Sentences with phrase «inflation compensation»

Market - based measures of inflation compensation remain low; survey - based measures of longer - term inflation expectations are little changed, on balance.

Market - based measures of inflation compensation remain low; survey ‑ based measures of longer - term inflation expectations have remained stable.

Market - based measures of inflation compensation declined further; survey - based measures of longer - term inflation expectations are little changed, on balance, in recent months.

Market - based measures of inflation compensation moved lower; survey - based measures of longer - term inflation expectations have remained stable.

In contrast, I put less weight on the significantly larger declines in market - based measures of inflation compensation over the past two years.

Market - based measures of inflation compensation remain low; survey - based measures of longer - term inflation expectations are little changed, on balance, in recent months.

Market - based measures of inflation compensation declined; most survey - based measures of longer - term inflation expectations are little changed, on balance, in recent months.

Market - based measures of inflation compensation moved slightly lower; survey - based measures of longer - term inflation expectations have remained stable.

Market - based measures of inflation compensation remain low; most survey - based measures of longer - term inflation expectations are little changed, on balance.

a type of Treasury note that adjusts for inflation by providing inflation compensation in addition to the stated coupon the inflation component affecting the bond's principal is calculated based on the Consumer Price Index (CPI), adjusting it upwards for inflation or downwards for deflation

Inflation compensation rose by 30 basis points to 1.87 percent while the real return, taken from the rate on the 10 - Year Treasury Inflation Protected Securities (10 - Year TIPS), increased by 19 basis points to 0.46 percent.

The June FOMC surprised on the dovish side as policymakers reacted to the unexpected slowdown in the labor market, renewed weakness in market - based inflation compensations, as well as rising likelihood of a «Brexit» by revising down their SEP «dots.»

Although inflation compensation, which has returned as an accurate measure of inflation expectations, plays a key role in the recent rise in longer - term rates, an earlier post illustrated that the primary reason for the longer decline in the 10 - Year Treasury note rate is the real, or inflation - adjusted, yield, as measured by the rate on 10 - Year Treasury Inflated Protected Securities.

Inflation compensation rose by 30 basis points to 1.87 percent while the real return, taken from the rate on the 10 - Year Treasury Inflation Protected Securities (10 - Year TIPS), increased by 19 basis points to 0.46 percent.

The Fed rate statement also noted that «market - based measures of inflation compensation remain low», a reference to soft wage growth, which is at 2.7 %, lower than the 3 % rate that the Fed would like to see.

If interest rates rise, long duration means TIPS prices decline, even with their inflation compensation.

Another approach to analyzing the 10 - Year Treasury Note rate is to decompose it into its real yield, taken from the rate on 10 - Year Treasury Inflation Protected Securities (TIPS), and inflation compensation, the residential between the 10 - Year Treasury Note rate and the 10 - Year TIPS.

The figure above indicates that both inflation compensation and the real yield contributed similarly the changes in the 10 - Year Treasury Note rate.

Previous analysis illustrated that inflation compensation has returned as reasonable measure of inflation expectations over a 10 year period while both the economy's potential growth and the changing size of the Fed's balance sheet influence the real yield.

These expectations have closely followed the price of oil as the latter contributes to the headline inflation that determines the inflation compensation in TIPS.

The real return on the 10 - Year Treasury Note in 2017 is 185 basis points below its level in 2006 while the inflation compensation component in 2017 was 61 basis points below its 2006 level.

Decomposing the 10 - Year Treasury Note rate into its component parts, the real return and inflation compensation, suggests that both components contributed to the increase in the 10 - Year Treasury Note rate in 2017.

TIPS have special tax consequences, generating phantom income on the «inflation compensation» component of the principal.

A holder of TIPS may be required to report this income annually although no income related to «inflation compensation» is received until maturity.

Market - based measures of inflation compensation have declined somewhat; survey - based measures of longer - term inflation expectations have remained stable.

Market - based measures of inflation compensation remain low; most survey - based measures of longer - term inflation expectations are little changed, on balance, in recent months.

Market - based measures of inflation compensation have moved up but remain low; most survey - based measures of longer - term inflation expectations are little changed, on balance, in recent months.

Market - based measures of inflation compensation remain low; survey - based measures of longer - term inflation expectations have remained stable.

Market - based measures of inflation compensation have moved up considerably but still are low; most survey - based measures of longer - term inflation expectations are little changed, on balance, in recent months.

The real return on the 10 - Year Treasury Note in 2017 is 185 basis points below its level in 2006 while the inflation compensation component in 2017 was 61 basis points below its 2006 level.

Decomposing the 10 - Year Treasury Note rate into its component parts, the real return and inflation compensation, suggests that both components contributed to the increase in the 10 - Year Treasury Note rate in 2017.