from the Cleveland Fed
The Federal Reserve Bank of Cleveland reports that its latest estimate of 10-year expected inflation is 1.71 percent. In other words, the public currently expects the inflation rate to be less than 2 percent on average over the next decade.
The Cleveland Fed’s estimate of inflation expectations is based on a model that combines information from a number of sources to address the shortcomings of other, commonly used measures, such as the “break-even” rate derived from Treasury inflation protected securities (TIPS) or survey-based estimates. The Cleveland Fed model can produce estimates for many time horizons, and it isolates not only inflation expectations, but several other interesting variables, such as the real interest rate and the inflation risk premium. For more details, see the links in the box at right.
Estimates are updated once a month, on the release date of the CPI. The methodology used to generate the estimates was changed slightly starting June 15, 2011, and it is documented in this working paper.
Latest Estimates
Source: https://www.clevelandfed.org/en/Our%20Research/Indicators%20and%20Data/Estimates%20of%20Inflation%20Expectations.aspx
Downloads
Data in Excel
Related Topics
Book Review: Cash Box: The Invention and Globalization of the ATM
Cash Box follows the evolution of the ATM from primitive to sophisticated, and in the process illuminates banking innovation as something that should not be taken for granted. Read More
Lending to Women in Microfinance: Influence of Social Trust and National Culture
The preference of microfinance institutions for women borrowers is generally attributed to two reasons: women borrowers are more trustworthy and have greater social impact. Read More
This paper makes a fundamental contribution by studying loan-loss provisioning over the credit cycle as three distinct phases. Read More
Bank Holding Companies are required by law and FRB regulation to file a series of financial reports, commonly referred to as the Y-Reports. Read More
Reports displayed for 2012.