Inflation is a critical issue in Europe nowadays, impacting both the political and the economic contexts. Recent events have driven price increases that significantly impact people’s daily life. Our goal is to identify structural changes in inflation rates across key categories of goods in the European Union. To do so, we exploit a Bayesian nonparametric model for change points detection on multivariate time series data. The detected change points provide a valuable insight on which events and which goods mostly influenced inflation rates.