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Discussion Paper

New Financial Market Measures of the Neutral Real Rate and Inflation Expectations


Abstract: Long-term U.S. interest rates have fallen substantially over the last two decades. The 5-to-10-year nominal forward interest rate implied by the prices of U.S. Treasury securities is now about 7 percentage points lower than it was at the start of the 1990s.

https://doi.org/10.17016/2380-7172.2621

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File(s): File format is text/html https://www.federalreserve.gov//econres/notes/feds-notes/new-financial-market-measures-of-the-neutral-real-rate-and-inflation-expectations-20200803.htm

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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2020-08-03

Number: 2020-08-03