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Source: Federal Reserve Bank of Cleveland
Release: Inflation Expectations
Units: Percent, Not Seasonally Adjusted
Frequency: Monthly
The Federal Reserve Bank of Cleveland estimates 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.
Their estimates are calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations.
For more information, please visit the Federal Reserve Bank of Cleveland.
Federal Reserve Bank of Cleveland, 1-Year Real Interest Rate [REAINTRATREARAT1YE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/REAINTRATREARAT1YE, June 10, 2024.
Source: Board of Governors of the Federal Reserve System (US)
Release: H.15 Selected Interest Rates
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes and the Treasury Yield Curve Methodology.
Board of Governors of the Federal Reserve System (US), Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis [DGS1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS1, June 10, 2024.