a |
Expectations for the next twelve months. For an explanation of the calculation see Appendix 1 in Inflation Report No. 5, July–December 1999. Since January 2004 inflation expectations are derived from the zero-coupon interest rate curve based on market prices of CPI-indexed bonds, on a forward interest rate basis. (For further details see Wiener, Zvi and Pompushko, Helena "The Estimation of Nominal and Real Yield Curves from Government Bonds in Israel" Bank of Israel Discussion Paper, June 2006). |
b |
Forecast for the break-even inflation includes a risk premium component. |
c |
Simple arithmetic mean of the inflation forecasts of the commercial banks and economic consultancy companies that publish their forecasts on a regular basis. |
d |
The percentage change in the level in the current month compared with the level in the equivalent month in the previous year. |
e |
Money supply data are preliminary data. |
f |
Average inflation expectations over previous thirty days. |