Graph and download economic data for Inflation Risk Premium (TENEXPCHAINFRISPRE) from Jan 1982 to Sep 2025 about premium, inflation, and USA.

Ten-Year Expected Inflation and Real and Inflation Risk Premia is a part of the Inflation Expectations indicator of the Federal Reserve Bank of Cleveland.

Expected Inflation Term Structure is a part of the Inflation Expectations indicator of the Federal Reserve Bank of Cleveland.

We report average expected inflation rates over the next one through 30 years. Our estimates of expected inflation rates are calculated using a Federal Reserve Bank of Cleveland model that combines financial data and survey-based measures. Released monthly.

Inflation Risk Premium - Historical chart and current data through 2025.

The inflation rate in the United States declined significantly between June 2022 and July 2025, despite rising inflationary pressures towards the end of 2024. The peak inflation rate was recorded in June 2022, at *** percent. In August 2023, the Federal Reserve's interest rate hit its highest level during the observed period, at **** percent, and remained unchanged until September 2024, when the Federal Reserve implemented its first rate cut since September 2021. By January 2025, the rate dropped to **** percent, signalling a shift in monetary policy. What is the Federal Reserve interest rate? The Federal Reserve interest rate, or the federal funds rate, is the rate at which banks and credit unions lend to and borrow from each other. It is one of the Federal Reserve's key tools for maintaining strong employment rates, stable prices, and reasonable interest rates. The rate is determined by the Federal Reserve and adjusted eight times a year, though it can be changed through emergency meetings during times of crisis. The Fed doesn't directly control the interest rate but sets a target rate. It then uses open market operations to influence rates toward this target. Ways of measuring inflation Inflation is typically measured using several methods, with the most common being the Consumer Price Index (CPI). The CPI tracks the price of a fixed basket of goods and services over time, providing a measure of the price changes consumers face. At the end of 2023, the CPI in the United States was ****** percent, up from ****** a year earlier. A more business-focused measure is the producer price index (PPI), which represents the costs of firms.

Ten-Year TIPS Yields versus Real Yields is a part of the Inflation Expectations indicator of the Federal Reserve Bank of Cleveland.

D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity premium over the 1983-present period. The model is also used to decompose nominal yields or forward rates into four components: expected real short rate, expected inflation, inflation risk premium, and real term premium.

Graph and download economic data for Producer Price Index by Industry: Premiums for Property and Casualty Insurance: Primary Services (PCU924126924126P) from Jun 1998 to Aug 2025 about property-casualty, premium, primary, insurance, services, PPI, industry, inflation, price index, indexes, price, and USA.

Graph and download economic data for Producer Price Index by Industry: Premiums for Property and Casualty Insurance: Premiums for Worker's Compensation Insurance (PCU9241269241266) from Jun 1998 to Aug 2025 about property-casualty, premium, compensation, insurance, workers, PPI, industry, inflation, price index, indexes, price, and USA.

Russia Inflation Expectation: Next 1-2 Months: Increase Significantly data was reported at 30.764 % in Mar 2025. This records an increase from the previous number of 29.826 % for Feb 2025. Russia Inflation Expectation: Next 1-2 Months: Increase Significantly data is updated monthly, averaging 34.000 % from Jun 2012 (Median) to Mar 2025, with 97 observations. The data reached an all-time high of 60.742 % in Feb 2022 and a record low of 20.000 % in Feb 2018. Russia Inflation Expectation: Next 1-2 Months: Increase Significantly data remains active status in CEIC and is reported by Russian Public Opinion Research Center. The data is categorized under Russia Premium Database’s Household Survey – Table RU.HE007: Inflation Expectations and Perception: Russian Public Opinion Research Center (VCIOM). [COVID-19-IMPACT]

2022 and 2023 were characterized by leaping inflation rates. These were caused by a multiple of factors, but post-corona (COVID-19) challenges and the Russian invasion of Ukraine in February that year had a major impact. However, the inflation rates in all countries included were forecast to stabilize through 2022 and 2023. More information about global inflation can be found here.

The average market yield on the United States Treasury's 10-year bond was **** percent during the second quarter of 2024. This rate was adjusted to reflect a constant maturity and also indexed to inflation, giving an idea of real returns for longer-term investments. The recent expected return was highest at the end of the end of the last quarter of 2024, and lowest in the second half of 2021, when it was negative.

Expected Inflation: Median Value data was reported at 10.236 % pa in Dec 2018. This records an increase from the previous number of 9.831 % pa for Nov 2018. Expected Inflation: Median Value data is updated monthly, averaging 12.895 % pa from Apr 2010 (Median) to Dec 2018, with 73 observations. The data reached an all-time high of 18.701 % pa in Dec 2010 and a record low of 7.814 % pa in Apr 2018. Expected Inflation: Median Value data remains active status in CEIC and is reported by The Central Bank of the Russian Federation. The data is categorized under Russia Premium Database’s Household Survey – Table RU.HE005: Inflation Expectations.

Russia Expected Inflation: Households with Savings data was reported at 12.400 % pa in Apr 2025. This records an increase from the previous number of 11.000 % pa for Mar 2025. Russia Expected Inflation: Households with Savings data is updated monthly, averaging 9.850 % pa from Jul 2017 (Median) to Apr 2025, with 86 observations. The data reached an all-time high of 17.200 % pa in Mar 2022 and a record low of 6.900 % pa in Mar 2020. Russia Expected Inflation: Households with Savings data remains active status in CEIC and is reported by Bank of Russia. The data is categorized under Russia Premium Database’s Household Survey – Table RU.HE006: Inflation Expectations: Central Bank of Russian Federation. [COVID-19-IMPACT]

For over ten years, the Treasury has issued index-linked debt. This paper describes the methodology for fitting a smoothed yield curve to these securities that is used at the Federal Reserve Board every day, and makes the estimates public. Comparison with the corresponding nominal yield curve allows measures of inflation compensation to be computed. We discuss the interpretation of inflation compensation, and provide evidence that it is not a pure measure of inflation expectations being distorted by inflation risk premium and liquidity premium components. We attempt to estimate the TIPS liquidity premium and to extract underlying inflation expectations. (JEL E31, E43, H63)

ABSTRACT The objective of this article is to analyze the implications of Bresser-Nakano hypothesis, that risk-premium is positive related to domestic rate of interest, over time paths of nominal interest rate and nominal exchange rate in a small open economy whose regime of economic policy is characterized by flexible exchange rate, inflation targeting and short run capital mobility. In the theoretical framework developed in the article, we are able to shown that, in the case of a strong positive feedback of nominal interest rate over risk-premium, (i) there are multiple time paths of nominal interest rate and nominal exchange rate; (ii) all such paths are compatible with some degree of price stability and (iii) some of these paths, however, are related to an increase in current account deficit and/or a continuous increase in fiscal deficit. The logical conclusion of these results is that the achievement of current account and fiscal equilibrium can only be obtained by a change in the regime of economic policy.

Brazil Market Expectation: Inflation: Accumulated Over Next 12 Months: Extended National Consumer Price Index (IPCA): Smoothed: Median data was reported at 3.680 % in 28 Jun 2019. This records an increase from the previous number of 3.670 % for 27 Jun 2019. Brazil Market Expectation: Inflation: Accumulated Over Next 12 Months: Extended National Consumer Price Index (IPCA): Smoothed: Median data is updated daily, averaging 5.240 % from Dec 2001 (Median) to 28 Jun 2019, with 4401 observations. The data reached an all-time high of 12.350 % in 19 Dec 2002 and a record low of 3.380 % in 23 May 2007. Brazil Market Expectation: Inflation: Accumulated Over Next 12 Months: Extended National Consumer Price Index (IPCA): Smoothed: Median data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Brazil Premium Database’s Business and Economic Survey – Table BR.SA032: Market Expectation: Inflation: Accumulated Over Next 12 Months: Extended National Consumer Price Index (IPCA): Smoothed. Market Expectations System was implemented in November 2001, previous projections were collected from incipient through telephone contacts, transcribed into spreadsheets and consolidated manually. Some empty time points occurred because the Market didn´t have the expectation for those days. Monitors the variations in costs of people earning from one to forty minimum wages in the metropolitan areas of Belém, Belo Horizonte, Curitiba, Fortaleza, Porto Alegre, Recife, Rio de Janeiro, Salvador, São Paulo, municipality of Goiânia and Federal District. The IPCA measures the change in cost of expenses as described above in the period from the first to the last day of each reference month. In the period from the eleventh day to the twenty day of the following month the IBGE announces the variations.

IPCA: Inflation Surprise: Copom scenario data was reported at 1.170 % in Feb 2025. This records an increase from the previous number of -0.080 % for Jan 2025. IPCA: Inflation Surprise: Copom scenario data is updated monthly, averaging 0.360 % from Jun 2016 (Median) to Feb 2025, with 105 observations. The data reached an all-time high of 1.210 % in Apr 2022 and a record low of -0.210 % in Sep 2022. IPCA: Inflation Surprise: Copom scenario data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Brazil Premium Database’s Inflation – Table BR.IB010: Consumer Price Index: Broad Category - IPCA: Inflation Surprise.

In 2024, Japan's core Consumer Price Index (CPI) for all items, excluding fresh food, grew by *** percent year on year. The highest price level increase since 1990 was recorded in **** at *** percent.