Signals › Monetary Policy, Rates & Liquidity
Separates expectations from risk compensation in the long yield.
Percent · observation 2026-09-25, published 2026-09-29
Last 24 observations.
Not in the fit. No verdict.
Monetary Policy, Rates & Liquidity: Model the policy reaction function explicitly rather than treating policy as an exogenous shock. The model averages the standardised signals in each block into a block score, then combines the twelve block scores in a probit. Today the 12-block model reads 1.6%.