Hello, I have a quarterly dataset which gives inflation for each state in each quarter. I found during recession times the dispersion of the inflation decreases. How would I approach the following questions? Which econometric method would be useful?

4. What percent of the total variation in state level inflation is due to differences across individual states? What percent of the variation is due to common changes in inflation across all states? 5. How would you go about testing the following hypothesis? "Inflation in the United States is persistent. However, persistence is due national and not to state level factors." Write the estimating equation and /or write code that tests the hypothesis