term_structure_inflation
Get the Philadelphia Fed ATSIX term structure of inflation expectations.
Examples
from openbb import obb
obb.federal_reserve.philadelphia.term_structure_inflation(provider='federal_reserve')
# Get the fitted Nelson-Siegel factors.
obb.federal_reserve.philadelphia.term_structure_inflation(dataset='factors', provider='federal_reserve')
Parameters
- standard
- federal_reserve
dataset: str | None
Default: inflation
The expected-inflation term structure, the ex-ante real-rate term structure, or the fitted Nelson-Siegel factors. Every forecast horizon, or every Nelson-Siegel factor, is returned as its own column.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
Returns
results: FederalReservePhiladelphiaAtsix
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- federal_reserve
date: date | str
The vintage month, as a month-start date.