Federal Reserve Economic Data
Notes
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
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Frequency:
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.
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, .
Source: Federal Reserve Bank of Cleveland
Release: Inflation Expectations
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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.
Suggested Citation:
Federal Reserve Bank of Cleveland, 10-Year Expected Inflation [EXPINF10YR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EXPINF10YR, .
