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

Version Date: Apr 2, 2001

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

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

Version V1

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Summary

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.

Citation

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

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Distributor(s)

Inter-university Consortium for Political and Social Research
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Data Collection Notes

  1. (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.

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Original Release Date

2001-04-02

Version History

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:

  • 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

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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.

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