Policy Tensor

A Tight Money Index for the United States

How tight are monetary conditions?

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Policy Tensor
Oct 23, 2022
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An excellent proxy of the stance of the monetary authority is the yield on the two year note. As the Fed has hiked at a pace unseen since 1994, the two year yield has responded dramatically. It has risen from essentially 0.0% to 4.5% as of Friday’s closing auction. After so many years of rock-bottom rates, that sure sounds like a lot. How much is it exa…

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