Discussion Paper

Research Data Series: Index of Common Inflation Expectations


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.

https://doi.org/10.17016/2380-7172.2873

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Bibliographic Information

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

Part of Series: FEDS Notes

Publication Date: 2021-03-05

Number: 2021-03-05