Term Structure of US Inflation Expectations
Just a little tidbit I found interesting, sourced from the Cleveland Fed data and "Inflation Expectations, Real Rates and Risk Premia: Evidence from Inflation Swaps". Review of Financial Studies, Vol. 25, no. 5, 2012.
Interesting to see how it's shifted, from a normal sloping inflation term structure in Dec 2015 to Dec 2016 and Dec 2017.