October 2022


The Dynamics of Inflation Regimes and Hedging

State Street LIVE: Research Retreat offers a wide range of academic expertise and timely market insights.

Understanding and anticipating the shifting nature of inflation poses a key challenge for investors and policy makers. In this presentation, Will Kinlaw, head of global markets research, and Megan Czasonis, head of portfolio management research, apply statistical tools to contextualize 2022’s inflation surge according to historical inflation regimes, and determine its key drivers. They also show how PriceStats’ high-frequency inflation data – sourced from online retailers – can help anticipate future trends in official inflation, and inform a dynamic inflation hedging strategy.

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