rennie landscape Fall 2023

economy

INVERTED EXPECTATIONS Recession discussion is a funny thing, we’re always either in one or talking about the next one. And speculation about the next recession had been particularly intense last year, as we’ve been navigating first a high inflation, then a high interest rate environment. And while we noted in the last edition of the rennie landscape that GDP is not the best measure of the health of the economy (for that we once again recommend starting with the labour market discussed earlier), it’s still worthy of discussion given where we are today. One gauge for whether an upcoming recession is likely is the yield curve, and whether or not it is inverted. The yield curve is the difference between long-term and short-term lending rates and when it inverts, that means short term lending rates earn higher yields than longer term rates. It comes from investors moving money from short-term to long-term debt (which drives long term yields down).

Today’s yield curve isn’t just negative in Canada, it’s now at its lowest point since 1990, a sign that bond markets expect a recession in the near-term. We should note here that not every inverted yield curve is followed by a recession, though every recession is preceded by an inverted yield curve. Comparatively, the discourse around a potential recession has subsided of late. Google searches of the term recession peaked in July 2022, one month before the yield curve inverted, before declining sharply. There was an increase again in October and November of last year, before decreasing once more. Whether this ultimately leads to a recession or not is still guesswork, let alone the duration or severity if we do end up with one, but given that GDP growth in the second quarter was negative, we may already be in the midst of a technical recession.

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