FRED has added 35 series on expected inflation and real and inflation risk premia from the Federal Reserve Bank of Cleveland. The series are estimates of the expected rate of inflation over the next 30 years along with the inflation risk premium, the real risk premium, and the real interest rate, calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations. See the source’s FAQs for more details about the data and methodology for the calculations.
Recent Posts
- FRED Will Remove Wilshire Index Data on June 3, 2024
- Teaching the Economics of Monetary Policy Rules | Bring FRED into the Classroom | April 2024
- FRED & DDP Partnership
- Teaching About the Economics of Saving | Bring FRED into the Classroom | March 2024
- Teaching About the Economics of Banking | Bring FRED into the Classroom | February 2024