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.
- FRED Continues To Improve Its Accessibility
- Teaching About Core Inflation | Bring FRED into the Classroom | November 2023
- FRED Adds New Personal Consumption Expenditures (PCE) Price Index Data
- Teaching About Government Budget Deficits | Bring FRED into the Classroom | October 2023
- A U.S. Government Shutdown Could Delay Some FRED Data