JacksonHole_08262011

Page 1

August 26, 2011

Economics Group

John Silvia, Chief Economist john.silvia@wellsfargo.com ● (704) 374-7034

Tacking in Treacherous Water: No Full Sail QE3 Chairman Bernanke today played the role of senior statesman, not flame thrower. There was no hint of QE3— only the assurance that the Fed is monitoring the economy and inflation and is ready to help—as expected. Growth Disappoints, but Remains Positive From the picturesque backdrop of the Teton mountain range, Fed Chairman Ben Bernanke delivered his highly anticipated economic address. While still of the opinion that growth should improve as the influences of the temporary factors of the first half of the year fade, Bernanke used a large part of the speech to urge Washington to put the U.S. fiscal position on a “sustainable path” without disregarding the “fragility of the current recovery.” Little guidance was given to the near-term policy outlook. Growth expectations for the year ahead had already been downgraded by the Federal Open Market Committee (FOMC) at the August 6 meeting, and Chairman Bernanke reiterated his concerns—including an acknowledgment of the recent financial market volatility that has weighed on business and consumer confidence. While the top chart does not reflect the Fed’s updated forecast (details may be released at the now two-day Sept. 20-21 FOMC meeting), clearly near-term growth expectations will be lowered. After the latest GDP revisions, there is the possibility that long-run growth expectations have been lowered, which raises the probability that the full employment level of unemployment may be higher than many expected. Moreover, the potential for higher inflation than otherwise expected would also be higher. These are not comfortable outcomes and they narrow the channel for sailing for Fed policy. Creeping Inflation: Not So Transitory, but What Fed Wanted For some time, the markets perceived that the goal of the Fed was to avoid deflation and thereby generate moderate inflation. At this point the Fed appears to have succeeded. As evidenced in the middle chart, the core Personal Consumption Deflator, the benchmark for measuring inflation pressures from the Fed’s point of view, has been rising as would be consistent with its intentions. However, the annualized pace of 2.1 percent over the past three months has picked up substantially over the 0.9 percent pace recorded last August and should give the Fed pause on the thought of further easing. Moreover, the three dissents by Federal Reserve bank presidents at the last FOMC meeting and more recent statements by Kansas City Fed President Hoenig and the other presidents that downplay the risks of recession can clearly be taken by investors that the Fed will move cautiously without any additional policy moves. In Treacherous Waters: You Don’t Put Up Full Sail When sailing treacherous economic waters, hauling up the full sail of QE3 would be a high risk move and a cautious central bank such as the Fed is not likely to follow such a strategy. Instead, as outlined by several Fed speakers before him, Bernanke acknowledged the range of tools the Fed still has at its disposal to provide additional monetary stimulus.

Real GDP Growth Forecast Fed Central Tendency Forecast vs. Wells Fargo Forecast

6.0%

6.0%

4.0%

4.0%

2.0%

2.0% 1.1%

1.3%

0.0%

0.0%

-2.0%

-2.0% Central Tendency Forecast Range Historical GDP Growth Wells Fargo Economics Forecast

-4.0%

-4.0% 2000

2002

2004

2006

2008

2010

2012

"Core" PCE Deflator Both Series are 3-Month Moving Averages

5%

5%

3-Month Annual Rate: Jun @ 2.1% Year-over-Year Percent Change: Jun @ 1.3% 4%

4%

3%

3%

2%

2%

1%

1%

0%

0% 92

94

96

98

00

02

04

06

08

10

Steepness of Treasury Curve Between 10-Yr and 2-Yr, Basis Points

300

300

10Y-2Y Treasury: Aug @ 209 Bps 250

250

200

200

150

150

100

100

50

50

0

0

-50 2005

-50 2006

2007

Source: Federal Reserve Board, U.S. Department of Labor and Wells Fargo Securities, LLC

2008

2009

2010

2011


Wells Fargo Securities, LLC Economics Group Diane Schumaker-Krieg

Global Head of Research (704) 715-8437 & Economics (212) 214-5070

diane.schumaker@wellsfargo.com

Paul Jeanne

Associate Director of Research & Economics

(443) 263-6534

paul.jeanne@wellsfargo.com

John E. Silvia, Ph.D.

Chief Economist

(704) 374-7034

john.silvia@wellsfargo.com

Mark Vitner

Senior Economist

(704) 383-5635

mark.vitner@wellsfargo.com

Jay Bryson, Ph.D.

Global Economist

(704) 383-3518

jay.bryson@wellsfargo.com

Scott Anderson, Ph.D.

Senior Economist

(612) 667-9281

scott.a.anderson@wellsfargo.com

Eugenio Aleman, Ph.D.

Senior Economist

(704) 715-0314

eugenio.j.aleman@wellsfargo.com

Sam Bullard

Senior Economist

(704) 383-7372

sam.bullard@wellsfargo.com

Anika Khan

Economist

(704) 715-0575

anika.khan@wellsfargo.com

Azhar Iqbal

Econometrician

(704) 383-6805

azhar.iqbal@wellsfargo.com

Ed Kashmarek

Economist

(612) 667-0479

ed.kashmarek@wellsfargo.com

Tim Quinlan

Economist

(704) 374-4407

tim.quinlan@wellsfargo.com

Michael A. Brown

Economist

(704) 715-0569

michael.a.brown@wellsfargo.com

Tyler B. Kruse

Economic Analyst

(704) 715-1030

tyler.kruse@wellsfargo.com

Joe Seydl

Economic Analyst

(704) 715-1488

joseph.seydl@wellsfargo.com

Sarah Watt

Economic Analyst

(704) 374-7142

sarah.watt@wellsfargo.com

Wells Fargo Securities Economics Group publications are produced by Wells Fargo Securities, LLC, a U.S broker-dealer registered with the U.S. Securities and Exchange Commission, the Financial Industry Regulatory Authority, and the Securities Investor Protection Corp. Wells Fargo Securities, LLC, distributes these publications directly and through subsidiaries including, but not limited to, Wells Fargo & Company, Wells Fargo Bank N.A, Wells Fargo Advisors, LLC, and Wells Fargo Securities International Limited. The information and opinions herein are for general information use only. Wells Fargo Securities, LLC does not guarantee their accuracy or completeness, nor does Wells Fargo Securities, LLC assume any liability for any loss that may result from the reliance by any person upon any such information or opinions. Such information and opinions are subject to change without notice, are for general information only and are not intended as an offer or solicitation with respect to the purchase or sales of any security or as personalized investment advice. Wells Fargo Securities, LLC is a separate legal entity and distinct from affiliated banks and is a wholly owned subsidiary of Wells Fargo & Company Š 2011 Wells Fargo Securities, LLC.

SECURITIES: NOT FDIC-INSURED/NOT BANK-GUARANTEED/MAY LOSE VALUE


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