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    • Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation

    Metadata Updated: December 18, 2024

    The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield curves have many practical uses, including pricing of various fixed-income securities, and are closely watched by market participants and policymakers alike for potential clues about the markets perception of the path of the policy rate and the macroeconomic outlook. This page provides daily estimated real yield curve parameters, smoothed yields on hypothetical TIPS, and implied inflation compensation, from 1999 to the present. Because this is a staff research product and not an official statistical release, it is subject to delay, revision, or methodological changes without advance notice.

    Access & Use Information

    Public: This dataset is intended for public access and use. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

    Downloads & Resources

    Dates

    Metadata Created Date December 18, 2024
    Metadata Updated Date December 18, 2024

    Metadata Source

    Harvested from Federal Reserve

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date December 18, 2024
    Metadata Updated Date December 18, 2024
    Publisher Board of Governors of the Federal Reserve System
    Maintainer
    Identifier FRBCNA42
    Data Last Modified R/P1W
    Public Access Level public
    Bureau Code 920:00
    Schema Version https://project-open-data.cio.gov/v1.1/schema
    Harvest Object Id 95d5b913-61d1-44f8-b7cf-b730b01eb7ef
    Harvest Source Id ed4f9073-f069-4049-8ee0-17ff5c98cd46
    Harvest Source Title Federal Reserve
    Homepage URL https://www.federalreserve.gov/data/tips-yield-curve-and-inflation-compensation.htm
    Program Code 920:000
    Source Datajson Identifier True
    Source Hash 9755b8e2874c5365723a6e0aa8cf79b713e780b16173985b25e9534581c57106
    Source Schema Version 1.1

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