Federal Reserve Economic Data

Table Data - Real Risk Premium

Title Real Risk Premium
Series ID TENEXPCHAREARISPRE
Source Federal Reserve Bank of Cleveland
Release Inflation Expectations (Not a Press Release)
Seasonal Adjustment Not Seasonally Adjusted
Frequency Monthly
Units Percent
Date Range 1982-01-01 to 2024-11-01
Last Updated 2024-11-13 3:03 PM CST
Notes 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.

For more information, please visit the Federal Reserve Bank of Cleveland.
DATE VALUE
1982-01-01 1.2368608
1982-02-01 1.2317813
1982-03-01 1.1657249
1982-04-01 1.2578395
1982-05-01 1.1575560
1982-06-01 1.1411042
1982-07-01 1.2513304
1982-08-01 1.1723375
1982-09-01 1.0997800
1982-10-01 1.0966023
1982-11-01 1.1637140
1982-12-01 1.2608313
1983-01-01 1.2138130
1983-02-01 1.2934019
1983-03-01 1.2272405
1983-04-01 1.2516150
1983-05-01 1.2071457
1983-06-01 1.2804237
1983-07-01 1.3026097
1983-08-01 1.4394496
1983-09-01 1.4245790
1983-10-01 1.3445740
1983-11-01 1.3561477
1983-12-01 1.3389832
1984-01-01 1.3194472
1984-02-01 1.2695955
1984-03-01 1.3442575
1984-04-01 1.3886424
1984-05-01 1.4228445
1984-06-01 1.5326237
1984-07-01 1.5154585
1984-08-01 1.3717457
1984-09-01 1.3728822
1984-10-01 1.3031195
1984-11-01 1.1909290
1984-12-01 1.1976941
1985-01-01 1.2221949
1985-02-01 1.1686435
1985-03-01 1.2922764
1985-04-01 1.2505305
1985-05-01 1.1922227
1985-06-01 1.2031861
1985-07-01 1.2402847
1985-08-01 1.3051207
1985-09-01 1.2682198
1985-10-01 1.2518228
1985-11-01 1.2086380
1985-12-01 1.1702904
1986-01-01 1.1386211
1986-02-01 1.1718210
1986-03-01 1.1209380
1986-04-01 1.0964864
1986-05-01 1.1165299
1986-06-01 1.3756669
1986-07-01 1.2814314
1986-08-01 1.2570825
1986-09-01 1.2057601
1986-10-01 1.2995179
1986-11-01 1.2552941
1986-12-01 1.2240470
1987-01-01 1.2122082
1987-02-01 1.2093870
1987-03-01 1.1741446
1987-04-01 1.2412331
1987-05-01 1.4457568
1987-06-01 1.4115333
1987-07-01 1.3652149
1987-08-01 1.3933172
1987-09-01 1.3994592
1987-10-01 1.4699546
1987-11-01 1.3098980
1987-12-01 1.3077499
1988-01-01 1.2807886
1988-02-01 1.2265382
1988-03-01 1.2130518
1988-04-01 1.3077990
1988-05-01 1.3195633
1988-06-01 1.3230759
1988-07-01 1.2755766
1988-08-01 1.2944214
1988-09-01 1.3242448
1988-10-01 1.2693917
1988-11-01 1.2388278
1988-12-01 1.3179001
1989-01-01 1.3576515
1989-02-01 1.3152199
1989-03-01 1.3584696
1989-04-01 1.2933644
1989-05-01 1.2448791
1989-06-01 1.1982318
1989-07-01 1.1655714
1989-08-01 1.1320191
1989-09-01 1.3813578
1989-10-01 1.3694802
1989-11-01 1.2964492
1989-12-01 1.2705620
1990-01-01 1.2400685
1990-02-01 1.3089052
1990-03-01 1.3158344
1990-04-01 1.3178255
1990-05-01 1.3765565
1990-06-01 1.2832770
1990-07-01 1.2621513
1990-08-01 1.2012863
1990-09-01 1.2685928
1990-10-01 1.2356491
1990-11-01 1.2008361
1990-12-01 1.1822384
1991-01-01 1.1584319
1991-02-01 1.1628351
1991-03-01 1.2593148
1991-04-01 1.2455880
1991-05-01 1.2133788
1991-06-01 1.2376717
1991-07-01 1.2551133
1991-08-01 1.2319479
1991-09-01 1.1920914
1991-10-01 1.1603064
1991-11-01 1.1447264
1991-12-01 1.1333078
1992-01-01 1.1103382
1992-02-01 1.3164416
1992-03-01 1.3109107
1992-04-01 1.3165834
1992-05-01 1.2866060
1992-06-01 1.2487062
1992-07-01 1.2047610
1992-08-01 1.1717759
1992-09-01 1.1526615
1992-10-01 1.1301904
1992-11-01 1.4375489
1992-12-01 1.4423493
1993-01-01 1.3632307
1993-02-01 1.2949589
1993-03-01 1.2341053
1993-04-01 1.2436588
1993-05-01 1.2146697
1993-06-01 1.2340816
1993-07-01 1.1997910
1993-08-01 1.2273243
1993-09-01 1.1880888
1993-10-01 1.1717020
1993-11-01 1.2172098
1993-12-01 1.2413972
1994-01-01 1.2553980
1994-02-01 1.2149225
1994-03-01 1.3349257
1994-04-01 1.5290367
1994-05-01 1.4826293
1994-06-01 1.4406124
1994-07-01 1.4373035
1994-08-01 1.3657941
1994-09-01 1.3559275
1994-10-01 1.4293506
1994-11-01 1.4304565
1994-12-01 1.4121225
1995-01-01 1.4047222
1995-02-01 1.3411806
1995-03-01 1.2740660
1995-04-01 1.2467378
1995-05-01 1.1928045
1995-06-01 1.1732997
1995-07-01 1.1978512
1995-08-01 1.2633617
1995-09-01 1.2334610
1995-10-01 1.2301618
1995-11-01 1.2002966
1995-12-01 1.1722757
1996-01-01 1.1463834
1996-02-01 1.1463859
1996-03-01 1.2123163
1996-04-01 1.2850024
1996-05-01 1.3264712
1996-06-01 1.3579119
1996-07-01 1.3175889
1996-08-01 1.2953274
1996-09-01 1.3245966
1996-10-01 1.2734870
1996-11-01 1.2299947
1996-12-01 1.1974524
1997-01-01 1.3013279
1997-02-01 1.2808118
1997-03-01 1.2956654
1997-04-01 1.3511825
1997-05-01 1.3124939
1997-06-01 1.2487939
1997-07-01 1.2346052
1997-08-01 1.2095454
1997-09-01 1.2280311
1997-10-01 1.2007877
1997-11-01 1.1941008
1997-12-01 1.1899752
1998-01-01 1.1730054
1998-02-01 1.1648698
1998-03-01 1.2084732
1998-04-01 1.2065972
1998-05-01 1.2064414
1998-06-01 1.1987847
1998-07-01 1.1852977
1998-08-01 1.1941355
1998-09-01 1.1636277
1998-10-01 1.1821559
1998-11-01 1.2734585
1998-12-01 1.2664617
1999-01-01 1.2811503
1999-02-01 1.2876870
1999-03-01 1.3904999
1999-04-01 1.3163159
1999-05-01 1.3163285
1999-06-01 1.3921296
1999-07-01 1.3480847
1999-08-01 1.3537567
1999-09-01 1.3296030
1999-10-01 1.3160987
1999-11-01 1.3099245
1999-12-01 1.3111523
2000-01-01 1.3412394
2000-02-01 1.3371627
2000-03-01 1.2866908
2000-04-01 1.2381495
2000-05-01 1.2850955
2000-06-01 1.1990852
2000-07-01 1.1860898
2000-08-01 1.2015475
2000-09-01 1.1735708
2000-10-01 1.1829336
2000-11-01 1.1831542
2000-12-01 1.1622569
2001-01-01 1.1383360
2001-02-01 1.1363542
2001-03-01 1.1397020
2001-04-01 1.1555527
2001-05-01 1.2058633
2001-06-01 1.2277710
2001-07-01 1.2288033
2001-08-01 1.1989245
2001-09-01 1.1587240
2001-10-01 1.1188325
2001-11-01 1.1137575
2001-12-01 1.2461506
2002-01-01 1.3580120
2002-02-01 1.3123732
2002-03-01 1.2880281
2002-04-01 1.3464267
2002-05-01 1.2756869
2002-06-01 1.2535915
2002-07-01 1.2169815
2002-08-01 1.1797419
2002-09-01 1.1568860
2002-10-01 1.1418255
2002-11-01 1.1829783
2002-12-01 1.2647531
2003-01-01 1.1969138
2003-02-01 1.1772516
2003-03-01 1.1518810
2003-04-01 1.1920924
2003-05-01 1.2140376
2003-06-01 1.1568499
2003-07-01 1.1886766
2003-08-01 1.4043515
2003-09-01 1.4043422
2003-10-01 1.3052642
2003-11-01 1.3863626
2003-12-01 1.3599259
2004-01-01 1.3131558
2004-02-01 1.2762915
2004-03-01 1.2376694
2004-04-01 1.2164152
2004-05-01 1.3867434
2004-06-01 1.3734061
2004-07-01 1.3415503
2004-08-01 1.3122118
2004-09-01 1.2401586
2004-10-01 1.2493974
2004-11-01 1.2183370
2004-12-01 1.2739643
2005-01-01 1.2570988
2005-02-01 1.2475411
2005-03-01 1.2800226
2005-04-01 1.2789227
2005-05-01 1.2218080
2005-06-01 1.2025153
2005-07-01 1.2140319
2005-08-01 1.2407981
2005-09-01 1.0781531
2005-10-01 1.1991322
2005-11-01 1.2688305
2005-12-01 1.2720147
2006-01-01 1.2359447
2006-02-01 1.2850912
2006-03-01 1.2783066
2006-04-01 1.2794002
2006-05-01 1.2906453
2006-06-01 1.2901259
2006-07-01 1.2772985
2006-08-01 1.2330468
2006-09-01 1.1990496
2006-10-01 1.2147361
2006-11-01 1.1784627
2006-12-01 1.1687616
2007-01-01 1.2025925
2007-02-01 1.2360165
2007-03-01 1.1947259
2007-04-01 1.2095120
2007-05-01 1.1994456
2007-06-01 1.2790326
2007-07-01 1.2798023
2007-08-01 1.2385483
2007-09-01 1.1986681
2007-10-01 1.1870789
2007-11-01 1.1258192
2007-12-01 1.1237103
2008-01-01 1.1340748
2008-02-01 1.1120286
2008-03-01 1.1047946
2008-04-01 1.1293766
2008-05-01 1.2405561
2008-06-01 1.2169889
2008-07-01 1.1970234
2008-08-01 1.1849590
2008-09-01 1.1731495
2008-10-01 1.2066017
2008-11-01 1.2455393
2008-12-01 1.1710135
2009-01-01 1.1591700
2009-02-01 1.1539969
2009-03-01 1.1647245
2009-04-01 1.1268905
2009-05-01 1.2259510
2009-06-01 1.2439714
2009-07-01 1.2420316
2009-08-01 1.2199233
2009-09-01 1.1875080
2009-10-01 1.1761974
2009-11-01 1.1927549
2009-12-01 1.1668623
2010-01-01 1.3275341
2010-02-01 1.2811064
2010-03-01 1.2516075
2010-04-01 1.3081659
2010-05-01 1.2817381
2010-06-01 1.2340777
2010-07-01 1.1848002
2010-08-01 1.1658476
2010-09-01 1.1467902
2010-10-01 1.1236226
2010-11-01 1.1177811
2010-12-01 1.2103835
2011-01-01 1.2715228
2011-02-01 1.2505481
2011-03-01 1.2381054
2011-04-01 1.2472274
2011-05-01 1.1916548
2011-06-01 1.1663034
2011-07-01 1.1992538
2011-08-01 1.1649313
2011-09-01 1.1440924
2011-10-01 1.1446024
2011-11-01 1.1647874
2011-12-01 1.1775767
2012-01-01 1.1758662
2012-02-01 1.1563519
2012-03-01 1.1826697
2012-04-01 1.2034739
2012-05-01 1.1667997
2012-06-01 1.1391610
2012-07-01 1.1662842
2012-08-01 1.1504595
2012-09-01 1.1308315
2012-10-01 1.1512764
2012-11-01 1.1812764
2012-12-01 1.1649553
2013-01-01 1.2165788
2013-02-01 1.2050741
2013-03-01 1.1534860
2013-04-01 1.1647183
2013-05-01 1.1759681
2013-06-01 1.2359215
2013-07-01 1.2924940
2013-08-01 1.2864123
2013-09-01 1.3064023
2013-10-01 1.2680435
2013-11-01 1.2602462
2013-12-01 1.2365995
2014-01-01 1.2914453
2014-02-01 1.2523933
2014-03-01 1.2399027
2014-04-01 1.2713635
2014-05-01 1.2451624
2014-06-01 1.2307904
2014-07-01 1.2255665
2014-08-01 1.2286231
2014-09-01 1.2179332
2014-10-01 1.2299821
2014-11-01 1.2211969
2014-12-01 1.1374824
2015-01-01 1.2003966
2015-02-01 1.1693660
2015-03-01 1.2316641
2015-04-01 1.1847672
2015-05-01 1.2105168
2015-06-01 1.2124344
2015-07-01 1.2396006
2015-08-01 1.2152095
2015-09-01 1.2110942
2015-10-01 1.2014385
2015-11-01 1.2153920
2015-12-01 1.2234686
2016-01-01 1.2456638
2016-02-01 1.2014762
2016-03-01 1.1836192
2016-04-01 1.1449932
2016-05-01 1.1676221
2016-06-01 1.1772199
2016-07-01 1.1481324
2016-08-01 1.1692884
2016-09-01 1.1757562
2016-10-01 1.1841811
2016-11-01 1.2044047
2016-12-01 1.3290649
2017-01-01 1.2897367
2017-02-01 1.2876996
2017-03-01 1.2920425
2017-04-01 1.2598127
2017-05-01 1.2578464
2017-06-01 1.1985039
2017-07-01 1.2285199
2017-08-01 1.2097536
2017-09-01 1.1819244
2017-10-01 1.2282870
2017-11-01 1.2272774
2017-12-01 1.1610032
2018-01-01 1.2183080
2018-02-01 1.2912536
2018-03-01 1.2306141
2018-04-01 1.2328859
2018-05-01 1.2843951
2018-06-01 1.2620296
2018-07-01 1.2543079
2018-08-01 1.2734675
2018-09-01 1.2468578
2018-10-01 1.2740029
2018-11-01 1.2667843
2018-12-01 1.2442892
2019-01-01 1.2070958
2019-02-01 1.2130935
2019-03-01 1.0207319
2019-04-01 1.0600166
2019-05-01 1.1371593
2019-06-01 1.1289913
2019-07-01 1.1479148
2019-08-01 1.1609962
2019-09-01 1.1464023
2019-10-01 1.1841650
2019-11-01 1.1995382
2019-12-01 1.2196729
2020-01-01 1.2199695
2020-02-01 1.1906984
2020-03-01 1.0199730
2020-04-01 1.0322013
2020-05-01 1.0736871
2020-06-01 1.0682220
2020-07-01 1.0530717
2020-08-01 1.0731986
2020-09-01 1.1089133
2020-10-01 1.1360730
2020-11-01 1.1655101
2020-12-01 1.1646201
2021-01-01 1.1682306
2021-02-01 1.1722263
2021-03-01 1.2057374
2021-04-01 1.2015461
2021-05-01 1.1745436
2021-06-01 1.1466392
2021-07-01 1.1560817
2021-08-01 1.1061539
2021-09-01 1.1518996
2021-10-01 1.1640596
2021-11-01 1.1802303
2021-12-01 1.1718709
2022-01-01 1.2068075
2022-02-01 1.2171895
2022-03-01 1.1623305
2022-04-01 1.4173954
2022-05-01 1.4372574
2022-06-01 1.3482276
2022-07-01 1.3112157
2022-08-01 1.2694036
2022-09-01 1.3973509
2022-10-01 1.4823361
2022-11-01 1.4993449
2022-12-01 1.4022366
2023-01-01 1.3946749
2023-02-01 1.3155493
2023-03-01 1.4730827
2023-04-01 1.3602682
2023-05-01 1.3745858
2023-06-01 1.1148600
2023-07-01 1.3092147
2023-08-01 1.3411725
2023-09-01 1.3632687
2023-10-01 1.4604398
2023-11-01 1.4445712
2023-12-01 1.3498560
2024-01-01 1.3239901
2024-02-01 1.2947154
2024-03-01 1.3377186
2024-04-01 1.3444391
2024-05-01 1.3870562
2024-06-01 1.3476623
2024-07-01 1.3439086
2024-08-01 1.2713805
2024-09-01 1.2509449
2024-10-01 1.2257438
2024-11-01 1.4139481

Subscribe to the FRED newsletter


Follow us

Back to Top