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Finance and Economics Discussion Series: 2009-16 Screen Reader version

Reset Price Inflation and the Impact of Monetary Policy Shocks (Figure Data)

Figure 11, Upper Panel: Monthly Serial Correlations

	Serial Correlation
pi* Data	-0.47
pi* SDP Comps	-0.24
pi* SDP Endo M	-0.43
pi Data	-0.12
pi SDP Comps	0.73
pi SDP Endo M	0.12

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Figure 11: Lower Panel: Monthly Standard Deviations

	Standard Deviation
pi* Data	0.99
pi* SDP Comps	0.52
pi* SDP Endo M	0.41
pi Data	0.18
pi SDP Comps	0.11
pi SDP Endo M	0.05

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Figure 12: Upper Panel: Bi-monthly Serial Correlations

	Serial Correlation
pi* Data	-0.41
pi* SDP Comps	0.3
pi* SDP Endo M	-0.34
pi Data	-0.01
pi SDP Comps	0.78
pi SDP Endo M	0.15

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Figure 12: Lower Panel, Bi-monthly Standard Deviations

	Standard Deviation
pi* Data	0.53
pi* SDP Comps	0.42
pi* SDP Endo M	0.2
pi Data	0.18
pi SDP Comps	0.22
pi SDP Endo M	0.06

Back to Figure 12