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Distinction Between Actual and Expected Inflation for Real Returns

When evaluating returns, it is crucial to distinguish between calculations based on expected versus actual inflation, as they serve different purposes. The real interest rate (r=iπEr = i - \pi^E), which uses expected inflation (πE\pi^E), is an ex-ante measure used to analyze the prospective impact of the policy rate on the real economy. In contrast, the actual (ex-post) real rate of return on an asset, such as one paying the policy rate, is calculated using the actual inflation rate (π\pi) that occurred over the period (iπi - \pi).

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Updated 2026-05-02

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