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Monday, March 10, 2014

Macro: The Bottom Line (3/10/2014)

What's up with the euro?
 
If you've been following the currency markets lately, you may have noticed something very odd: the euro just keeps marching higher. That's right, the euro - the same currency whose very existence was the subject of debate just two years ago - is now testing the 1.40 mark vs. USD, a level it has not seen since 2011. How could this be? Why does the euro continue to march higher despite the ongoing economic malaise in the 18-member currency bloc (not to mention the ongoing tensions over Ukraine)? And what about our repeated calls for a euro correction?

First, let us provide some background as to the recent euro strength. 
 
For nearly half a year now, the Eurozone economy has been sending mixed signals. On the positive side, the region emerged from recession last summer, and manufacturer confidence (using PMI indicators as a proxy) has dramatically improved. However, belying the upturn in growth and confidence was a dramatic slide in the region's inflation rate, kindling fears of deflation. Any deflationary environment would be a threat to the Euro region's nascent recovery, as consumers and businesses alike would have an incentive to put off purchases and investments until later. A prolonged, Japan-style stagnation seemed like a real possibility.

 Euro Area Inflation Rate
Faced with the threat of deflation, a central bank's usual course of action would be to loosen credit conditions - through a combination of rate cuts, asset purchases, or direct lending facilities to banks. Or in plain English: pump more money into the system. For some time now, a non-trivial number of economists and market commentators - including Red Bull - have called for the European Central Bank to do just that. We, like many others, believed it would be downright foolish to allow ultra-low inflation to threaten the green shoots of recovery. 

The ECB doesn't seem to agree. Rather, the most they've done is sporadic verbal jawboning about the need to consider additional measures. They're deploying the pea shooter at a time when a bazooka is needed. And at last Thursday's ECB board meeting, the bank's president, Mario Draghi, even suggested that the risk of deflation has receded (even though the annual inflation rate, at 0.8 percent, is less than half of the 2 percent level that the ECB itself defines as price stability). Whether or not Draghi knows something that we don't, we can't tell. But the ECB's continued inaction has been enough to drive the euro back to two-and-a-half year highs.

So what about our bearish view on the euro? We'll be the first to admit that our call for a correction in the EUR has been premature. We, like many others, have underestimated the degree to which the FX markets have been willing to play along with the ECB's game. But our central thesis remains intact: with unemployment across the euro region stuck at 12 percent, small- and medium enterprises in Italy and Spain still largely unable to tap cheaper credit, and growth levels still nowhere near escape velocity, the ECB cannot remain in a state of denial forever. At some point, another dose of monetary stimulus will be needed, if the Eurozone is to have a reasonable chance of returning to economic normalcy. So while we're not calling for investors to unleash their shorts on the euro, chasing it higher will also likely do more harm than good. The bottom line: don't use the recent euro currency strength as a vote of confidence in the Eurozone economy just yet.

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