Inflation Diffusion Indices

  • The Diffusion Realized Index for tenor N at time t is a measurement showing the percentage of countries* for which CPI YoY has increased over the N previous months (between t and t-N).
  • The Diffusion Forecast Index for tenor N is our prediction of the Diffusion Realized Index at time t.

* The 33 major economies covered by Turnleaf Analytics forecasts.