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Information Content of Treasury Inflation-Indexed Securities (ICPSR 1232)
Principal Investigator(s): Emmons, William R., Federal Reserve Bank of St. Louis
United States Treasury Inflation-Indexed Securities (TIIS) were first issued in January 1997. They are now a small but growing fraction of outstanding Treasury debt. This article describes TIIS and explores what these securities can and cannot tell us about financial market expectations of inflation and real interest rates.
These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
These data are freely available.
Emmons, William R. Information Content of Treasury Inflation-Indexed Securities. ICPSR01232-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2001-04-02. http://doi.org/10.3886/ICPSR01232.v1
Persistent URL: http://doi.org/10.3886/ICPSR01232.v1
Scope of Study
Subject Terms: government securities, inflation, interest rates, securities
Geographic Coverage: United States
Data Collection Notes:
(1) The file submitted is 0011wed.xls, the data for the article. (2) These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator if further information is desired.
Original ICPSR Release: 2001-04-02
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