Global daily insight 27 august 2015

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Daily Insight ECB & Fed shifting on turmoil

Group Economics Macro & Financial Markets Research Nick Kounis & Maritza Cabezas +31 20 343 5616

27 August 2015 • • •

Officials from ECB and Fed point to shifting stance following market turmoil ECB Chief Economist Praet opens the door to a more QE as soon as September NY Fed President Dudley strikes cautious tone on September rate hike

ECB’s Praet says downside risks to inflation have

inflation has bottomed out and eurozone economic data have

increased…

been pretty resilient.

The ECB’s Chief Economist Peter Praet opened the door for the central bank to further step up its monetary stimulus as

ECB options to expand stimulus

soon as next month’s meeting. In a speech at the European

The ECB has two options to expand stimulus. It could

Economic Association in Mannheim, Germany, he struck a

communicate that QE will be completely open-ended, dropping

dovish tone. Mr Praet asserted that ‘recent developments in

the reference to September 2016. Alternatively it could

the world economy and in commodity markets have increased

increase the size of the monthly purchases, which could also

the downside risk of achieving the sustainable inflation path

involve adding more securities to the list of eligible assets.

towards 2 percent.’ The Governing Council would discuss new forecasts at next week’s meeting and was prepared to act if

Fed’s Dudley cautious on rate hike…

necessary, with the current QE programme providing sufficient

Meanwhile, New York Fed President Dudley, the first FOMC

flexibility ‘in terms of size, composition and length of the

member to speak after Black Monday, struck a cautious tone.

program’. He also asserted that ‘there should be no ambiguity

He noted that the arguments for raising interest rates next

on the willingness and ability of the Governing Council to act if

month are less compelling than they were a few weeks ago,

needed’.

but he also added that “..we really hope that we can raise interest rates this year”. Most data suggest that the US

…increasing chances of more QE

economy remains solid (see also below). However, given the

Mr Praet’s remarks significantly increase the chances that the

recent market turmoil, investor risk sentiment remains fragile.

ECB will step up or extend QE as soon as next month’s

So although our base case is for a September rate hike, the

meeting. However, the water is being muddied by some mixed

risk has increased significantly that the Fed delays further .

commentary. For instance, yesterday, ECB Vice President Constancio seemed to play down the decline in market

…more signs expected from Jackson Hole

measures of inflation expectations. He said the fall in inflation

Later this week central bankers will gather at Jackson Hole to

expectations was down to the decline in oil prices, and that the

discuss “Inflation Dynamics and Monetary Policy”. On

ECB should not try to correct for commodity prices. He also

Saturday (18:25 CET), Fed’s Vice Chair Stanley Fischer will

seemed to play down the disinflationary impact of the Chinese

discuss the US economy. Mark Carney and ECB Vice

devaluation. At this stage, we put some more weight on Praet’s

President Constancio will also give presentations that day.

remarks given his role at the ECB and we therefore conclude that the odds on more QE have shortened. It will be interesting

US durable goods orders beat expectations

to see if Mr Constancio adopts a more dovish tone in his

Meanwhile, economic data continue to improve. Durable goods

Jackson Hole Speech later this week.

orders rose 2% mom in July up from 4.1%. Core orders were stronger than expected and there were upward revisions to

Our base case is no change for now

previous months. Durable goods orders ex-transportation rose

Our current base case is for no change in the QE programme.

0.6% mom from 1% and core capital goods orders rose 2.2%

China risks, the drop in commodity prices and tighter financial

up from 1.4%. This increase was the highest in a year. This

conditions do point in the direction of more QE. However, core

adds to evidence that the US is growing at above-trend rates.


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