  This paper uses new and recently introduced mathematical techniques to
undertake a data-driven study on the systemic nature of global inflation. We
start by investigating country CPI inflation over the past 70 years. There, we
highlight the systemic nature of global inflation with a judicious application
of eigenvalue analysis and determine which countries exhibit most "centrality"
with an inner-product based optimization method. We then turn to inflationary
impacts on financial market securities, where we explore country equity
indices' equity robustness and the varied performance of equity sectors during
periods of significant inflationary pressure. Finally, we implement a
time-varying portfolio optimization to determine which asset classes were most
beneficial in increasing portfolio Sharpe ratio when an investor must hold a
core (and constant) allocation to equities.
