First package:
Inflation modelling and forecasting

This package offers the output of estimated and calibrated econometric models to analyze and forecast medium-term price and wage inflation

This package includes:

Estimated econometric models

A large collection of Phillips curve models, trend models, state-space models, dynamic factor models, and ad-hoc models to monitor and forecast price and wage inflation. The list includes the Fed staff model described in Detmeister et al. (2014)..
Click here for the list of models

Calibrated models

Calibrated models to identify the contributions of medium-term movements of price and wage inflation.
Click here for the list of calibrated models

The “Shadow forecast”

A document delivered before each FOMC meeting that includes the models’ output, the updated forecast, and a commentary about the risks around the forecast.

Incoming data

The package includes consultancy about incoming data and high-frequency movements of price and wage inflation

Want something more tailored?

We provide tailored consulting on ad-hoc projects.


Trezzi consulting is a Swiss registered firm that offers independent economic and statistical consulting services. Trezzi consulting does not have access to any classified information of any central bank, including the Federal Reserve. All econometric and statistical models included in the packages are either developed in-house or they are based on publicly available documents such as papers and notes.