Inflation Expectations

TIPS Expected Inflation Estimates

June 30, 2010

We have introduced a new measure of inflation expectations. It is based on a model that combines data from a number of different sources and provides some advantages over other commonly used measures. For more information and monthly updates see Cleveland Fed Estimates of Inflation Expectations.

October 31, 2008

We have discontinued the liquidity-adjusted TIPS expected inflation estimates for the time being. The adjustment was designed for more normal liquidity premiums. We believe that the extreme rush to liquidity is affecting the accuracy of the estimates.