Term Premia
The compensation component of U.S. Treasury yields beyond the expected short-rate path, covering both estimation configurations KRED publishes for user comparison and one published estimate served as recorded.
U.S. Term Premium
U.S. KRED-Estimated Term Premia
- U.S. KRED-Estimated 1-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP1Daily
- U.S. KRED-Estimated 3-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP3Daily
- U.S. KRED-Estimated 5-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP5Daily
- U.S. KRED-Estimated 10-Year Term PremiumAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USTP10Daily
U.S. KRED-Estimated Term Premia without Persistence Correction
- U.S. KRED-Estimated 1-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP1Daily
- U.S. KRED-Estimated 3-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP3Daily
- U.S. KRED-Estimated 5-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP5Daily
- U.S. KRED-Estimated 10-Year Term Premium without Persistence CorrectionAdrian, Crump, and Moench (2013); Bauer, Rudebusch, and Wu (2012)USACMTP10Daily