Archive for December, 2011

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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PPI Release

[ 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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CPI Release

[ 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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