Crash: Real Interest Rates and Gold

The real 10-year interest rate is inverted on this chart. This is a calcualted figure from a model, so I'm more interest in the trend than in specific levels.

Frequency: Monthly

The Federal Reserve Bank of Cleveland estimates the expected rate of inflation over the next 30 years along with the inflation risk premium, the real risk premium, and the real interest rate.

Their estimates are calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations.