For More Information

A New Approach to Gauging Inflation Expectations

This Economic Commentary explains the mechanics of the model in easy-to-understand language and gives an overview of the estimates it produces and some ideas about how to interpret them.

Inflation: Noise, Risk, and Expectations

This Economic Commentary explains the advantages of the Cleveland Fed's estimates of inflation expectations over commonly used measures.

Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps( PDF)

This working paper documents the revised methodlogy of the model.

Estimating Real and Nominal Term Structures ( PDF)

This working paper contains the technical background on the original methodology of the model.

Powerpoint Slides (/RE)

Data (/RE)