Remarks at the Annual Meeting with Primary Dealers, New York City.

Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.

Remarks at Global Interdependence Center Central Banking Series Event, Federal Reserve Bank of Philadelphia.

Remarks by Brian P. Sack before the Money Marketeers of New York University, New York City.

Remarks at the Annual Meeting with Primary Dealers, New York City.

Remarks by Brian P. Sack before the Money Marketeers of New York University, New York City.

Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.

Remarks at Global Interdependence Center Central Banking Series Event, Federal Reserve Bank of Philadelphia.

For over ten years, the U.S. Treasury has issued index-linked debt. Federal Reserve Board staff have fitted a yield curve to these indexed securities at the daily frequency from the start of 1999 to the present. This paper describes the methodology that is used and makes the estimates public....

This paper derives a measure of inflation compensation from the yields of a Treasury inflation-indexed security and a portfolio of STRIPS that has similar liquidity and duration as the indexed security. This measure can be used as a proxy for inflation expectations if the inflation risk premium...