2026-10-12T04:32:52Z https://api.figshare.com/v2/oai

oai:figshare.com:article/33820666 2026-09-15T19:57:09Z portal_1197 item_type_3 month_year_09_2026

Data for A model of the Fed's view on inflation Thomas Hasenzagl (24894778) Filippo Pellegrino (24894781) Lucrezia Reichlin (24894784) Giovanni Ricco (24876451) Inflation (Finance) Inflation (Finance) -- Mathematical models Phillips curve Bayesian statistical decision theory Migrated from ePrints We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view – often expressed by central banks – that three components are important: a trend anchored by long-run expectations, a Phillips curve and temporary fluctuations in energy prices. We find that a stable long-term inflation trend and a well identified steep Phillips curve are consistent with the data, but they imply potential output declining since the new millennium and energy prices affecting headline inflation not only via the Phillips curve but also via an independent expectational channel.<br><br>Data record consists of replication code in .tab and .jl format, data in .csv format, and an accompanying readme file. Further information on specific data can be found in the accompanying readme file. 2026-09-15T19:57:09Z Dataset Dataset 10.82444/warw.33820666.v1 https://figshare.com/articles/dataset/Data_for_A_model_of_the_Fed_s_view_on_inflation/33820666 CC BY 4.0