Discussion Paper

Index of Common Inflation Expectations


Abstract: Data that are potentially informative about the inflation expectations of economic agents have grown over recent years and now include information from a wide variety of surveys as well as from financial instruments. These data differ along several key dimensions, including the type of economic agent, the horizon of the expectation, the source of data (survey versus market-based measures), and the associated inflation concept, which can make the co-movement of various expectations measures difficult to discern.

https://doi.org/10.17016/2380-7172.2551

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Bibliographic Information

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

Part of Series: FEDS Notes

Publication Date: 2020-09-02

Number: 2020-09-02