This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS … spread. For decades, the academic literature has focused on three measures of inflation expectations: the Livingston Survey …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … collection of 37 different measures of inflation expectations, including many previously unexploited monthly and real …