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Gforsythe via wikimedia

The yield curve un-inverts, and the history is less useful than it looks

The two-year fell below the ten-year for the first time in nearly two years. Every recession was preceded by this. So were several non-recessions.

The spread between two-year and ten-year Treasury yields turned positive this week, ending the longest inversion on record. The financial press reached, predictably, for the recession signal.

The signal is real but it is routinely misread. An inversion has preceded every US recession since the 1960s. What is less often said is that the un-inversion, not the inversion, is what tends to arrive close to the downturn, and that the lag between the two has ranged from two months to almost two years.

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