Upcoming Fed Cut?

JayHecht at aol.com JayHecht at aol.com
Mon Sep 7 08:53:55 PDT 1998


In a message dated 98-09-03 15:43:35 EDT, you write:

<< Even an old-fashioned Keynesian

would be a voice of reason right now, pointing out that you can't push on

a string. Remember the flat LM curve, liquidity traps and all that

gibberish? It seems more appropriate to argue that the Fed should

accommodate public spending, but only the latter can counteract a general

glut of commodities >>

Ed,

I'm not sure were at the flat part of the LM curve, though certainly Japan is! I think there will be increasing pressure for at least a 1/4 pt cut in the FF rate. The inversion of the yield curve at the mid-range (2-5) is going to be harder and harder to fight.

BTW, the volatility in the 30-year T-Bond (as measured by its coeff/variation) is pretty interesting - and suggests how uncertain inflationary expectations have been over the last 18 years. With a 5.35 long- bond, that could easily spike down or UP (remember, 1994 was the worst year for bonds in many, mant years), I think the debt and equity markets are in tremendous turmoil. One other fact, spreads between long term corporate bonds and T-Bonds have been widening - yet, another sign of an impending realization crisis!

Jason



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