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Federal
Tips from TIPS: Update and Discussions
Board of Governors of the Federal Reserve System —
D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk... -
Federal
Index of Common Inflation Expectations
Board of Governors of the Federal Reserve System —
The Index of Common Inflation Expectations (CIE) pulls together a variety of measures that look at the inflation expectations of economic agents. Data dimensions...