- For the five year five year forward inflation expectations inferred from market rates, there was a 27 bps jump going from 9/23 to 10/15, before retracing back to prior levels at end-October (and subsequently rising again).
- Kim, Walsh and Wei compare their implied expected inflation rates against those provided by other researchers in this Fed Notes.
- While the series as updated by KWW is just one estimate, it’s interesting that by 2019, all the estimated inflation series had converged.
For further details see:
What Remains Of The Inflation Scare Of October 2021?