Dataset on Gold Prices, Real Interest Rates and Interest Payments

This dataset contains monthly macro-financial time series used to analyse the relationship between gold prices, real interest rates, and fiscal conditions. It includes international gold prices, U.S. real long-term interest rates, and interest payments on publicly held federal debt. All variables are constructed at monthly frequency and transformed as described in the accompanying article.

本数据集收录月度宏观金融时间序列数据，用于探究黄金价格、实际利率与财政状况三者间的关联机制。数据集涵盖国际黄金价格、美国实际长期利率以及公众持有的联邦政府债务利息支出。所有变量均按月度频次构建，并依照随附论文中的说明完成了相应变换处理。