Research Data Series: Index of Common Inflation Expectations

Hie Joo Ahn and Chad Fulton
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Hie Joo Ahn: https://www.federalreserve.gov/econres/hie-joo-ahn.htm
Chad Fulton: https://www.federalreserve.gov/econres/chad-t-fulton.htm

No 2021-03-05, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

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.

Date: 2021-03-05
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2021-03-05

DOI: 10.17016/2380-7172.2873

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