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[TIPS] TIPS Yield Curve and Inflation Compensation

Updated on DBnomics on December 18, 2024 (2:02 AM).

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Compounding Convention [CONVENTION] (3)
Kind [KIND] (3)
Parameter [PARAM] (7)
Series [SERIES] (6)
Year [YEAR] (20)

This dataset has 126 series:

[BETA0] NA – NA – BETA0 – NA – NA

from
1999-01-04=3.07
to
2024-12-13=1.546
min:
-462.139
max:
96.829
avg:
-10.284
σ:
42.053

[BETA1] NA – NA – BETA1 – NA – NA

from
1999-01-04=0.58
to
2024-12-13=28.454
min:
-99.385
max:
461.421
avg:
10.757
σ:
42.523

[BETA2] NA – NA – BETA2 – NA – NA

from
1999-01-04=1.847
to
2024-12-13=-27.551
min:
-14,714.56
max:
41,780.598
avg:
163.524
σ:
1,974.822

[BETA3] NA – NA – BETA3 – NA – NA

from
1999-01-04=NA
to
2024-12-13=2.807
min:
-41,780.339
max:
15,288.485
avg:
-159.199
σ:
2,217.441

[BKEVEN02] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 2

from
1999-01-04=0.864
to
2024-12-13=2.429
min:
-4.891
max:
4.886
avg:
1.816
σ:
0.939

[BKEVEN03] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 3

from
1999-01-04=0.803
to
2024-12-13=2.392
min:
-3.326
max:
4.206
avg:
1.813
σ:
0.763

[BKEVEN04] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 4

from
1999-01-04=0.774
to
2024-12-13=2.358
min:
-2.47
max:
3.777
avg:
1.847
σ:
0.657

[BKEVEN05] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 5

from
1999-01-04=0.778
to
2024-12-13=2.334
min:
-1.782
max:
3.515
avg:
1.896
σ:
0.577

[BKEVEN06] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 6

from
1999-01-04=0.813
to
2024-12-13=2.319
min:
-1.193
max:
3.341
avg:
1.95
σ:
0.514

[BKEVEN07] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 7

from
1999-01-04=0.871
to
2024-12-13=2.313
min:
-0.777
max:
3.214
avg:
2.003
σ:
0.467