Federal Reserve Bank of San Francisco

Using Inflation Shock Patterns to Help Forecast Inflation

A new indicator—the Inflation Shock Momentum Index—can help identify emerging inflationary or disinflationary pressures in ...
San Francisco Fed

Audited Financial Statements

The Board of Governors and the Federal Reserve Banks annually prepare and release audited financial statements reflecting balances (as of December 31) and income and expenses for the year then ended.
San Francisco Fed

Inflation Shock Momentum Index (ISMI)

The Inflation Shock Momentum Index (ISMI) updates data on coordinated directional pressure across the distribution of category-level inflation rates. This monthly indicator is intended to track ...
San Francisco Fed

A Conversation with Mary C. Daly and the Bank of Spain

Mary C. Daly, president and CEO of the Federal Reserve Bank of San Francisco joined José Luis Escrivá, Governor of the Banco de España for a moderated conversation at the Banco de España’s conference, ...
San Francisco Fed

Lawrence D.W. Schmidt | AI’s Impact on Labor and Wages

Please join us on July 1 for a live presentation on the impact of AI on labor and wages from Lawrence D.W. Schmidt, the Victor J. Menezes (1972) Career Development Associate Professor of Finance at ...
Federal Reserve Bank of San Francisco

Calibrating Monetary Policy

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

Market-Based Monetary Policy Uncertainty

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 ...
San Francisco Fed

Treasury Yield Skewness

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 ...
San Francisco Fed

The Economic Value of AI at Work and at Home

Aaron “Ronnie” Chatterji, chief economist at OpenAI and Sylvain Leduc, director of economic research at the Federal Reserve Bank of San Francisco, held a live discussion on the economic value of AI in ...
San Francisco Fed

U.S. Monetary Policy Event-Study Database

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 ...
San Francisco Fed

Interest Rate Probability Distributions

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...