If I were to use a market measure for inflation expectations for the USA, I would look at the differential of yields between the conventional and inflation-indexed Treasuries.

However, in the Euro zone, there's no financial centralisation... Is there a ready market measure for inflation expectations for the euro zone?


1 Answer 1


You have still several market measures of inflation expectations. Primarily:

  1. Break-even inflation rates
  2. Inflation-linked swap rates

These are the main financial market measures of inflation expectations used by ECB. Aside from these there are also host of other survey based measures (see the table below that list all useful measures with some information on from when they are avaiable). You can see overview of them in this ECB report on Inflation Expectations in the Euro Area: A Recent Developments.

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  • $\begingroup$ Thanks for the answer ;) $\endgroup$ Aug 3, 2021 at 19:30
  • $\begingroup$ @Anoldmaninthesea. You are welcome I was glad to help :) $\endgroup$
    – 1muflon1
    Aug 3, 2021 at 20:03

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