Beyond the Mean: Exploring Tail Risks in Inflation Expectations

Julian Kozlowski

On the Economy from Federal Reserve Bank of St. Louis

Abstract: An analysis of inflation expectations suggests that financial market participants see a 50% probability that CPI inflation could be higher than 2.5% over the next five years.

Keywords: inflation; inflation expectations; Consumer Price Index (CPI); financial markets (search for similar items in EconPapers)
Date: 2024-07-02
New Economics Papers: this item is included in nep-mon and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:fip:l00001:98546

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