On FRED, get the following data from 26 July 2010 or as close as possible to that date: 5,7,10,20,30 year constant maturity treasury rate (DGS5,DGS7, etc.) and 5,7,10,20,30 year inflation indexed security rate (DFII5,DFII7,etc.). Using that data, graph the nominal and real yield curves. Compute all the forward rates on each yield curve. Take the difference between the forward rates on the nominal yield curve and the forward rates on the real yield curve. This difference is a measure of expected future inflation. For the one that’s possible (i.e., the 5 and 7 year horizons) , get the actual realized inflation rates over the same period (from FRED, series DPCCRV1A225NBEA) and compare.

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We have 5 7102030 Years Constant maturity Treasury Rates as Nominal R... View the full answer