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Market-Based Measures of Inflation Risks

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Abstract

Forecasts typically focus on estimates of expected inflation, but some forecasts look at the probability of different inflation rates in the future.

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  • Aaron Amburgey & Michael W. McCracken, 2021. "Market-Based Measures of Inflation Risks," On the Economy 93965, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:l00001:93965
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    File URL: https://www.stlouisfed.org/on-the-economy/2021/march/market-based-measures-inflation-risks
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    Keywords

    inflation;

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