF Fed Policy Calibration Tool is designed to help construct a monetary policy path that aligns with one’s views of ...

Central banks purchase bonds and other securities with their own reserves. In doing so, they expand the supply of safe assets ...

This data series is part of the Center for Monetary Research. The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three ...

The Daily News Sentiment Index is a high frequency measure of economic sentiment based on lexical analysis of economics-related news articles. The index is described in Buckman, Shapiro, Sudhof, and ...

The weekly Labor Market Stress Indicator (LMSI) tracks state-level labor market developments in real time to better understand labor market conditions as they evolve. The measure is built from weekly ...

This data series is part of the Center for Monetary Research. Treasury Yield Skewness is a daily indicator measuring the risks to the future outlook for interest rates, based on prices of Treasury ...

Supply- and Demand-Driven PCE Inflation updates data on the contributions to personal consumption expenditures (PCE) inflation from supply-driven versus demand-driven components. This tool is intended ...

The personal consumption expenditure price index (PCEPI) is one measure of U.S. inflation, tracking the change in prices of goods and services purchased by consumers throughout the economy. Of all the ...

Cyclical and Acyclical Core PCE Inflation updates data on the contributions to core personal consumption expenditures from cyclical and acyclical components, based on the methods described in Mahedy ...

This data series is part of the Center for Monetary Research. This site presents a weekly and monthly series of the proxy funds rate, following Doh and Choi (2016), Choi, Doh, Foerster, and Martinez ...

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 ...

This data series is part of the Center for Monetary Research. The U.S. Monetary Policy Event-Study Database (USMPD) collects high-frequency changes of interest rates and asset prices around Federal ...