Federal Reserve Bank of St. Louis: Analysis of Long-Run Inflation Expectations Using Market-Based Data
July 23, 2025
July 23, 2025
ST. LOUIS, Missouri, July 23 (TNSLrpt) -- The Federal Reserve Bank of St. Louis issued a working paper titled 'The Dynamics of Long-Run Inflation Expectations: A Market-Based Perspective,' authored by Anna Cole, Julian Kozlowski, and Joseph Martorana. Released on June 30, 2025, the report examines inflation expectations by constructing forward-looking probability distributions for five-year-ahead inflation using prices of inflation derivatives, such as inflation caps and floors, which . . .