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

Alex Aronovich and Andrew Meldrum

No 2020-08-03, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

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.

Date: 2020-08-03
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2020-08-03

DOI: 10.17016/2380-7172.2621

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