Gürkaynak, Refet S.; Sack, Brian; Wright, Jonathan H. - In: American Economic Journal: Macroeconomics 2 (2010) 1, pp. 70-92
For over ten years, the Treasury has issued index-linked debt. This paper describes the methodology for fitting a smoothed yield curve to these securities that is used at the Federal Reserve Board every day, and makes the estimates public. Comparison with the corresponding nominal yield curve...