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FRED Graph

1Y | 5Y | 10Y | Max

NOTES

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

This series is a measure of expected inflation (on average) over the five-year period that begins five years from today.

This series is constructed as:
(((((1+((BC_10YEAR-TC_10YEAR)/100))^10)/((1+((BC_5YEAR-TC_5YEAR)/100))^5))^0.2)-1)*100

where BC10_YEAR, TC_10YEAR, BC_5YEAR, and TC_5YEAR are the 10 year and 5 year nominal and inflation adjusted Treasury securities. All of those are the actual series IDs in FRED.
Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department.

Suggested Citation:

Federal Reserve Bank of St. Louis, 5-Year, 5-Year Forward Inflation Expectation Rate [T5YIFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T5YIFR, August 5, 2021.

Source: U.S. Bureau of Economic Analysis  

Release: Personal Income and Outlays  

Units:  Index 2012=100, Seasonally Adjusted

Frequency:  Monthly

Notes:

BEA Account Code: DPCCRG
A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation:

U.S. Bureau of Economic Analysis, Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) [PCEPILFE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPILFE, August 5, 2021.

RELATED CONTENT

Related Resources

Other Formats

5-Year, 5-Year Forward Inflation Expectation Rate

Monthly, Not Seasonally Adjusted

Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index)

Percent Change from Quarter One Year Ago, Quarterly, Seasonally Adjusted

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