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Real Risk Premium (TENEXPCHAREARISPRE)

Observations

Mar 2025: 1.28244
Updated: Mar 12, 2025 2:48 PM CDT
Mar 2025:  1.28244  
Feb 2025:  1.34874  
Jan 2025:  1.36827  
Dec 2024:  1.33927  
Nov 2024:  1.38860  

Units:

Percent,
Not Seasonally Adjusted

Frequency:

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Date:
Bar 1 - Real Risk Premium Vintage: 2025-02-12
Bar 1
(a) Real Risk Premium, Percent, Not Seasonally Adjusted (TENEXPCHAREARISPRE)
The Federal Reserve Bank of Cleveland estimates the expected rate of inflation over the next 30 years along with the inflation risk premium, the real risk premium, and the real interest rate. Their estimates are calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations. For more information, please visit the <a href="https://www.clevelandfed.org/indicators-and-data/inflation-expectations#background">Federal Reserve Bank of Cleveland<a/>.

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    For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

    Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

    Finally, you can change the units of your new series.

    Select a date that will equal 100 for your custom index:
        Enter date as YYYY-MM-DD

    Bar 1 - Real Risk Premium Vintage: 2025-02-12
    Bar 2
    (a) Real Risk Premium, Percent, Not Seasonally Adjusted (TENEXPCHAREARISPRE)
    The Federal Reserve Bank of Cleveland estimates the expected rate of inflation over the next 30 years along with the inflation risk premium, the real risk premium, and the real interest rate. Their estimates are calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations. For more information, please visit the <a href="https://www.clevelandfed.org/indicators-and-data/inflation-expectations#background">Federal Reserve Bank of Cleveland<a/>.

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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      Bar 1
      Real Risk Premium Vintage: 2025-02-12
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      Bar 2
      Real Risk Premium Vintage: 2025-03-12
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      Notes

      Title Release Dates
      Real Risk Premium 2021-10-13 2025-03-12
       
      Source    
      Federal Reserve Bank of Cleveland 2021-10-13 2025-03-12
       
      Release    
      Inflation Expectations 2021-10-13 2025-03-12
       
      Units    
      Percent 2021-10-13 2025-03-12
       
      Frequency    
      Monthly 2021-10-13 2025-03-12
       
      Seasonal Adjustment    
      Not Seasonally Adjusted 2021-10-13 2025-03-12
       
      Notes    
      The Federal Reserve Bank of Cleveland estimates the expected rate of inflation over the next 30 years along with the inflation risk premium, the real risk premium, and the real interest rate.

      Their estimates are calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations.

      For more information, please visit the Federal" class="breakable" target="_blank" rel="nofollow">https://www.clevelandfed.org/indicators-and-data/inflation-expectations#background">Federal Reserve Bank of Cleveland.

      		2021-10-13 2025-03-12

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