LegendLEGENDThese are the time series of some of the variables presented in the publishings of the Consensus Forecast from Jan 2000 to April 2015.The survey firm asks martket's agents or financial institutions about their forecasts for the more relevant macroeconomic variables, such as GDP and inflation growth rate, unemployment rate, current account, interest rates, ecc.Then it collects the answers and publishes their mean (and other measures), thus we can take the mean of the individual forecasts as the best proxy of what the market expects to happen in the future.With monthly frequency Consensus Forecast publishes the data of SHORT-HORIZON forecasts.That means the selected variable's forecast for the CURRENT YEAR (T) and the NEXT YEAR (T+1)> Regarding the short-horizon forecast of the inflation (year-on-year) growth rate [US - CPI (short-horizon)], you have the monthly time series of:MEAN of the individual responsesHIGHEST VALUE among the individual responsesLOWEST VALUE among the individual responsesSTANDARD DEVIATION (STD) of the individual responses> Regarding the short-horizon forecast of the 10-year interest rate [US - 10y Rate (short-horizon)], you have the monthly time series of the MEAN of the forecasted value 1 year ahead.With semiannual frequency (in the numbers of April and October) Consensus Forecast publishes the data of DISTANT-HORIZON forecasts.That means the selected variable's forecast for the CURRENT YEAR (T), the following YEARS (T+1 - T+2 - T+3 - T+4 - T+5) and the AVERAGE beetween T+6 and T+10.> You have the time series of the MEAN of these forecasts for the GDP and INFLATION (CPI) year-on-year growth rate and the 10-YEAR INTEREST RATE.For more information take as a reference the number of October 2014 [CF_2014 O], containing also the long-term forecasts, presented in the uploaded materials.

US - GDPGDPTT+1T+2T+3T+4T+5Avg (T+ 6-10)Apr-004.63.12.74.14.63.13Oct-005.23.63.333.53.33.2Apr-011.73.13.53.23.33.23.1Oct-0111.23.63.43.33.23.2Apr-022.63.53.43.23.13.13.1Oct-022.433.53.13.233.1Apr-032.33.63.23.33.13.13.1Oct-032.743.53.33.33.23.2Apr-044.63.73.63.43.13.33.2Oct-044.43.53.43.23.13.13.2Apr-053.73.43.33.23.23.23.2Oct-053.53.33.23.23.23.13.1Apr-063.32.93.23.13.13.13.1Oct-063.42.63.13.23.133Apr-072.32.93.23.132.93Oct-0722.42.92.92.92.72.7Apr-081.32.12.72.82.82.72.7Oct-081.402.73.13.12.92.8Apr-09-2.71.83.53.73.22.82.5Oct-09-2.52.63.13.33.232.6Apr-103.23.13.43.232.82.5Oct-102.72.43.33.43.12.92.6Apr-112.93.33.33.432.72.5Oct-111.71.92.83.13.12.82.4Apr-122.32.53.13.132.62.4Oct-122.122.83.12.82.72.5Apr-132.12.73.12.92.72.62.4Oct-131.62.63.132.82.62.5Apr-142.7332.82.62.52.5Oct-142.23.132.82.62.42.4Apr-152.92.82.62.52.42.42.3

US - CPICPITT+1T+2T+3T+4T+5Avg (T+ 6-10)Apr-002.82.52.62.52.52.52.6Oct-003.32.72.62.72.62.62.7Apr-012.92.32.62.52.52.52.6Oct-0132.12.52.72.62.62.5Apr-021.52.42.52.42.52.52.5Oct-021.62.32.42.52.52.52.5Apr-032.422.42.42.42.52.4Oct-032.31.722.22.12.22.3Apr-041.91.92.12.12.22.12.3Oct-042.62.32.32.52.52.52.5Apr-052.72.42.42.42.52.52.4Oct-053.332.42.42.42.42.4Apr-062.92.32.32.32.32.32.4Oct-063.52.52.32.32.32.32.3Apr-072.12.22.32.22.22.22.1Oct-072.72.32.32.32.32.32.2Apr-083.62.32.22.22.22.22.2Oct-084.42.32.12.22.32.32.1Apr-09-0.71.62.12.22.42.52.5Oct-09-0.41.91.922.12.22.4Apr-102.11.92.22.12.22.22.3Oct-101.61.522.12.12.12.3Apr-112.72.122.22.22.32.2Oct-113.12.12.12.32.32.22.2Apr-122.32.12.22.32.32.32.3Oct-122.122.32.32.42.42.4Apr-131.92.12.22.22.32.32.2Oct-131.51.82.12.32.32.32.3Apr-141.71.92.22.32.32.32.2Oct-141.81.82.12.22.32.22.2Apr-150.12.22.32.32.32.32.2

US - 10y Rate10y RateTT+1T+2T+3T+4T+5Avg (T+ 6-10)Apr-006.36.46.46.1665.9Oct-0066.26.46.365.86Apr-014.85.15.65.75.65.65.6Oct-014.65.15.45.85.85.85.8Apr-025.35.75.95.95.95.95.7Oct-024.14.85.35.55.65.65.5Apr-034.14.65.35.65.95.85.9Oct-034.44.95.15.25.35.45.4Apr-044.34.85.25.35.45.45.3Oct-044.65.15.55.65.75.85.9Apr-054.75.25.65.75.75.75.7Oct-054.64.95.25.35.45.55.5Apr-0655.15.35.45.45.45.5Oct-064.855.25.45.35.35.3Apr-074.84.95.35.25.25.25.3Oct-074.74.95.25.25.25.25.2Apr-083.64.14.95.15.15.15.1Oct-083.64.14.74.955.15.1Apr-092.83.54.54.85.15.35.5Oct-093.54.14.54.85.15.35.5Apr-1044.55.15.25.45.55.4Oct-102.73.54.44.74.95.25.4Apr-113.64.34.95.15.45.55.3Oct-112.22.83.64.24.64.95Apr-122.32.83.64.24.85.25.2Oct-121.82.22.93.94.64.95Apr-132.12.63.54.34.84.95Oct-132.83.23.84.5555Apr-1433.54.44.854.94.9Oct-142.83.34.14.44.54.54.5Apr-152.22.83.94.14.24.34.3

US - CPI (short-horizon)CPI (short)Mean TMean T+1High THigh T+1Low TLow T+1STD TSTD T+1Jan-002.62.52.93.12.21.70.20.3Feb-002.62.53.13.32.21.60.20.4Mar-002.62.53.13.32.31.60.20.4Apr-002.82.53.13.32.31.80.20.3May-0032.53.432.51.60.30.3Jun-003.12.63.43.12.71.70.20.3Jul-003.22.63.43.32.81.20.10.5Aug-003.22.63.33.331.20.10.4Sep-003.32.83.54.332.10.10.5Oct-003.32.73.53.43.22.10.10.3Nov-003.42.73.53.43.22.20.10.3Dec-003.42.73.53.43.22.20.10.3Jan-012.72.43.13.22.11.90.30.4Feb-012.62.43.53.62.11.80.30.4Mar-012.72.33.23.22.31.80.20.4Apr-012.92.33.42.82.51.80.30.3May-013.12.53.63.52.61.50.20.4Jun-013.22.63.73.82.61.90.20.5Jul-013.22.43.43.331.90.10.4Aug-013.22.43.63.72.81.80.10.5Sep-013.12.33.63.72.91.80.20.5Oct-0132.13.22.72.71.20.10.3Nov-012.91.93.12.62.61.40.10.3Dec-012.91.732.52.71.10.10.4Jan-021.62.52.43.21.11.70.30.4Feb-021.42.42.33.10.81.70.40.3Mar-021.42.42.23.10.91.60.30.4Apr-021.52.42.33.11.11.40.30.4May-021.62.42.43.11.11.40.20.4Jun-021.72.52.43.21.41.40.20.4Jul-021.72.523.21.41.40.20.4Aug-021.62.41.93.21.21.60.10.5Sep-021.62.31.93.21.31.60.10.4Oct-021.62.31.83.41.31.70.10.4Nov-021.62.21.731.41.60.10.3Dec-021.62.11.62.61.31.60.10.3Jan-032.22.32.72.81.61.50.30.3Feb-032.22.22.62.81.51.50.20.3Mar-033.22.12.73.11.81.50.20.4Apr-032.422.831.81.40.30.5May-032.422.82.81.91.20.20.5Jun-032.31.92.72.71.810.30.5Jul-032.21.82.62.71.80.90.20.5Aug-032.21.72.42.71.910.10.5Sep-032.31.82.42.52.21.10.10.4Oct-032.31.72.42.52.110.10.4Nov-032.31.72.42.62.11.20.10.4Dec-032.31.82.42.32.31.100.3Jan-041.62.12.33.21.11.30.30.6Feb-041.51.92.23.21.10.80.30.6Mar-041.71.92.23.31.10.80.30.6Apr-041.91.92.32.81.10.80.20.5May-042.22.12.52.71.81.30.20.4Jun-042.42.32.72.91.91.70.20.3Jul-042.62.32.93.11.91.70.20.3Aug-042.72.433.41.91.70.20.4Sep-042.72.42.93.42.21.70.10.4Oct-042.62.32.93.42.51.80.10.4Nov-042.62.42.73.42.51.800.4Dec-042.72.52.73.42.52.10.10.3Jan-052.52.43.43.921.60.30.4Feb-052.42.22.82.921.60.20.4Mar-052.52.43.4421.60.30.5Apr-052.72.43.142.41.70.20.5May-052.82.53.142.51.80.20.4Jun-052.92.53.23.52.61.80.10.4Jul-0532.53.23.52.61.80.10.4Aug-0532.53.23.22.71.90.10.4Sep-053.22.844.91.82.10.40.7Oct-053.333.63.53.12.50.10.3Nov-053.433.73.93.22.50.10.4Dec-053.433.73.73.12.30.10.3Jan-062.82.33.83.12.11.40.40.4Feb-062.92.33.73.22.21.10.30.4Mar-062.92.33.73.221.20.30.4Apr-062.92.33.83.22.31.20.30.4May-063.22.43.83.32.60.90.20.5Jun-063.42.53.83.531.70.20.4Jul-063.42.53.83.531.30.20.4Aug-063.62.83.93.43.22.20.10.3Sep-063.62.73.83.43.41.70.10.4Oct-063.52.53.83.33.31.50.10.4Nov-063.42.33.73.23.31.60.10.3Dec-063.323.52.831.50.10.3Jan-071.82.32.63.31.31.60.30.4Feb-071.72.32.23.31.11.80.30.3Mar-071.92.32.13.31.41.50.20.4Apr-072.12.22.73.31.51.70.30.4May-072.42.32.83.31.51.70.30.4Jun-072.62.43.13.31.91.60.20.4Jul-072.72.43.23.421.60.30.5Aug-072.82.43.23.42.41.60.20.4Sep-072.72.32.93.12.41.20.10.4Oct-072.72.32.93.12.41.20.10.4Nov-072.82.62.93.52.71.70.10.5Dec-072.82.62.93.52.61.70.10.5Jan-082.82.13.6321.10.40.5Feb-082.923.432.11.10.30.4Mar-083.42.34.43.72.51.10.50.6Apr-083.62.34.13.62.91.20.30.5May-083.82.44.13.631.50.30.6Jun-0842.54.83.63.41.60.30.6Jul-084.32.85.33.83.61.60.40.6Aug-084.52.95.34.83.61.60.40.7Sep-084.52.94.84.33.91.80.20.7Oct-084.42.34.63.5410.20.7Nov-084.21.44.52.83.8-0.90.20.9Dec-0840.34.31.73.8-1.60.21Jan-09-0.521.23.3-2.20.70.90.7Feb-09-0.91.70.73.1-1.90.30.60.8Mar-09-0.91.50.53.1-2-0.10.50.8Apr-09-0.71.60.53.2-1.40.40.50.7May-09-0.81.60.33.1-1.30.70.40.6Jun-09-0.61.70.73.2-1.10.70.40.6Jul-09-0.61.80.13.7-10.90.30.6Aug-09-0.51.8-0.33.5-0.90.90.20.6Sep-09-0.51.9-0.33.5-0.80.90.10.6Oct-09-0.41.9-0.33.5-0.80.90.10.6Nov-09-0.42-0.33.4-0.710.10.6Dec-09-0.42.1-0.33.2-0.51.20.10.5Jan-102.21.93.341.20.40.50.8Feb-102.323.43.91.50.40.40.8Mar-102.21.933.91.50.50.40.8Apr-102.11.933.91.60.80.30.7May-1021.92.63.81.60.60.20.7Jun-101.71.72.331.30.40.20.6Jul-101.71.52.331.40.30.20.7Aug-101.61.41.92.71.30.20.20.6Sep-101.61.41.82.71.30.80.10.5Oct-101.61.51.82.71.40.90.10.5Nov-101.61.41.72.51.50.90.10.4Dec-101.61.51.72.41.5100.4Jan-111.71.82.43.41.10.80.40.6Feb-111.91.92.83.41.210.30.5Mar-112.322.93.61.61.30.40.5Apr-112.72.13.33.81.71.50.30.6May-1132.13.33.51.81.40.30.6Jun-1132.13.43.32.71.40.20.5Jul-113.12.13.432.81.50.10.4Aug-1132.13.32.92.71.60.10.4Sep-113.12.13.23.52.70.90.10.5Oct-113.12.13.33.32.81.30.10.5Nov-113.22.13.33.53.11.50.10.4Dec-113.22.13.33.531.40.10.5Jan-121.91.92.941.10.50.40.6Feb-12222.941.10.50.30.6Mar-122.322.94.11.10.50.30.7Apr-122.32.12.94.121.20.20.6May-122.32.12.94.121.30.20.5Jun-122.222.84.21.71.20.20.5Jul-1221.92.53.61.70.60.20.5Aug-12222.23.61.80.60.10.5Sep-12222.32.71.81.40.10.3Oct-122.122.32.81.910.10.4Nov-122.122.231.91.20.10.4Dec-122.122.42.721.30.10.4Jan-131.92.12.43.11.31.60.30.4Feb-131.82.22.33.11.31.60.30.3Mar-131.82.12.23.21.41.50.20.4Apr-131.92.12.53.21.41.50.20.4May-131.622.131.31.40.20.4Jun-131.51.91.931.31.40.20.4Jul-131.51.91.831.31.30.20.4Aug-131.51.91.72.91.31.40.10.4Sep-131.41.71.72.41.41.40.10.3Oct-131.51.81.62.31.41.30.10.3Nov-131.51.81.62.41.41.300.3Dec-131.51.71.62.21.41.400.2Jan-141.61.62.22.41.31.50.20.3Feb-141.61.92.12.41.31.50.20.2Mar-141.7222.51.31.40.20.3Apr-141.71.922.51.41.50.10.3May-141.81.91.92.31.51.40.10.2Jun-141.81.922.31.51.50.10.2Jul-1422.12.42.51.61.50.10.3Aug-141.92.12.12.61.61.60.10.2Sep-141.9222.41.71.40.10.2Oct-141.81.822.31.71.30.10.3Nov-141.71.61.92.11.60.90.10.3Dec-141.71.31.81.91.50.20.10.4Jan-150.72.21.53.6-0.310.50.4Feb-150.32.21.83.6-0.70.50.50.5Mar-150.32.11.22.8-0.70.60.40.4Apr-150.12.20.62.8-0.41.80.20.2

US - 10y Rate (short-horizon)10y Rate (short)Mean 1 year aheadJan-006.5Feb-006.6Mar-006.6Apr-006.4May-006.5Jun-006.5Jul-006.4Aug-006.3Sep-006.1Oct-006.2Nov-006.1Dec-005.8Jan-015.2Feb-015.3Mar-015.2Apr-015.1May-015.4Jun-015.4Jul-015.4Aug-015.4Sep-015.2Oct-015.1Nov-014.8Dec-015Jan-025.5Feb-025.4Mar-025.5Apr-025.7May-025.7Jun-025.7Jul-025.6Aug-025.2Sep-025Oct-024.8Nov-024.7Dec-024.7Jan-034.8Feb-034.8Mar-034.7Apr-034.6May-034.5Jun-034.3Jul-034.3Aug-034.8Sep-034.9Oct-034.9Nov-035Dec-035.1Jan-045.1Feb-045.1Mar-044.9Apr-044.8May-045.2Jun-045.3Jul-045.4Aug-045.4Sep-045.2Oct-045.1Nov-045Dec-045.1Jan-055.1Feb-055.1Mar-055.1Apr-055.2May-055.2Jun-054.9Jul-054.9Aug-055Sep-055Oct-054.9Nov-055.1Dec-055.1Jan-065.1Feb-065Mar-065Apr-065.1May-065.2Jun-065.3Jul-065.3Aug-065.3Sep-065.1Oct-065Nov-065Dec-064.8Jan-074.9Feb-075Mar-074.9Apr-074.9May-074.9Jun-075Jul-075.2Aug-075.1Sep-074.9Oct-074.9Nov-074.8Dec-074.5Jan-084.5Feb-084.1Mar-084.1Apr-084.1May-084.2Jun-084.3Jul-084.4Aug-084.5Sep-084.4Oct-084.1Nov-084.1Dec-083.5Jan-093.3Feb-093.5Mar-093.4Apr-093.5May-093.7Jun-094Jul-094.1Aug-094.2Sep-094.1Oct-094.1Nov-094.1Dec-094.1Jan-104.4Feb-104.5Mar-104.4Apr-104.5May-104.5Jun-104.3Jul-104Aug-103.9Sep-103.6Oct-103.5Nov-103.4Dec-103.5Jan-114.1Feb-114.1Mar-114.1Apr-114.3May-114.2Jun-114Jul-114.1Aug-113.6Sep-113Oct-112.8Nov-112.8Dec-112.7Jan-122.8Feb-122.6Mar-122.7Apr-122.8May-122.7Jun-122.6Jul-122.5Aug-122.3Sep-122.3Oct-122.2Nov-122.3Dec-122.3Jan-132.5Feb-132.5Mar-132.6Apr-132.6May-132.5Jun-132.6Jul-132.9Aug-133.1Sep-133.3Oct-133.2Nov-133.2Dec-133.3Jan-143.5Feb-143.5Mar-143.5Apr-143.5May-143.5Jun-143.5Jul-143.5Aug-143.5Sep-143.4Oct-143.3Nov-143.2Dec-143.1Jan-153Feb-152.8Mar-152.9Apr-152.8

DataGDPTT+1T+2T+3T+4T+5Avg (T+ 6-10)4/1/004.63.12.74.14.63.1310/1/005.23.63.333.53.33.24/1/011.73.13.53.23.33.23.110/1/0111.23.63.43.33.23.24/1/022.63.53.43.23.13.13.110/1/022.433.53.13.233.14/1/032.33.63.23.33.13.13.110/1/032.743.53.33.33.23.24/1/044.63.73.63.43.13.33.210/1/044.43.53.43.23.13.13.24/1/053.73.43.33.23.23.23.210/1/053.53.33.23.23.23.13.14/1/063.32.93.23.13.13.13.110/1/063.42.63.13.23.1334/1/072.32.93.23.132.9310/1/0722.42.92.92.92.72.74/1/081.32.12.72.82.82.72.710/1/081.402.73.13.12.92.84/1/09-2.71.83.53.73.22.82.510/1/09-2.52.63.13.33.232.64/1/103.23.13.43.232.82.510/1/102.72.43.33.43.12.92.64/1/112.93.33.33.432.72.510/1/111.71.92.83.13.12.82.44/1/122.32.53.13.132.62.410/1/122.122.83.12.82.72.54/1/132.12.73.12.92.72.62.410/1/131.62.63.132.82.62.54/1/142.7332.82.62.52.510/1/142.23.132.82.62.42.44/1/152.92.82.62.52.42.42.3CPI (INFLATION)TT+1T+2T+3T+4T+5Avg (T+ 6-10)4/1/002.82.52.62.52.52.52.610/1/003.32.72.62.72.62.62.74/1/012.92.32.62.52.52.52.610/1/0132.12.52.72.62.62.54/1/021.52.42.52.42.52.52.510/1/021.62.32.42.52.52.52.54/1/032.422.42.42.42.52.410/1/032.31.722.22.12.22.34/1/041.91.92.12.12.22.12.310/1/042.62.32.32.52.52.52.54/1/052.72.42.42.42.52.52.410/1/053.332.42.42.42.42.44/1/062.92.32.32.32.32.32.410/1/063.52.52.32.32.32.32.34/1/072.12.22.32.22.22.22.110/1/072.72.32.32.32.32.32.24/1/083.62.32.22.22.22.22.210/1/084.42.32.12.22.32.32.14/1/09-0.71.62.12.22.42.52.510/1/09-0.41.91.922.12.22.44/1/102.11.92.22.12.22.22.310/1/101.61.522.12.12.12.34/1/112.72.122.22.22.32.210/1/113.12.12.12.32.32.22.24/1/122.32.12.22.32.32.32.310/1/122.122.32.32.42.42.44/1/131.92.12.22.22.32.32.210/1/131.51.82.12.32.32.32.34/1/141.71.92.22.32.32.32.210/1/141.81.82.12.22.32.22.24/1/150.12.22.32.32.32.32.2FORWARD 5Y5F4/1/005.68110/1/005.8244/1/015.44210/1/015.6414/1/026.26110/1/024.9284/1/035.22310/1/035.444/1/045.25110/1/045.1524/1/054.95710/1/054.5554/1/064.9610/1/064.7534/1/074.84610/1/075.0964/1/084.67710/1/084.964/1/093.88310/1/094.5644/1/105.51510/1/104.0014/1/115.02310/1/113.0334/1/123.59310/1/122.7824/1/133.10210/1/134.14/1/143.93810/1/143.3714/1/152.567beta (from Wright paper)with Fisher hyp.b01.981.56inflation0.931gdp0.10.17TP time series (according to formula 2)TP series with formula: TP=fw-(b0 + b1*infl + b2* gdp)10/1/006.7651.0661.0944/1/017.4331.0961.10310/1/016.3290.8170.8384/1/026.5510.9230.93710/1/025.9361.6461.6744/1/034.6760.3230.35810/1/035.7050.6080.6364/1/045.8691.0941.13610/1/045.4980.9881.034/1/056.030.5370.56510/1/055.8580.3320.3534/1/065.9940.0330.06810/1/066.0070.5310.5734/1/076.3680.3340.38310/1/075.0490.530.5934/1/085.8270.7070.77710/1/086.1750.3810.4584/1/097.2120.5510.60710/1/090.982-0.702-0.6534/1/101.9620.2380.29410/1/105.8081.2091.2794/1/113.779-0.222-0.15210/1/115.8440.6340.7044/1/124.106-1.273-1.20310/1/123.982-0.786-0.7094/1/132.965-1.7-1.63710/1/133.099-1.277-1.24/1/143.675-0.279-0.20210/1/143.809-0.431-0.3474/1/153.285-0.895-0.797