Fed up with Fed Talk: Central Banking Fairy Tales and Facts!

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  • เผยแพร่เมื่อ 22 พ.ย. 2024

ความคิดเห็น • 289

  • @Damncars456
    @Damncars456 6 วันที่ผ่านมา +170

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      @MARSHMALLOWwhimsy 6 วันที่ผ่านมา +2

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      @PhoenixReborn-v6v 6 วันที่ผ่านมา +1

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      @PhoenixReborn-v6v 6 วันที่ผ่านมา +3

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      @MakeamericaGreatagain-h7j 6 วันที่ผ่านมา

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  • @sohamchakraborty7444
    @sohamchakraborty7444 2 หลายเดือนก่อน +83

    Learnt more macroeconomics in these 27 mins than I have ever! G.O.A.T

    • @maciekwais
      @maciekwais 2 หลายเดือนก่อน +11

      You learned nothing. This is total BS...

    • @frankiesmith5638
      @frankiesmith5638 2 หลายเดือนก่อน

      Who are you? Dr.Damodaran teaches graduate courses at one of the top business schools in the world. @@maciekwais

    • @alexsmith2766
      @alexsmith2766 2 หลายเดือนก่อน +2

      Yeah Aswath isn't that good in macroeconomics

    • @TheWword
      @TheWword หลายเดือนก่อน

      lol. he bullshitting

  • @sumantrawat5586
    @sumantrawat5586 2 หลายเดือนก่อน +24

    Thank you so much for this outstanding talk ! It's like the scales have fallen from my eyes !!

  • @Hstings
    @Hstings 2 หลายเดือนก่อน +31

    To leave quantitative easing / yield curve control out of the discussion seems like a big oversight. The fed certainly influences rates, whether directly via QE, or indirectly via market interpretation.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      QE is a relatively recent tool in central banking history.

    • @Hstings
      @Hstings 2 หลายเดือนก่อน +6

      @@rexiioper6920 I agree, so historical datasets are no longer as relevant given this regime change. Also, looking at data following Fed funds rate adjustments is another oversight, because markets move in anticipation of these changes. You’re better off looking at rate data leading up to fed funds rate movement, to see if the fed has an influence.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน +1

      @@Hstings no, historical data sets work fine. QE was only introduced as a supplement after the discount rate his the zero lower bound.

    • @Hstings
      @Hstings 2 หลายเดือนก่อน +12

      @@rexiioper6920 not trying to argue, but you’re missing my point. To say the fed doesn’t influence the yield curve beyond the overnight rate means you believe that QE/QT doesn’t impact markets. It certainly does impact markets, via supply and demand manipulation. My other point was that markets move in anticipation, so he was wrong to look at rate data following fed action. You should look at the period leading up to fed action. Markets are smart, they price in information ahead of action. Lastly, open market operations are not just used when FFR is at lower bound. The fed has been conducting QT via balance sheet runoff while FFR has been above inflation rate for a few years now.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน +1

      @@Hstings we are in agreement. I agree QE/QT affects the yield curve. In fact that was the entire point of it. Yeah, I guess once you have QE, you can use QT when not at the zlb. The interesting thing would be whether QE is used again before getting to the zlb, i doubt it.

  • @evanlebzu1
    @evanlebzu1 2 หลายเดือนก่อน +18

    One of the best well spent half an hour in my life.

  • @thesmallnotesduo
    @thesmallnotesduo 25 วันที่ผ่านมา

    Thank you; knowledge is power. And for too long, only a few people had knowledge about the economy in general and so had power over billions of people. Now, us little people are being helped to understand what is really going on and that we are being SCREWED. Thank you.

  • @CrazyVim
    @CrazyVim 2 หลายเดือนก่อน +7

    Amazing analysis Professor. Thank you for breaking the illusion.

  • @anthonyle8581
    @anthonyle8581 2 หลายเดือนก่อน +2

    The best video there is on the FED's role and influence.

  • @matthewheath7839
    @matthewheath7839 2 หลายเดือนก่อน +2

    Aswath, you have changed my world

  • @ghislaind4747
    @ghislaind4747 หลายเดือนก่อน +1

    Education is power... thank you

  • @sahilbhavnani5792
    @sahilbhavnani5792 14 วันที่ผ่านมา

    Couldnt agree with you more! Thank you sir for this useful session.

  • @SatyamRaina
    @SatyamRaina หลายเดือนก่อน

    Can't thank you enough for this video and your clarity of thought 🙏

  • @halopartiska2
    @halopartiska2 2 หลายเดือนก่อน +1

    Absolutely briliant eyeopening summary and an epic lecture backed by the facts. THANK YOU, SIR.

  • @babyshark7386
    @babyshark7386 หลายเดือนก่อน

    Thank you Prof for your insights

  • @PRINCIPLES_7
    @PRINCIPLES_7 2 หลายเดือนก่อน +1

    Thank you so much as always Prof!!!

  • @DilipDeo2105
    @DilipDeo2105 2 หลายเดือนก่อน +2

    Great explanation Professor. Your contra views are amazing.
    I would have been wiser if I had a teacher like you in my college days.
    Lesson learnt : Never believe what you are made to believe.

  • @hemida
    @hemida 2 หลายเดือนก่อน +5

    I'm not entirely convinced that market rates are determined solely by the market without central bank intervention with QE/yield curve controls, not to mention government stimulus impact. Great video. Thanks for the perspective.

    • @adityarookey1
      @adityarookey1 2 หลายเดือนก่อน

      I think fed indeed plays a role in controlling money supply by participating in QE/QT at appropriate times. However his point is more about interest rates alone that they are not a leading indicator of where the market set rates and institution set rates are headed.

  • @anandp3991
    @anandp3991 2 หลายเดือนก่อน +2

    Excellent. Shakespeare thought of you when he wrote, brevity is the soul of wit.

  • @michaellinden9259
    @michaellinden9259 2 หลายเดือนก่อน +22

    Alternative theory: market-based interest rates price in expected changes to the Fed funds rate before they actually happen. So, in the immediate aftermath of each Fed rate decision, there is no consistent direction that the market-based rates change.

    • @chetanyasharma2502
      @chetanyasharma2502 2 หลายเดือนก่อน

      Exactly.

    • @greg.ocallaghan
      @greg.ocallaghan 2 หลายเดือนก่อน +1

      oh and markets are somehow perfect at predicting changes to Fed funds? Show me a time where the 1yr or 2yr rate moved one way, and the Fed decided to go against it... If short term bond rates somehow ALWAYS lead FFR, it means the Fed follows, and there are other drivers driving yields (hint: growth and inflation expectations, like Prof explained).

  • @Prim0rdiaL7
    @Prim0rdiaL7 2 หลายเดือนก่อน +8

    The GOAT is here!

  • @DailyLifewithKelly23
    @DailyLifewithKelly23 2 หลายเดือนก่อน +2

    All these years, I have been fooled by the FED and mainstream news. Eye awakening.

  • @SatyamRaina
    @SatyamRaina 2 หลายเดือนก่อน

    This is so insightful. Your insights are so valuable to understand these concepts. Thank you🙏

  • @arishah2884
    @arishah2884 2 หลายเดือนก่อน +3

    Thanks for your insight. Really enjoyed it. Banks, usually set rates for consumers relative to the Fed Funds rate. Hence, this impacts consumer's savings or monthly budget which then reflects in company's revenues and hence impacts valuation or stock prices.

    • @csanton3946
      @csanton3946 หลายเดือนก่อน

      Company's performance from the rate movements are mostly coming from cost of capital, the higher cost means capital is scarce thus companies dont lever up as much leading to a decrease in activity

  • @youtube1stViewer
    @youtube1stViewer 2 หลายเดือนก่อน +1

    “Don’t fight the Fed”, is still true when it comes to investing in the market.

  • @goldenturdZeniru
    @goldenturdZeniru 2 หลายเดือนก่อน

    Thank you so much for another easy to understand and rational presentation, Professor. A fan, from Portugal!

  • @SE-144
    @SE-144 2 หลายเดือนก่อน

    Thank you Dr. Dam. For this wonderful video that shuts a lot of good insights

  • @AnandSatya
    @AnandSatya 2 หลายเดือนก่อน +2

    Fed does control Quantative Easing and amount of cash reserves in Fractional reserve banking => Implies FED can control the total M3 money supply => Total M3 money supply can impact the value of all assets (gold, stock, bond, real estate)

  • @JunaidHasan23
    @JunaidHasan23 2 หลายเดือนก่อน +7

    Was eagerly waiting for this. For Prof. Damodaran to explain that the FED is merely setting the Fed funds rate and does not have the immense power as compared to say the Stock market or the whole US economy as it is often portrayed.

    • @MlleNnCo
      @MlleNnCo 2 หลายเดือนก่อน +1

      Hmm... Hi, full disclosure I haven't listened yet to the full video - so, far from me (if you are saying exactly the same thing than Professor D) to contradict the Professor.
      But with a +7$ Tr Balance Sheet the Fed does more than moving bips up and down. Granted, the fixation, by market operators themselves (btw), is quite risible. But Fed mandate isn't 'merely' about the FFR. Just my 2 coins to avoid over-simplification.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      @@MlleNnCobut the Bs caused by QE is a recent phenomenon.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      @@MlleNnCo the balance sheet is just a function of operations. Fed can create or destroy money ad infinitum and use it to buy/ sell bonds hence growing/ shrinking the balance sheet. It's the transmission mechanisms - ie repo, QE/ QT, forward guidance -that matter for how interest rates across the yield curve are affected.

  • @marketdynamicstv
    @marketdynamicstv 2 หลายเดือนก่อน +4

    Love your content, but any discussion about how mortgage rates are determined without discussing the Fed's role in purchases of bonds and MBS is insufficient. The Fed was buying more than 40% of all bonds and MBS during the last round of QE, which was absolutely driving the low long-term interest rates. They announced in 2021 that they would stop buying (therefore removing more than 40% of that demand), and I correctly predicted that we would see 8-9% mortgage rates.

  • @defileapconsulting4741
    @defileapconsulting4741 2 หลายเดือนก่อน

    Thanks for this piece Prof .. loved it

  • @akshaypatyal3228
    @akshaypatyal3228 2 หลายเดือนก่อน

    You are amazing sir ❤🎉🎉 thank you so much

  • @bhavyajain4759
    @bhavyajain4759 2 หลายเดือนก่อน +23

    The impact doesn’t happen in the same quarter or subsequent because it happens in the previous quarters based on expectations!

    • @greg.ocallaghan
      @greg.ocallaghan 2 หลายเดือนก่อน +4

      Spoken like a true believer!! And what do you think “drives” those expectations?? What the Fed “will do”? Or growth and inflation expectations? The prof gave you a hint…

    • @mairehoward2949
      @mairehoward2949 หลายเดือนก่อน +2

      I noticed the same thing - but the prof's argument still holds that the Fed Funds rate does not cause interest rate changes.
      The likely explanation is that it is reacting to the same underlying data as the other interest rates. I suspect the prof knows this, but wanted to keep the argument focused.

    • @bhavyajain4759
      @bhavyajain4759 หลายเดือนก่อน

      @@mairehoward2949 Yes agreed that the pass through of Fed Funds rate onto the other rates such as mortgage rates, student loans etc are not direct and proportionate

  • @MK-fu3jp
    @MK-fu3jp 2 หลายเดือนก่อน +1

    This is real gold in education.

  • @ZAGIDI
    @ZAGIDI 2 หลายเดือนก่อน

    How can I like this video multiple times? ❤

  • @utkarshlokpriye3552
    @utkarshlokpriye3552 2 หลายเดือนก่อน

    Too good!! Valuable insights

  • @ShivanshuDubey-fn2wl
    @ShivanshuDubey-fn2wl หลายเดือนก่อน

    Sir watching from India.

  • @Christian-cu8eo
    @Christian-cu8eo 2 หลายเดือนก่อน

    Absolutely great reasoning, excellent value. Many many thanks 🙏🏻. The best YT video since 2 weeks.
    Why 2 weeks? Because that is when I saw the last video by Professor Damodaran Greetings from 🇩🇪 Germany

  • @hxi7141
    @hxi7141 2 หลายเดือนก่อน

    Amazing lecture

  • @AlexFlavell
    @AlexFlavell 2 หลายเดือนก่อน +20

    Chanticleer and his darn iPhone alarm…

  • @skc909887u
    @skc909887u 21 วันที่ผ่านมา

    Great talk

  • @EmmanuelMess
    @EmmanuelMess 2 หลายเดือนก่อน +18

    The FED controls the minimum rate, and also has extensive QE/QT powers, buying and selling treasuries and other assets, which really affect the general supply of assets and money.

    • @future62
      @future62 2 หลายเดือนก่อน

      So it was the Fed's intention to spike interest rates by 500bps in a year?

    • @georgekalathoor
      @georgekalathoor 2 หลายเดือนก่อน +2

      I was hoping the Dean would respond to this point.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน +1

      @@EmmanuelMess QE/QT was only introduced after the discount rate hit zero. Its a supplementary tool, not a primary one. Supply of money (or assets ie the reverse side of the coin) is amply controlled just by the discount rate.

    • @EmmanuelMess
      @EmmanuelMess 2 หลายเดือนก่อน

      @@rexiioper6920 In "21 century monetary policy" Ben Bernanke introduces the concept of "ample reserves" where after the 2008 crisis, to ease liquidity constraints, the Fed introduced an interest rate on reserves held in accounts at the Fed (IORB rate) and also started doing QE, greatly increasing money supply and diverging from the so called "tight money supply" that was in effect before 2008.

  • @jgorti74
    @jgorti74 2 หลายเดือนก่อน

    Thanks for sharing very interesting insights

  • @extrememike
    @extrememike 2 หลายเดือนก่อน

    These episodes are so good!

  • @nikilragav
    @nikilragav 2 หลายเดือนก่อน +6

    You're very well spoken and easy to listen to! I think there's one small flaw in your argument which is that why do you assume that it takes a quarter for rates to adjust? What if they adjust in the same quarter? Or two quarters later? Is that even the right time resolution? Maybe it's 2 days?
    So what do you think the Fed actually does?
    I'll admit when I took Jeremy Siegel's class at Wharton, I was definitely the most confused person in the class because seemingly everyone else grew up around economists and bankers and stock traders and hedge fund managers

    • @wesselmartens1621
      @wesselmartens1621 2 หลายเดือนก่อน +1

      Agreed. Curious to hear his response.

    • @wesselmartens1621
      @wesselmartens1621 2 หลายเดือนก่อน

      Agreed. Curious to hear his response.

  • @alexchoplin
    @alexchoplin หลายเดือนก่อน

    Professor, great presentation. Love your lecture! For slides P15, I thought the two major macroeconomic fronts the Fed focuses are inflation and the employment rate, according to the Fed's dual mandate.

  • @pauljones9150
    @pauljones9150 2 หลายเดือนก่อน

    Thank you professor

  • @3Jkkk2
    @3Jkkk2 2 หลายเดือนก่อน +83

    I think that, for the first time, the Prof. is wrong.
    First, interest rates moves in sync with the FED, not in the subsequent quarter, because they move with expectations.
    If I am a bank doing a mortgage and I expect the FED to raise rates in 1 month, I'll charge you more. (Before the actual change).
    Second, the FED actually influences rates because it sets the lower floor where rates cannot go using the FED Funds Rates but also the repo and reverse repo facilities.
    If you move the base rate, everything else move in sync. Even before of the actual move just because markets move on expectations.
    Third, the FED actually affects markets because markets participants believe it. It's all about narratives. (As the prof teaches)
    Edit: grammar

    • @wesselmartens1621
      @wesselmartens1621 2 หลายเดือนก่อน +11

      Agreed. Curious to see the prof’s response!

    • @majohns2nc
      @majohns2nc 2 หลายเดือนก่อน +7

      Before making that conclusion, I would be interested if there is any correlation between changes in market (T-Bill) interest rates the quarter BEFORE there is a change in fed funds rate. The data shown was for change in T-Bill rates in the quarter AFTER fed funds change. I would not suggest that there is a direct connection - more that the market tries to anticipate the change in the fed rates and interest rates rise or fall in advance of any fed rate change as the market has a profit-motive premium in getting there first. Since short term T-bill rates determine the discount rate for valuing everything (As the Prof teaches), this would then drive debt and equity markets across the economy. So the 'expectation' of the fed moving the fed funds rate would be the thing that drives other rates - not the movement of rates itself. Yes, this is dysfunctional, but it might be better than all the alternatives in the long run.

    • @ricardof1448
      @ricardof1448 2 หลายเดือนก่อน +6

      Your argument makes sense for short-term loans (less than a year or so). The EFFR is the overnight rate, so as you say it's the floor that banks expect to earn.
      However, when banks lend out 30 year fixed mortgages, the overnight rate has little influence. The rate the banks need to charge depends on the risk faced over the duration. These risks are what the summary of the video talks about: government debt, inflation, globalisation and growth.
      I think what this video is trying to get at is the concept of 'letting the tail wag the dog' so to speak. We believe the Fed is the key influence to short (and long) term rates, and therefore we try to anticipate what policy it will set, and therefore bond yields trade accordingly. It's a self-fulfilling prophecy that needs to be broken, but how?

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      @@ricardof1448 long term rates just the market’s current expectation of short term rates in the future discounted to today. yes of course the further along the yield curve u go the less influence changes in todays short term rates will have. but its not zero.

    • @3Jkkk2
      @3Jkkk2 2 หลายเดือนก่อน +3

      ​@@ricardof1448 long term rates is just a compound of expected future short term interest rates which will be, once again, affected by the FED.
      It's correct that the FED is influenced by real growth and inflation, but it can choose to set the rate higher or lower than the "natural rate" causing bubbles and contractions. Hence, affecting markets.

  • @77magicbus
    @77magicbus 2 หลายเดือนก่อน

    I couldn't agree more. I am so bored of listening to all the parsing of what the Fed might/could/did do that I tune it out now. Also noticed at the last debate not one question was asked about our debt, and deficits. As professor said, these are the real problems we should be talking about.

  • @paulz5420
    @paulz5420 หลายเดือนก่อน

    Really interesting aspects about inflation and metrics that matter more. I do remember once around 10 years ago our Central Bank Governor(Romania) has raised the central bank interest rates and he was complaining that commercial banks are not raising the rate for deposits. This made him seem quite powerless and also he clamed that banks are just greedy. Because they have raised the interest rates on credits.

  • @Latin_American_Economic
    @Latin_American_Economic 2 หลายเดือนก่อน

    Thank you. I learned a lot from the perspective =]

  • @ricardseglitis2922
    @ricardseglitis2922 2 หลายเดือนก่อน

    market rates = growth expectations (cyclical and structural)+ inflation expectations (not today's cpi but long-term expectations about future)+ term premium( long-dated interest rate risk)

  • @HectorYague
    @HectorYague หลายเดือนก่อน

    Excellent video!

  • @gurbachansingh_macrofinance
    @gurbachansingh_macrofinance หลายเดือนก่อน

    Very good but I have some reservation. He says (roughly) that empirically market rates change even ahead of fed rate change. Well, with all the expectations about what the fed is likely to do, it’s possible that changes in market rates are OBSERVED prior to change in fed rate.

  • @oscarmoura4450
    @oscarmoura4450 หลายเดือนก่อน

    What a class!

  • @alexsmith2766
    @alexsmith2766 2 หลายเดือนก่อน +16

    What you're saying might be applicable to stock market, but certainly not FX market. I trade FX and the effects of the central banks are very visible.

    • @bhavyajain4759
      @bhavyajain4759 2 หลายเดือนก่อน +1

      100% agree, the long term impact may be limited but the forward pricing the Fx and derivative market does and to an extent the bond market is highly dependent on Fed and its data points

    • @TGGWarehouse
      @TGGWarehouse 2 หลายเดือนก่อน +1

      Does this have to do with the fact that swap rates are determined using the differences between two currencies' respective central banks?

    • @bhavyajain4759
      @bhavyajain4759 2 หลายเดือนก่อน +2

      @@TGGWarehouse Well the swap market is the more liquid and forward looking than the fed funds rate. If there is an expectation of a rate hike /cut, it gets priced in the swap market fairly quickly

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      Its not even applicable to the stock market. Why does the S&P500 rise on expectations of a rate cut and fall when the inverse is feared?

    • @alexsmith2766
      @alexsmith2766 2 หลายเดือนก่อน +1

      @@rexiioper6920 Yes I think he used only 3 months in his analysis right? Like 3 months before and 3 months after. Maybe he should make it 1 year before and 1 year after instead.

  • @ajit788
    @ajit788 2 หลายเดือนก่อน

    Great as always! One point that you did not consider was dollar as a worlds reserve currency and how the fed funds rate impacts forex and it's implications on commodities and inflation.

  • @ricardof1448
    @ricardof1448 2 หลายเดือนก่อน

    Thanks for this video, insightful as always. I appreciate the commentary, especially in a world and media that all have Fed-tinted glasses. Everything they do is key to the economy and we need to anticipate their every next move. Individuals who say anything that goes slightly against the grain is met with ridicule for doubting the Fed's power, with classic phrases such as 'don't fight the fed' as you rightly put.
    The question is, what do we do with this information? I agree it's a vicious cycle where we become more dependent on FOMC meetings and commentary, but is it possible to break, or should we simply be followers and ride the wave?

  • @greenspot1123
    @greenspot1123 2 หลายเดือนก่อน +1

    Banks borrow from Fed at the federal fund rate. Hence it is a building block of interest rates.

  • @ranjeetray7267
    @ranjeetray7267 2 หลายเดือนก่อน

    Nice season ❤❤

  • @thomas6502
    @thomas6502 2 หลายเดือนก่อน

    Thank you.

  • @randomdude7384
    @randomdude7384 2 หลายเดือนก่อน

    One thing I still can't wrap my mind around is: When the rates were at near zero, the yields were at near zero, too; fast forward to 2023, when the rates - you guessed it - were at about 500 bps, the yields were at approximately 500 bps, too.
    There clearly IS a link between the yield curve and the FOMC rate.

  • @chandrapasaribu1618
    @chandrapasaribu1618 หลายเดือนก่อน

    Thank you proof, for enriching my knowledge. Could you explain more on why the inverted yield curve existed fro such long period?

  • @Vedran-EuroInvestor
    @Vedran-EuroInvestor 2 หลายเดือนก่อน +2

    Hello profesor. I agree on almost every statement that you made on your presentation, but I have one question. Can you explain or make a presentation (video) about why whenever there are rate cuts in the market after the rates were up for longer period of time why statistically it marks (or even effects) the start of the recession? Could that be the way how FED decisions influence the market?

  • @michaelbennett5568
    @michaelbennett5568 2 หลายเดือนก่อน

    Agree markets, not The FED, control the cost of money.

  • @rdvanakturk7587
    @rdvanakturk7587 2 หลายเดือนก่อน

    Superb explanation! In a world of complex interactions, it’s far fetched to give FED the role of a direction setter. Nevertheless, I liked the analogy of rooster/signalman though. On the other hand behavioral dimension of the economy is being (at least tried to) shaped by the FED given their privilege to access wealth of data/information in advance.

  • @SoumitraChakravarti
    @SoumitraChakravarti หลายเดือนก่อน

    Really good insights professor. I wonder, what the outcome would be for a similarly approached study for $WALCL

  • @hyperadapted
    @hyperadapted 2 หลายเดือนก่อน +4

    Disclaimer: I'm a firm beliefer in the interest rate channel of monetary transmission and biased towards it. So the presented argument goes against my training:
    The interest rate time series look like there is co-movement. Fitting a temporal/lag model would reveal at which lag there are significat predictors, if its there at all.
    But from my understanding FFR drives costs for banks, banks price risk and magin on top of that, which translates to borrowing costs. FFR influences short end of the yield curve and long end is influenced by more macro factors and market expectations. The long end anchors with long term borrowing costs and moves more gradually.
    An ADL or VAR Model would be more appropriate to actually unveil the temporal dynamics. I will look into it and post a follow up on what I find.

    • @hyperadapted
      @hyperadapted 2 หลายเดือนก่อน

      Follow up:
      While there appears cross-correlation on level and differenced data, fitting a VAR(4) model on the differenced data does not support my argument.
      Analyzing for significant correlations across up to 4 lags (4 quarters/1year) the dataset from the blogpost does not provide enough evidence to conclude that the fed funds rate affects the provided interest rates.
      I stand corrected.
      However when looking through VECM models, there is a strong long term influence with significance. In the short run the effect is weak.
      The FFR influences other interest rates, but the nature of the influence depends on the time horizon and the type of interest rate. In the long run, the FFR sets the baseline for borrowing costs across the economy, and other rates follow. In the short run, the effects are more indirect and depend on market expectations, intermediary channels, and the specific type of financial instrument.

    • @denicanerikli5365
      @denicanerikli5365 หลายเดือนก่อน

      @@hyperadaptedI wonder how this would look if you were to run it looking also at quarters before Fed decisions? That would speak to the potential moves of market rates in anticipation of a Fed rate movement.

    • @hyperadapted
      @hyperadapted หลายเดือนก่อน

      @@denicanerikli5365 simple cross correlation analysis shows temporal correlations in both directions. In level and in difference, tho weaker.

  • @Susanhartman.
    @Susanhartman. หลายเดือนก่อน +5

    Right now, we stand at a crossroad of possibilities in the market where the boundaries on what we can achieve is not just dictated by the Fed, or the world around us(war, inflation). There's always going to be recession for some people while others amass wealth, think about it.

    • @mikegarvey17
      @mikegarvey17 หลายเดือนก่อน +5

      I think this is a time where financial advisors may come in handy for everyone, not just newbies

    • @ThomasChai05
      @ThomasChai05 หลายเดือนก่อน +4

      IMO, financial advisors are the most sought-after professionals after doctors. My portfolio is well-matched for every market season and just yielded 85% from early last year to date. I and my advisor are working on a 7 figure ballpark goal, tho this could take another year.

    • @mariaguerrero08
      @mariaguerrero08 หลายเดือนก่อน +4

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    • @ThomasChai05
      @ThomasChai05 หลายเดือนก่อน +3

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    • @Grace.milburn
      @Grace.milburn หลายเดือนก่อน +2

      Thanks! I’ve been meaning to start investing but kept procrastinating. I’ll definitely look her up and see what she advises. This was really helpful!

  • @tjsmith3741
    @tjsmith3741 2 หลายเดือนก่อน

    Prof D examines the data with an unbiased analysis. The only possible correlation with fed rate action appears to be with the equity markets? The bloat in equities is concerning. The passive investment bubble has to burst at some point..

  • @cryptocryptic4409
    @cryptocryptic4409 2 หลายเดือนก่อน +3

    Markets always front run and so the comparison of 2Y/10Y or 2 Month T bill rates coming down post FED rate cuts is not obvious...

  • @Ficonomy
    @Ficonomy 2 หลายเดือนก่อน

    The Fed might not be the rate setter for the US, but in the case of Emerging markets Fed plays a bigger role. Capital Inflows are largely determined by Fed actions or as Professor has rightly pointed out, it can be just because of a perception. We have seen emerging economies central banks becoming more proactive to protect their own currencies when the Fed unilaterally increased the rates for the last 2 years which was essentially because of an unsustainable debt problem.

  • @fabriciobernardini9605
    @fabriciobernardini9605 2 หลายเดือนก่อน

    it is a very interesting approach on it

  • @dijojohn38
    @dijojohn38 2 หลายเดือนก่อน +2

    How does this tally with borrowing linked to SOFR?

  • @chrisbecker3705
    @chrisbecker3705 2 หลายเดือนก่อน

    Love your channel and content. I don’t think you closed a gap here. You said the perception of inflation is the better proxy for where the rates are going. Does the Fed Funds rate impact the inflation rate directly? Is there a clear impact on that? If so, would that not impact perception of inflation? If not, close that gap with data. This video left me scratching my head.

  • @digilifepro
    @digilifepro หลายเดือนก่อน

    Great video. Guilty of getting caught up in all 4 Fed Myths. But what now then? If everyone thinks these aren't myths, won't the group-think hive mind self-fufill anyway?
    And if looking at the Fed for signals to extract movements in equities from is nonsense, then where should we be looking as far as Leading Indicators?

  • @Mri881
    @Mri881 2 หลายเดือนก่อน

    Video romba nala iruthuchu sir

  • @kk-in5jb
    @kk-in5jb 2 หลายเดือนก่อน

    Can u please provide classes on stock and investment and what points we should look out for

  • @tiendatdang
    @tiendatdang 2 หลายเดือนก่อน +1

    Always been a big fan of your valuation classes, including basic accounting and statistics. Your insights on number cruncher and story teller has been my motto. However, I have to question that are there any theories or empirical evidence to suggest that the market and institutional rate will change in the following quarter? Why does it have to subsequent quarter? Not half a year or more? Is the "delayed effect" of monetary policy the same in the U.S. and in other countries as well? What about its transmission mechanism? And its effect on the liquidity that enable banks to lend more or less, or the banking system doesn't play an important role in captial allocation as stock market? And all the meetings before Fed cut the interest rate means nothing when they seem to signal everything before the actual event exactly like they said?
    I think you should say this is just one of your take and your view. Because I don't find the evidence is strong enough for it to become facts?

  • @tryrshaughroad551
    @tryrshaughroad551 2 หลายเดือนก่อน +1

    I'm a bank treasurer and I do directly encounter the central bank interest rates on a daily basis. With all due respect I somewhat disagree with you. The way we set deposit and loan rates is by looking at swap rate curves and adjusting with liquidity spreads and option spreads. When looking at the beginning of the curve, central bank rates dominate and so we focus a lot on what central bankers tell us. But it is true that on the longer dated end of the curve, macro economic forecasts dominate, however, QE and QT also play a role. Therefore I'd say the truth is somewhere in the middle, the central bank in my view can nudge the rates banks offer to their clients, but that influence has limits and is bounded by macro fundamentals.

  • @kinboon3138
    @kinboon3138 2 หลายเดือนก่อน

    After this, I recall ever watch another person talk that claimed indexes go up because of central government printing more money.

  • @titusp9488
    @titusp9488 2 หลายเดือนก่อน

    Rate beyond 1 yr is set by the market that is true, but it is often based on the short term rate impact on liquidity.
    FED does have control through rates and QE/QT to control market liquidity / cost of capital base then in effect it does set the rates overall view.
    if FED funds at 0 , it is hard to see the 2YR or corporate rates running at 10% ? spreads are some what consistent
    vice versa ... if FEd fund at 10% or 20% ... it is hard to set 2YR , 10YR, Corporate credit at 0.

  • @lt8833
    @lt8833 2 หลายเดือนก่อน +9

    I would quote/translate what an emerging country bank governor said in hopeless terms "You tell me to lower inflation, do I have a button called - inflation?! Look at Japan fighting for years"

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      Japan was fighting deflation.

  • @960john
    @960john 2 หลายเดือนก่อน +21

    I don't get it. Why did banks decresead their "prime lending rate" to 8% from 8.5% just minutes after Fed decision? Exactly a 0.5 cut

    • @khazeno
      @khazeno 2 หลายเดือนก่อน +1

      The prime rate usually follows the fed funds rate. It's not a rule, but prime rate is usually fed funds rate + 3%. In this instance, fed funds rate 5% + 3% = 8% prime rate

    • @960john
      @960john 2 หลายเดือนก่อน +11

      @@khazeno I know. My point was "doesn't it contrast with what said in the video?"

    • @harsharip
      @harsharip 2 หลายเดือนก่อน

      @@960john That's what he said all of 27 min. its market driven thing. Banks want to lend as early as possible. Offering lower rates is one of the ways to convince borrowers.

    • @theWebWizrd
      @theWebWizrd 2 หลายเดือนก่อน

      ​@@960john if people believe the earth is flat, does it make it flat? If enough people believe the earth is flat, it will even be advantageous to you to act as thougb the world is flat, and to expect others to act like that too. Does not mean it is true. The market (including interest market) reacts extremely, but that doesn't mean it is the rational thing that follows the mehcanics.

    • @harsharip
      @harsharip 2 หลายเดือนก่อน +1

      @@960john Well that doesn't mean that Fed can't influence it, what he said is that Fed will not decide your rate directly, but can effect it. To lend at 6% you should have depositors ready at 5% or below.
      If Feds over night rate is at 5.3% will you have line of depositors at your bank ? Higher rates is basically pulls money out of banks making your funding to lending tough.

  • @GeoffreyQian
    @GeoffreyQian 2 หลายเดือนก่อน

    The Fed's lowering interest rates is a signal to increase liquidity. In a real-world high inflation environment, this is likely to further push up inflation, causing the market to demand higher nominal interest rates or nominal returns to combat the dilution of purchasing power of existing wealth due to inflation.This may exacerbate the divergence between market forces and the intention of the Fed. When the credibility of the Fed's policies is eroded, its actions often drive the market to take opposite actions, though with a certain time lag.

  • @FaithMilitant
    @FaithMilitant 2 หลายเดือนก่อน

    The reason why Fed Funds rate does not translate into any material benefit to the people is because there nothing like External Benchmark Lending Rate in USA, as compared to India. Banks in India are mandatorily required to benchmark their retail loans against an Extern Benchmark that includes the Repo Rate. So, the problem of the Fed rate cuts not translating into benefit for people can be solved with the introduction of EBLR. But it seems that the American Government works for the Corporations, and not the people.

  • @purnoruz
    @purnoruz 2 หลายเดือนก่อน

    🙏👍 Thanks

  • @davidfigueroafalchini4146
    @davidfigueroafalchini4146 2 หลายเดือนก่อน

    GOAT

  • @coolisfoolable
    @coolisfoolable 2 หลายเดือนก่อน

    the inverted yield curve says that a recession hits AFTER the curve normalizes. So it's too early to dismiss it. Lets wait and see 😊

  • @thanigaivel6265
    @thanigaivel6265 2 หลายเดือนก่อน

    Hi, I think the stock market won't give much returns when the FED cut interest rates. But the valuation of stock get improved due to increased money supply.

  • @sahilgoel9533
    @sahilgoel9533 2 หลายเดือนก่อน +1

    Hi Aswath, doesn't the increase in Fed rate increase the cost of capital of Banks and hence we see a increase in interest rates for customers? If not then what is even the relevance of Fed Rate? Why does it even exist?

  • @schlapperseppel3001
    @schlapperseppel3001 2 หลายเดือนก่อน

    Now I am curious what you think about all the QE the CB's around the world have engaged in. Dont you think that moves markets too?

  • @randomdude7384
    @randomdude7384 2 หลายเดือนก่อน

    Professor, don't the Quantitative Easing policies of the Federal Reserve change the market rates on the US Treasuries (both the front-end of the curve, and the long-end of the curve)?
    I understand that when the Federal Reserve Bank implements its QE policies, the prices of the Treasuries increase - as do the prices on certain assets, when those are included in the QE - and the yields decrease; thus, the market rates are still affected by the Fed, which, by implementing its QE policies, indirectly sets those rates.
    Is my understanding correct?
    Thank you for the video, sir; superb insights, as usual.

  • @olegskobelin
    @olegskobelin 2 หลายเดือนก่อน

    I believe the decisions on Fed funds rate change influence markets and economy in a way which can not be observed directly. To begin with this rate makes impact on interbank lending and REPO markets. So a commercial bank has to evaluate how it can borrow funds on these markets and invest them in my mortgage loan or Treasury bills. After the cut of Fed funds rate a securities broker will borrow money at REPO market and increase the volume of marginal lending for it's clients which may drive stock prices up.
    Additionally I suppose the decision on the Fed funds rate change are based on macroeconomic statistics like price index growth, retail sales, state budget spending, GDP growth which is publicly available. So market participants make their expectations on the move of the Central Bank rate in advance and align their positions in investment portfolios accordingly.
    Therefore in may be challenging to gauge if the Fed leads the market by comparing historical dynamics of S&P500 and bond prices after the decision of interest rate. It may occur that the rate was cut but the prices started to fall after that decision which may look contradictory. But in fact market participants were just closing out profitable positions they entered in advance of the FED decision.

  • @chrisf1600
    @chrisf1600 หลายเดือนก่อน

    Now do corporate earnings :) The link between earnings growth and stock price growth is surprisingly weak, even over a 10 year window (a correlation of about 0.4 or thereabouts). Yet that doesn't stop millions of investors from following every single announcement in the hope that it'll somehow lead them to make better decisions. If investors switched of ALL economic and financial news, we'd probably be better off.

  • @future62
    @future62 2 หลายเดือนก่อน

    I'm imagining Aswath seeing that news report and uncharacteristically banging his fist on his (very expensive) coffee table.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      im sure he’s rich af but he also seems quite humble/ non-materialistic

  • @Muddi12345
    @Muddi12345 2 หลายเดือนก่อน +18

    I know you are a smart man, but I think you are wrong.
    Lets just take a crazy example here - if the FED decides to change the FED funds rate tomorrow and they set it at 20%, what do you think will happen to market rates? Like treasuries. I know what will happen - a lot of investors would sell their treasuries and put money in to money market funds. The big selloff in treasuries (supply and demand as you say) will cause yields on treasuries to go much higher.
    In other words, the FED does impact market rates.

    • @Pizza-gb1ch
      @Pizza-gb1ch 2 หลายเดือนก่อน +2

      He acknowledged that influence in bullet point #2.

    • @shortclimberbeta
      @shortclimberbeta 2 หลายเดือนก่อน

      @@Pizza-gb1ch which page?

    • @markironmonger223
      @markironmonger223 2 หลายเดือนก่อน

      It was pretty straight forward, he explains that the Fed's power comes from it's perception of power, like the rooster bringing the sun. The fed is reactionary, same as the market.

    • @SagaranMike
      @SagaranMike 2 หลายเดือนก่อน

      And crash the economy.

    • @larms1000
      @larms1000 2 หลายเดือนก่อน +8

      Isn't the Fed decisions based on the data they receive? How would they randomly justify a 20% increase (or any exaggerated increase). The point of the video was to have a reasonable thesis for why the Fed hasn't been the reason (leader) in determining the rates that affect most individuals. Your hypothetical scenario isn't impossible, but it's highly unlikely, without the high inflation he talked about.

  • @davidguadarrama3712
    @davidguadarrama3712 2 หลายเดือนก่อน

    Interesting POV

  • @dm17nc17
    @dm17nc17 หลายเดือนก่อน

    professor, on slide 20 it is not the inversion that predicts 11 of 14 recessions its when it has been inverted and becomes normal that has been the signal historically. So people including myself getting worried about it during the now longest inversion period on record are early, but it is the return to a normal shape that starts to clock not the start or even during the inversion that is the signal. Basically start getting worried now.

  • @sahilshah5452
    @sahilshah5452 2 หลายเดือนก่อน

    Sir can you make video on "Impact of CBDCs on world economy"

  • @jaat52
    @jaat52 2 หลายเดือนก่อน +5

    AD doesn't address the supply of TBills having a major impact on TBill interest rates.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      With the size of the deficit there's no shortage of supply of TBills chief. It's the deepest most liquid asset market in the world. Fed can always release its own inventory of TBills to cover any market disruptions.

    • @jaat52
      @jaat52 2 หลายเดือนก่อน

      @@rexiioper6920 no that's precisely my point. AD's claim that Fed hikes in interbank rates has no impact on TBill rates may be true, but only because the Treasury can open up the TBill spigot to counter Fed hikes at any point, which is (I think!) what has happened on all the occasions he points out to make his case of the Fed delusion. So the Fed does have an impact on TBill interest rates, but that impact is often partially or completely negated by new TBills being created by the Treasury.

    • @rexiioper6920
      @rexiioper6920 2 หลายเดือนก่อน

      @@jaat52 no. First the Treasury can only issue new bonds, the flow is small vs the stock of existing bonds. Secondly Im fairly sure they can’t issue debt for funsies, there are rules and countering the effects of a rate hike isn’t one of them.