One of the longest running series on this site is market inflation expectations. We wanted to ease that math for us and you a bit, so we built this inflation expectations calculator. In those articles we use two long running daily treasury reports – constant maturity treasury rates and real yields, and subtract them to […]
In an earlier article, I detailed how you could check on inflation expectations using information publicly available from the Department of the Treasury. Using the data they provide, it is simple to calculate the market’s expectations for inflation over the next 5, 7, 10, and 20 Year periods. Let’s take another look not at the 2009 inflation rate, but the expected inflation rate of the future viewed through ‘2009’ colored glasses.