Information Content of Treasury Inflation-Indexed Securities (ICPSR 1232)

Published: Apr 2, 2001

Principal Investigator(s):
William R. Emmons, Federal Reserve Bank of St. Louis

https://doi.org/10.3886/ICPSR01232.v1

Version V1

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.

Emmons, William R. Information Content of Treasury Inflation-Indexed Securities. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2001-04-02. https://doi.org/10.3886/ICPSR01232.v1

Export Citation:

  • RIS (generic format for RefWorks, EndNote, etc.)
  • EndNote

(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.

2001-04-02

2001-04-02

Notes

  • 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.

  • The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.

ICPSR logo

This study is provided by ICPSR. ICPSR provides leadership and training in data access, curation, and methods of analysis for a diverse and expanding social science research community.