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The Great Steepening

118 pointsby makaimcabout 3 years ago

12 comments

dash2about 3 years ago
Asking a stupid question here, so nobody knows how little I understand macroeconomics.<p>Inflation is 8% or more. Interest rates are about 0.25%. How can we possibly tame inflation by (e.g.) raising them to 3% or 4%? At that level, it still makes sense to borrow all you can, buy the basket of goods or gold or anything that holds its value in dollar terms, sell it later on, and pay the loan back.<p>Put another way: the Taylor rule says that the optimal rate is<p>r = p + 0.5y + 0.5(p - 2) + 2<p>where p is inflation and y is the output gap. So for p = 8% we get r = 13% + 0.5y. Unless we&#x27;re profoundly convinced that the output gap is absolutely huge, then our interest rate is ridiculously too low. Why does the Taylor rule not apply?
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paulpauperabout 3 years ago
Interest rates are gonna remain rock bottom forever , and be raised very very slowly even as inflation and GDP rips higher. this is incredibly bullish for stocks cuz it means all fixed income is yielding negative in real terms, so the only way to not lose money to inflation is to own stocks or real estate. Crazy.
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RockyMcNutsabout 3 years ago
Fed is more likely to target the shape of the yield curve and adjust policy accordingly, so it would be a little backwards to say that based on their forecast pace of selling longer-dated paper and supply, the yield curve will do X.<p>really, the question is whether a soft landing can be achieved, bringing inflation down without a recession or crisis.<p>When CPI inflation is 8% before the Russian shock even hits those numbers, that is quite hard to achieve. in soccer, when you have to make a saving tackle in the penalty area, you&#x27;ve already made a mistake.
msandfordabout 3 years ago
I&#x27;m confused how a still significant net issuance of new treasuries constitutes QT. I&#x27;m sure it&#x27;s me missing something but I don&#x27;t know what I&#x27;m missing.
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francisofasciiabout 3 years ago
Yep. The BND ETF (Total Market Bond ETF) saw a huge downturn the last few months.
bubbleRefugeabout 3 years ago
I think the slope of the yield curve is determined by the expectations of future fed rate policy.
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thematrixturtleabout 3 years ago
Until now we&#x27;re been in quantitative easing (QE), which has driven up stock prices and pushed bonds down. Does transitioning into QT imply the reverse?
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throw8383833jjabout 3 years ago
the market for treasuries is now dominated by the fed, right? if demand for treasuries dries up, they&#x27;ll just keep buying more until they achieve the interest rate they want. I mean we&#x27;re basically just 1 step away from full blown yield curve control. how can the media keep pretending that market forces have anything to do with it anymore?
incomingpainabout 3 years ago
During covid, the bond market inverted. To avoid collapse of the bond market the fed was the only one who could step in and print money to buy assets. It&#x27;s the right thing to do. Nobody is saying they were wrong to do this. Nixon made this possible to do and was inevitable to happen. Though Nixon placed it on manufacturing in the USA. Since his time, manufacturing was shipped out of the borders.<p><a href="https:&#x2F;&#x2F;tradingeconomics.com&#x2F;united-states&#x2F;central-bank-balance-sheet" rel="nofollow">https:&#x2F;&#x2F;tradingeconomics.com&#x2F;united-states&#x2F;central-bank-bala...</a><p>The problem is that they had to do this during the financial crisis and they were clearly unable to exit these &#x27;assets&#x27; literally casting shadow on them being labelled assets to begin with. You can even see in 2013-2014 they had to buy more.<p>They had over 10 years to exit these &#x27;assets&#x27; and failed to do so. Even in 2019 there was a temporary dip and then rebuy right before covid.<p>They say they will be doing $1T&#x2F;year but that isn&#x27;t anywhere near where they must go. You can extrapolate where they must go by tracking the line pre-2008. At $1T a year, it will take minimum 7 years to exit.<p>You&#x27;ll notice that this 7 years is too long. It&#x27;s 100% certain that another event will occur before they are complete in which they must buy more. Even ignoring that future prediction, it&#x27;s 7 years of pain.<p>So what&#x27;s about to happen for sure? The bond market will be taking some hits bigtime. We&#x27;re talking about major negative real yields. The money will come out of retirement funds. Not exactly a prediction given bonds have taken a -2% hit already.<p>Here&#x27;s the real prediciton:<p><a href="https:&#x2F;&#x2F;tradingeconomics.com&#x2F;united-states&#x2F;money-supply-m2" rel="nofollow">https:&#x2F;&#x2F;tradingeconomics.com&#x2F;united-states&#x2F;money-supply-m2</a><p>M2 says there&#x27;s 40% inflation coming. At 7.9% that&#x27;s in the area of 3 years.<p>BUT that 40% doesn&#x27;t just stay 40%. How does it increase? It actually requires the Fed to exit that ~$7trillion right this month to keep it at 40%. If they don&#x27;t and they clearly are not planning to do so. We can look at M1 and see where it might go.<p><a href="https:&#x2F;&#x2F;tradingeconomics.com&#x2F;united-states&#x2F;money-supply-m1" rel="nofollow">https:&#x2F;&#x2F;tradingeconomics.com&#x2F;united-states&#x2F;money-supply-m1</a><p>So there&#x27;s about 400% to deliver. In their current plan of 1 trillion&#x2F;year. The USA is saying they are locking in ~200% over the next 3 years. They are saying inflation is going MUCH higher.<p>Mid term election won&#x27;t have any major impact on this. 2024 on the otherhand? The real inflation numbers will be out then. Practically handing the election to the republicans.<p>Meanwhile those of us who aren&#x27;t in the USA. What are we about to do? We&#x27;re going to look at new reserve currencies that are more stable. Hence why biden is talking about the new world order. USA will no longer be top dog.
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01100011about 3 years ago
It will be interesting to see how long the fed can do this without having to reverse course due to a struggling economy. Things are tricky right now, as the economy has been dependent on a loose fed for quite a while.<p>We&#x27;re heading towards a demographic crisis as boomers retire and need more service workers. I think this is inflationary, perhaps stagflationary.<p>I&#x27;ve heard worries that the government will run into budgetary issues if bond rates climb too high. On the other hand, any profits the fed makes on lending flow back to the Treasury, so maybe that&#x27;s not an issue. Does anyone know the deal with that?
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pphyschabout 3 years ago
&gt; By the end of QT Non-Fed investors should hold $2t more Treasuries as Fed holdings decline by $2t.<p>Who, exactly, is going to foot the bill?<p>China? Hell no. They did partly in 2008, and they got Obama-Hillary &quot;China pivot&quot; and Trump&#x27;s trade war as a reward, and who knows what else.<p>Japan? Maybe a little more (they are currently #1 US debt holder at $1.3T).<p>Europe? Amid a sanctions-driven economic crisis?<p>Big Tech?<p>I don&#x27;t see a way out.
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misja111about 3 years ago
Tl;Dr; Fed will continue with Quantitative Tightening -&gt; market interest rates will go up