Federal Reserve Economic Data
Notes
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
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Frequency:
Notes:
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.
Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department.
Suggested Citation:
Federal Reserve Bank of St. Louis, 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10Y2Y, .
Source: Federal Reserve Bank of Cleveland
Release: Inflation Expectations
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Frequency:
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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 Real Interest Rate [REAINTRATREARAT10Y], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/REAINTRATREARAT10Y, .
