Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003)
Jarrow, Robert and Yildirim, Yildiray. Journal of Financial and Quantitative Analysis, vol 38, no. 2, June 2003.
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Measuring the Level and Uncertainty of Trend Inflation (2011)
by Elmar Mertens. Federal Reserve Board Finance and Economics Discussion Series 2011-42
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[ February 16, 2011; 8:30 am; March 16, 2011; 8:30 am; April 14, 2011; 8:30 am; May 12, 2011; 8:30 am; June 14, 2011; 8:30 am; July 14, 2011; 8:30 am; August 17, 2011; 8:30 am; September 14, 2011; 8:30 am; October 18, 2011; 8:30 am; November 15, 2011; 8:30 am; December 15, 2011; 8:30 am; ] The Bureau of Labor Statistics releases the monthly PPI figures at 8:30 ET. The current release can be found at http://www.bls.gov/news.release/ppi.nr0.htm .
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[ February 17, 2011; 8:30 am; March 17, 2011; 8:30 am; April 15, 2011; 8:30 am; May 13, 2011; 8:30 am; June 15, 2011; 8:30 am; July 15, 2011; 8:30 am; August 18, 2011; 8:30 am; September 15, 2011; 8:30 am; October 19, 2011; 8:30 am; November 16, 2011; 8:30 am; December 16, 2011; 8:30 am; ] The Bureau of Labor Statistics releases the monthly CPI figures at 8:30 ET. The current release can be found at http://www.bls.gov/news.release/cpi.nr0.htm .
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