IDEAS home Printed from https://ideas.repec.org/a/fip/fedfel/y2005ioct7n2005-25.html
   My bibliography  Save this article

Inflation expectations: how the market speaks

Author

Listed:
  • Simon H. Kwan

Abstract

This Economic Letter discusses the structure of Treasury Inflation-Protected Security (TIPS) contracts, the development of the market in recent years, and the measure of inflation compensation derived from comparing TIPS yields to nominal yields.

Suggested Citation

  • Simon H. Kwan, 2005. "Inflation expectations: how the market speaks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct7.
    • Handle: RePEc:fip:fedfel:y:2005:i:oct7:n:2005-25
    as

    Download full text from publisher

    File URL: http://www.frbsf.org/publications/economics/letter/2005/el2005-25.html
    Download Restriction: no
    File URL: http://www.frbsf.org/publications/economics/letter/2005/el2005-25.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.
    2. Francis E. Warnock & Veronica C. Warnock, 2005. "International Capital Flows and U.S. Interest Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp103, IIIS.
    3. Jakob de Haan & David-Jan Jansen & Jakob de Haan, 2007. "The Importance of Being Vigilant: Has ECB Communication Influenced Euro Area Inflation Expectations?," CESifo Working Paper Series 2134, CESifo.
    4. Daniel L. Thornton, 2007. "The lower and upper bounds of the Federal Open Market Committee's long-run inflation objective," Review, Federal Reserve Bank of St. Louis, vol. 89(May), pages 183-194.
    5. Robert L. Hetzel, 2006. "Making the systematic part of monetary policy transparent," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 92(Sum), pages 255-290.

    More about this item

    Keywords

    Government securities;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedfel:y:2005:i:oct7:n:2005-25. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Federal Reserve Bank of San Francisco Research Library (email available below). General contact details of provider: https://edirc.repec.org/data/frbsfus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.