Inflation Shock Momentum Index (ISMI)

Lansing and Shapiro (2026) | Working Paper
The Inflation Shock Momentum Index (ISMI) measures the share of PCE categories experiencing consecutive months of positive inflation shocks minus the share experiencing consecutive negative shocks. The index provides a real-time measure of inflation momentum across different product categories. You can view ISMI for headline PCE, core PCE, goods, non-housing services, housing, and core goods.
Current ISMI
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Positive Momentum
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Negative Momentum
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Chart Options
ISMI and Its Components
Date Range
1969-01
2026-06
Start Date
End Date
ISMI over the Last 24 Months