All of the up-to-date results are now freely available on the “Visitors” page, which can be accessed directly from the page tabs or by using the link below.
At present, the results include estimates of the following:
- Shadow Short Rates (SSRs) for the United States, the Euro Area, Japan, the United Kingdom, Switzerland, Canada, Australia, and New Zealand (i.e. the G4 economies, Switzerland, and the dollar-bloc economies).
- the Expected Time to Lift-off (ETL) for the G4 and dollar-bloc economies.
- the Effective Monetary Stimulus (EMS) for the G4 and dollar-bloc economies.
- yield curve decompositions for the 2, 5, 10, and 30-year interest rates of the G4 and dollar-bloc economies into long-horizon natural nominal interest rates, expected policy, and risk premium components.
- 5-year inflation swap decompositions for the US, Euro Area, and the UK into survey inflation expectations and the inflation risk premium.
I will endeavor to update the estimates at the end of each month, but the histories are all available on a daily basis (plus monthly averages and month-end in some cases).
