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Interest rate policy based on the motto “higher and longer”

Interest rate policy based on the motto “higher and longer”
Interest rate policy based on the motto “higher and longer”
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Recently, economic indicators have provided evidence of resilience of economic growth to multiple headwinds but, unfortunately, also uncomfortably high core inflation rates despite declining trends in producer prices as well as inflation expectations. The central banks could now pursue an even more restrictive monetary policy. Will they be lucky and achieve their goals?

Growth resilience

The purchasing managers’ indices for June are in line in the aggregate with moderate growth in the global economy around potential. However, the global index fell month-on-month for the first time in seven months. This represents a weak signal of slowing economic momentum. The global purchasing managers’ index for the manufacturing sector continued its falling trend. The subcomponents suggest a slight contraction in production, with the ratio of new orders to inventories providing no indication of stabilization. The global purchasing managers’ index for the services sector remained well within the growth range, even though it fell compared with the previous month. Indeed, catch-up demand in the service sector following the COVID-induced opening measures was a key supportive element for economic growth. However, as catch-up demand becomes more saturated, its contribution to overall economic growth also declines. On a positive note, the price components of the purchasing managers’ indices suggest that price pressure is easing.

Gradual slowdown

The U.S. labor market reports for the month of June point to another very strong and tight labor market. The unemployment rate remained at a very low level of 3.6%. Employment growth remained high, but shows a declining trend. Strikingly, growth was lower in the private sector (149 thousand) than in the total nonfarm sector (209 thousand). However, growth in average weekly earnings, at 0.4% month-on-month and 4.4% year-on-year, showed no evidence of decline.

Inflation Persistence

The focus of interest this week is the release of U.S. consumer price inflation for the month of June. Estimates show only a slight decline in overall inflation, excluding the traditionally volatile components of food and energy, from 0.4% month-on-month in May to a still uncomfortably high gain of 0.3%. On an annual basis, core inflation would then continue the falling trend, from 5.3% in May to 5.0%. The central bank will pay particular attention to core inflation in the services sector excluding rental prices. This fell to just 0.16% month-on-month in May. This is even below the average of 0.19% for the period from 2012 to 2019.

Higher for longer

The only slow decline in inflation is motivating central banks to pursue an even more restrictive monetary policy. This means not only further key rate hikes, but also holding the higher key rate level for a longer period, say the next twelve months. This is all the more true as the labor market in advanced economies remains very tight. In fact, market prices show a further increase in key rate hike expectations. By the end of the year, plus 0.3 percentage points in the U.S. and plus 0.5 percentage points in the euro zone are priced in. A key rate hike in Canada is expected on July 12, from 4.75% to 5.0%. Even though the unemployment rate in Canada rose for the second time in a row in June (to 5.4%, April: 5.0%), employment growth was exceptionally strong at just under 60 thousand.  

Source: Refinitiv Datastream, Development of the past 10 years. Note: Past performance is not a reliable indicator for future performance.

Lower risk of recession

In addition, expectations for key rate cuts have diminished after interest rates have peaked. The timing has been pushed further into the future, and the magnitude has declined. There are two reasons for this. First, the hints for continued economic growth (with downside risks) implies a rather low probability of an immediate “real” recession in the advanced economies. This is in contrast to a stagnation or “technical” recession, defined as a decline in real economic growth for two quarters in a row. In the absence of a recession, central banks are also less likely to cut key interest rates. In addition, inflation could fall further but anchor itself above the central bank target of 2%. This also implies a higher policy rate in the long run, unless central banks abandon the inflation target, either explicitly or covertly. At the very least, this can explain why the rise in U.S. Treasury yields since early July (from 4.37% to 4.55%) has paralleled the rise in inflation-adjusted yields (from 2.09% to 2.27%).

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