UNITED STATES CONSUMER PRICE INDEX DISAGGREGATION BY INDUSTRY (1960-2020)

This database presents a comprehensive sensitivity analysis framework for closed-form Bayesian economic disaggregation models, specifically designed for the U.S. Consumer Price Index (CPI). It systematically evaluates 1,600 methodological configurations to identify optimal Bayesian updating approaches, leveraging closed-form analytical solutions. The framework integrates historical structural information with contemporary data signals, emphasizing Bayesian coherence, inferential stability, economic interpretability, and computational efficiency. Key innovations include empirically optimized parameters, stratified hyperparameter sampling, and parallel processing for scalability. The methodology is validated through controlled simulations and cross-validation, with practical recommendations for CPI disaggregation by industry (1960–2020). Ideal for researchers and policymakers seeking for robust and reproducible Bayesian methods for economic index analysis or for those who need to use the consumer price index disaggregated by economic activities or industries.