· Methods
Pick an economy, a bond and two dates. The change in the yield is split into its parts, from the arithmetic that needs no model to the estimates that need one: the short rate and the forward; the real yield and inflation compensation; the expected policy path and the term premium; and, for the United States, all four of expected real rates, the real term premium, expected inflation and the inflation risk premium.
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The two published models disagree, sometimes in sign. Ours is shown with both; the comparative view uses ours for every economy so the countries are on one method.