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Table 6: What Drives the TIPS Spreads
Panel A reports results from univariate and multivariate regressions ofthe model-implied 10-yearTIPS spread on the
relative TIPStrading volume,the nominal on/off-the-run ASW spread difference, and the average TIPS curve fitting
error using weekly data from Jan. 6, 1999 toMar. 27,2013. Panel B reports results fromunivariate and multivariate
regression of the model-implied 10-year TIPS spreadon all TIPSliquidity measures fromSep. 20, 2006 to Mar. 27,
2013. Finally,the last column adds to the joint regression other potential drivers of the TIPS BEI, including
seasonality and deflation floor adjustment to 10-yearTIPS yield, the VIX, and the difference in repo rates on 10-year
on-the-run nominal Treasury notes and TIPS. OLS Standard errors are reported within the parentheses. * (**)
denotes significance at the 1% (5%) level.
Panel A. Regression Analysis: Full Sample
1
2
3
4
Constant
1.3550**
-0.0191
0.4022**
0.9109**
(0.0342)
(0.0197)
(0.0220)
(0.0327)
Relative TIPStransaction volume -0.4578**
-0.4215**
(0.0170)
(0.0136)
Nominal On/off ASW spread diff
0.0332**
0.0183**
(0.0010)
(0.0011)
Averge TIPScurve fitting error
0.0309**
0.0264**
(0.0040)
(0.0028)
No. of observations
743
743
743
743
Adjusted R2
49.4%
59.5%
7.4%
84.8%
58
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PanelB.RegressionAnalysis:Since2006
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
Constant
-0.0765
1.3680**
-0.0334
-0.1410**
-0.4097**
-0.4112**
0.7900**
0.4153**
0.3359**
(0.0419)
(0.1161)
(0.0277)
(0.0214)
(0.0238)
(0.0423)
(0.0642)
(0.0604)
(0.0651)
Ten-yearTIPSbid-askspread
0.1601**
0.0030
0.0106
(0.0143)
(0.0074)
(0.0085)
RelativeTIPStransactionvolume
-0.4402**
-0.3751**
-0.3014**
-0.2916**
(0.0467)
(0.0249)
(0.0224)
(0.0239)
AverageTIPScurvefittingerror
0.0620**
0.0291**
0.0086*
0.0090*
(0.0035)
(0.0038)
(0.0035)
(0.0037)
NominalOn/offASWspreaddiff
0.0290**
0.0173**
(0.0010)
(0.0015)
TIPS-nominalASWspreaddiff
0.0187**
0.0177**
0.0180**
(0.0005)
(0.0013)
(0.0017)
Infswaps-BEIdifference
0.0241**
-0.0036*
-0.0045**
(0.0013)
(0.0015)
(0.0017)
Deflationflooradjustment
0.0045
(0.0039)
Seasonalityadjustment
0.0057*
(0.0028)
VIX
0.0016
(0.0016)
Nominal-TIPSrepospread
0.0007**
(0.0002)
TIPSpurchasedummy
-0.0118
(0.0309)
No.ofobservations
337
341
341
341
341
341
341
337
326
2AdjustedR
27.0%
20.5%
47.6%
71.1%
78.8%
51.2%
82.7%
86.3%
88.6%
59
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Table 7: In-Sample Variance decomposition of TIPS Yields and TIPS BEI (Percent)
Table 7reports the in-sample variance decompositions of TIPS yields into real yields,indexation lag effects, and
TIPS liquidity premiums, and of nominal yields into expected inflation, inflation risk premiums,indexation lag
effects, and the negative of TIPSliquidity premiums,all based on Model LII estimates. The variance decompositions
are calculated as the in-sample covariance between TIPS yields (BEI) and the individual components,divided by the
in-sample variance of TIPS yields (BEI). Standard errors calculated using the delta method are reported in
parentheses.
TIPS yield
TIPS BEI
Maturity real yield indexation lag liq prem
infexp infrisk prem
indexation lag liq prem
5-year
83.1
0.6
16.3
38.5
7.0
5.9
48.6
(5.5)
(1.2)
(5.4)
(2.4)
(6.8)
(3.3)
(6.3)
7-year
83.2
0.3
16.5
44.5
8.5
4.6
42.4
(5.6)
(1.2)
(5.5)
(2.8)
(9.0)
(2.8)
(7.6)
10-year
84.0
0.1
15.9
49.6
11.1
3.5
35.9
(5.7)
(1.2)
(5.6)
(5.2)
(11.8)
(2.5)
(9.4)
Table 8: Estimates of Inflation Risk Premiums and Expected Inflation
HPR estimates are obtained from the website of the Federal Reserve Bankof Cleveland. GH generate a range of
estimates depending on the proxy used forexpected inflation; the table reports the results using past average 5- and
10-year realized inflation as proxies forfuture 5- and 10-yearexpected inflation.
ABW
BJ
CM
HPR
ABC
DKW
AACM
GH
FLL
Inf. Risk Prem. (basis points)
5-year
114
42
NA
17
16
19
17
36
4:5
10-year
NA
70
67
45
24
29
10
12
2:8
Expected Inflation(percent)
5-year
3:94
NA
NA
3:13
2:88
2.73
2:56
2:51
2:36
10-year
NA
NA
4:05
3:10
2:88
2.77
2:78
2:55
2:58
Data Used
TIPS
Y
Y
Y
Y
Inflation swaps
Y
Y
Survey inflation forecasts
Y
Y
Y
Sample Period
Start Year
1952
1960 1971 1982 1985
1990
1999
2000 2004
End Year
2004
2000 2008 2010 2011
2013
2013
2008 2014
60
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Figure 1: TIPS Outstanding, Transaction Volumes and Mutual Funds
Graph A of Figure 1 plots TIPS outstanding broken down by remaining maturities, based on data reported in the
Treasury’s Monthly Statement of the Public Debt (MSPD). Graph B plots the weekly TIPS transaction volumes,
defined as 13-week moving average of weekly averages of dailyTIPStransactionvolumes reportedbyprimarydealers
in Government Securities Dealers Reports (FR-2004). Graph C plots number of TIPS mutual funds (right axis) and
the total net assets under management (left axis) from the Investment Company Institute (http://www.ici.org).
1998
2000
2002
2004
2006
2008
2010
2012
0
500
1000
Graph A. TIPS Outstanding (in billions of dollars)
Less than 2 years
2− to 5−year
5− to 10−year
10− to 20−year
20− to 30−year
2000
2002
2004
2006
2008
2010
2012
0
5
10
15
Graph B. TIPS Transaction Volumes (in billions of dollars)
2000
2002
2004
2006
2008
2010
2012
0
50
100
150
200
Total Net Assets ($bil)
Graph C. Number of TIPS Mutual Funds and Assets under Management
0
20
40
60
80
# of Funds
61
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Figure 2: Survey Inflation Forecasts and TIPS Breakeven Inflation
Figure 2 shows the 10-year TIPS breakeven inflation (red line), long-horizon Michigan inflation forecast (blue line),
and 10-yearSPF inflationforecast (black pluses).
0
0.5
1
1.5
2
2.5
3
3.5
Michigan Survey
SPF Survey
Breakeven Inflation
Figure 3: Nominal and TIPS Yields
Graph A of Table 3 plots the 3- and 6-month, 1-, 2-, 4-, 7- and 10-year nominal yields. Graph B plots the 5-, 7- and
10-year TIPS yields.
1990
1995
2000
2005
2010
0
2
4
6
8
Graph A. Nominal Yields
2000
2005
2010
−2
−1
0
1
2
3
4
Graph B. TIPS Yields
5−year
7−year
10−year
3
4
Graph C. Breakeven Inflation and Inflation Forecasts
5
10
Graph D. Realized Inflation
62
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Figure 4: Model Fit of TIPS Yields and BEI
The three rows of Figure 4 plotresults from Models NL-noIE, ModelNL,andModel LII,respectively. The left graphs
plot the 10-year actual TIPS yields (red), the 10-year model-implied TIPS yields (black) and the 10-year model-
implied real yields (blue). The right graphs plots the 10-yearactual TIPSbreakevens (red), the 10-year model-implied
TIPS breakevens (black) andthe 10-year model-impliedtrue breakevens (blue).
1990
1995
2000
2005
2010
0
5
10
Model NL−noIE
10−Year TIPS and Real Yields
Actual TIPS
Model TIPS / Real
1990
1995
2000
2005
2010
0
2
4
10−Year TIPS−based and True Breakeven Inflation
Actual TIPS
Model TIPS & True
1990
1995
2000
2005
2010
0
5
10
Model LI−noIE
Actual TIPS
Model TIPS
Model Real
1990
1995
2000
2005
2010
0
2
4
Actual TIPS
Model TIPS
Model True
0
5
10
Model LII−noIE
Actual TIPS
Model TIPS
Model Real
0
2
4
Actual TIPS
Model TIPS
Model True
1990
1995
2000
2005
2010
0
2
4
6
Model NL
10−Year TIPS and Real Yields
1990
1995
2000
2005
2010
0
1
2
3
4
5
10−Year TIPS−based and True Breakeven Inflation
1990
1995
2000
2005
2010
0
2
4
6
Model LI
1990
1995
2000
2005
2010
0
1
2
3
4
5
0
2
4
6
Model LII
0
1
2
3
4
5
1990
1995
2000
2005
2010
0
2
4
6
Model NL
10−Year TIPS and Real Yields
1990
1995
2000
2005
2010
0
1
2
3
4
5
10−Year TIPS−based and True Breakeven Inflation
1990
1995
2000
2005
2010
0
2
4
6
Model LI
1990
1995
2000
2005
2010
0
1
2
3
4
5
1990
1995
2000
2005
2010
0
2
4
6
Model LII
1990
1995
2000
2005
2010
0
1
2
3
4
5
63
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Figure 5: Model Implied Inflation Expectation and Inflation Risk Premiums
The three rows of Figure 5 plot results from Models NL-noIE, Model NL, and Model LII, respectively. The left and
middle graphs plot 1- and 10-yearmodel-implied inflation expectation togetherwith the SPFcounterpart,respectively.
The right graphs plot the 1- and 10-yearmodel-implied inflation risk premiums.
1990
2000
2010
0
1
2
3
4
5
Model NL−noIE
1−Year Inflation Expectation
SPF
Model
1990
2000
2010
1
2
3
4
5
10−Year Inflation Expectation
SPF
Model
1990
2000
2010
−0.8
−0.6
−0.4
−0.2
0
0.2
Inflation Risk Premiums
1−year
10−year
1990
2000
2010
0
1
2
3
4
5
Model LI−noIE
SPF
Model
1990
2000
2010
1
2
3
4
5
SPF
Model
1990
2000
2010
−0.4
−0.2
0
0.2
0.4
1−year
10−year
0
1
2
3
4
5
Model LII−noIE
SPF
Model
1
2
3
4
5
SPF
Model
−1.5
−1
−0.5
0
1−year
10−year
1990
2000
2010
1
2
3
4
5
Model NL
1−Year Inflation Expectation
1990
2000
2010
1
2
3
4
5
10−Year Inflation Expectation
1990
2000
2010
−2
−1
0
1
Inflation Risk Premiums
1990
2000
2010
1
2
3
4
5
Model LI
1990
2000
2010
1
2
3
4
5
1990
2000
2010
−1.5
−1
−0.5
0
0.5
1990
2000
2010
1
2
3
4
5
Model LII
1990
2000
2010
1
2
3
4
5
1990
2000
2010
−0.2
0
0.2
0.4
0.6
1990
2000
2010
1
2
3
4
5
Model NL
1−Year Inflation Expectation
1990
2000
2010
1
2
3
4
5
10−Year Inflation Expectation
1990
2000
2010
−2
−1
0
1
Inflation Risk Premiums
1990
2000
2010
1
2
3
4
5
Model LI
1990
2000
2010
1
2
3
4
5
1990
2000
2010
−1.5
−1
−0.5
0
0.5
1
2
3
4
5
Model LII
1
2
3
4
5
−0.2
0
0.2
0.4
0.6
64
Figure 6: Model-Implied Yield Spreads
Graphs A and B of Figure 6 plot Model LII-implied differences between indexed bond yields and real yields and
between TIPSyields and indexed bond yields, respectively,formaturities of 5,7, and 10 years.
2000
2005
2010
−40
−20
0
20
40
60
80
Model LI
Graph A. Indexed Bond−Real Yield Differential
5−year
7−year
10−year
2000
2005
2010
−1.5
−1
−0.5
0
0.5
1
1.5
2
2.5
3
3.5
Graph B. TIPS−Indexed Bond Yield Differential
5−year
7−year
10−year
2000
2005
2010
−40
−20
0
20
40
60
80
Model LII
Graph A. Indexed Bond−Real Yield Differential
5−year
7−year
10−year
2000
2005
2010
−1.5
−1
−0.5
0
0.5
1
1.5
2
2.5
3
3.5
Graph B. TIPS−Indexed Bond Yield Differential
5−year
7−year
10−year
65
Figure 7: Observable Measures of TIPS Liquidity
Figure 7 plots various measures of liquidity conditions in the TIPSmarket, including the 10-yearTIPS bid-ask spread
(Graph A), the relative TIPS trading volumes relative to those in nominal Treasury coupon securities (Graph B), the
average mean fitting errors from the Svensson TIPS yield curve (Graph C), the difference between the off-the-run
and the on-the-run 10-year nominal Treasury par asset swap spreads (Graph D), the average difference between TIPS
and nominal Treasury asset swap spreads (Graph E), and the difference between 10-year inflation swap rate and the
10-year BEI (Graph F).
2000
2005
2010
0
5
10
15
Graph A. TIPS Bid−Ask Spread
Basis points
2000
2005
2010
0
1
2
3
4
Graph B. Relative TIPS Transaction Volumes
Percent     
2000
2005
2010
0
10
20
30
40
Graph C. Aveage Absolute TIPS Curve Fitting Errors
Basis points
2000
2005
2010
0
20
40
60
80
Graph D. 10−Year Nominal on/off ASW Differences
Basis points
2000
2005
2010
0
50
100
150
Graph E. Average TIPS−Nominal ASW Differences
Basis points
2000
2005
2010
0
50
100
150
Graph F. 10−Year Swap−TIPS BEI Differences
Basis points
66
Figure 8: Other Potential Drivers of TIPS BEI
Figure8 plots measures ofotherfactorsthatmight affectthe TIPSBEI,includingthe incrementalchange in the10-year
TIPS yieldafter seasonalityadjustment (Graph A)and adjustment for the deflation floor (Graph B), the probability of
aflight-to-safety episode (Graph C),andthe difference between the reporates on10-yearon-the-run nominalTreasury
notes and TIPS(Graph D).
2004
2006
2008
2010
2012
−20
−15
−10
−5
0
5
Graph A. 10−Year Deflation Floor Adjustment
Basis points
2004
2006
2008
2010
2012
−20
−15
−10
−5
0
5
10
Graph B. 10−Year Seasonality Adjustment
Basis points
2004
2006
2008
2010
2012
0
20
40
60
80
Graph C. VIX
Basis points
2004
2006
2008
2010
2012
−100
0
100
200
300
400
Graph D. 10−Year Nominal−TIPS Repo Difference
Basis points
67
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