{"accessLevel": "public", "bureauCode": ["920:00"], "contactPoint": {"fn": "Katherine Tom", "hasEmail": "mailto:ogda-data@frb.gov"}, "description": "D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity premium over the 1983-present period. The model is also used to decompose nominal yields or forward rates into four components: expected real short rate, expected inflation, inflation risk premium, and real term premium.", "identifier": "FRBC0012", "keyword": ["Capital markets", "U.S. Treasury securities", "Interest rates", "Prices", "Data resource"], "landingPage": "https://www.federalreserve.gov/econres/notes/feds-notes/tips-from-tips-update-and-discussions-20190521.html", "modified": "R/P1M", "programCode": ["920:000"], "publisher": {"name": "Board of Governors of the Federal Reserve System"}, "title": "Tips from TIPS: Update and Discussions"}