The 1-month forward U.S. Treasury yield currently show twin peaks at 5.04% in the short term and 4.77% over the longer term. As...
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How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through December 30, 2022
Donald R. van Deventer January 3, 2023 Abstract The size of the term premium embedded in the current U.S. Treasury yield curve...
SAS Weekly Forecast, December 30, 2022: Forward U.S. Treasury Yields Show Twin Peaks Near 5.05%
The 1-month forward U.S. Treasury yield curve currently shows twin peaks at 5.06% in the short term and 5.01% over the longer...
SAS Weekly Forecast, December 23, 2022: Long-term Forward U.S. Treasury Peak Jumps 0.20%
The long-term 1-month forward U.S. Treasury yield now peaks at 4.84%, up 20 basis points from last week. As explained in Prof....
SAS Weekly Forecast, December 16, 2022: Long-term Forward U.S. Treasury Peak Drops 0.11%
Despite last week’s rate increase by the Federal Reserve, the long-term 1-month forward U.S. Treasury yield now peaks at 4.64%,...
SAS Weekly Forecast, December 9, 2022: Long-term Forward U.S. Treasury Peak Stable at 4.75%
The long-term 1-month forward U.S. Treasury yield now peaks at 4.75%, unchanged from last week. As explained in Prof. Robert...
SAS Weekly Forecast, December 2, 2022: Long-term Forward U.S. Treasury Peak Drops 0.25%
The long-term 1-month forward U.S. Treasury yield now peaks at 4.75%, down 25 basis points from last week. As explained in Prof....
SAS Weekly Forecast, November 25, 2022: U.S. Treasury Forward Rates Flatten Out
The 1-month forward U.S. Treasury yield now peaks at 5.00%, down 16 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, November 18, 2022: Peak in 1-Month Treasury Forward Rates Falls 0.35% to 5.16%
The 1-month forward U.S. Treasury yield now peaks at 5.16%, down 35 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, November 10, 2022: Treasury Yields Plunge But Peak in Forward Rates Drops Just 0.09% to 5.51%
The 1-month forward U.S. Treasury yield now peaks at 5.51%, down 9 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, November 4, 2022: Most Likely 3-Month Treasury Yields in 10 Years within 1% to 2% Range
The 1-month forward U.S. Treasury yield now peaks at 5.60%, up 14 basis points from last week. As explained in Prof. Robert...
SAS Weekly Forecast, October 28, 2022: Treasury 1-Month Forward Rate Peak Slides 0.20% to 5.46%
The 1-month forward U.S. Treasury yield now peaks at 5.46%, down 20 basis points from last week. As explained in Prof. Robert...