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Research Data Series: Index of Common Inflation Expectations

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Abstract

In an earlier FEDS Note, "Index of Common Inflation Expectations," we introduced the Index of Common Inflation Expectations, or "CIE", which summarizes the comovement of a wide variety of inflation expectations measures based on a dynamic factor model.

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  • Hie Joo Ahn & Chad Fulton, 2021. "Research Data Series: Index of Common Inflation Expectations," FEDS Notes 2021-03-05, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgfn:2021-03-05
    DOI: 10.17016/2380-7172.2873
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    File URL: https://www.federalreserve.gov/econres/notes/feds-notes/research-data-series-index-of-common-inflation-expectations-20210305.htm
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    Cited by:

    1. Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
    2. James Mitchell & Saeed Zaman, 2023. "The Distributional Predictive Content of Measures of Inflation Expectations," Working Papers 23-31, Federal Reserve Bank of Cleveland.

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