Peter Williams on Interest Rates, Term Premium, and the Importance of Inflation Expectations

Published: March 4, 2024, 5:01 a.m.

Peter Williams is a managing director of macroeconomic research at 22V Research and was formerly at the IMF and the World Bank. Peter joins David on Macro Musings to provide a market perspective on interest rates, Treasury markets, and monetary policy. Specifically, David and Peter discuss the dos and don\u2019ts of estimating term premiums, the importance and future of R-star, the usefulness of inflation expectations, and a lot more.

\xa0

Transcript for this week\u2019s episode.

\xa0

Peter's Twitter: @peterdwilliams

Peter\u2019s LinkedIn\xa0profile

Peter\u2019s 22V bio

\xa0

David Beckworth\u2019s Twitter:\xa0@DavidBeckworth

Follow us on Twitter:\xa0@Macro_Musings

\xa0

Join the Macro Musings\xa0mailing list!

Check out our Macro Musings merch!

\xa0

Related Links:

\xa0

*A Macroeconomic Approach to the Term Premium* by Emanuel Kopp and Peter Williams

\xa0

*Reading the Stars* by Peter Williams, Yasser Abdih, and Emanuel Kopp

\xa0

*Inflation Expectations in the U.S.: Linking Markets, Households, and Businesses* by Peter Williams