Economics

Inverted Yield Curve

Short-term bonds pay higher rates than long-term bonds. Recession predictor—has preceded every recession since 1950, usually by 12-24 months.

Also known as: yield curve inversion, inverted curve

What You Need to Know

Inverted yield curve occurs when short-term bond yields exceed long-term yields. Most watched: 2-year Treasury yield > 10-year Treasury yield. This "inversion" signals recession expectations.

Why it happens:

  • Fed raises short-term rates to fight inflation
  • Bond market expects Fed to cut rates in future (economic weakness)
  • Investors willing to lock in lower long-term rates expecting short rates to fall
  • This expectation reflects anticipated recession

Historical accuracy:

  • Every recession since 1950 preceded by inversion
  • Average lead time: 12-24 months before recession
  • False positive: Once in 1960s (inversion without recession)

Recent inversions:

  • 2006: Inverted → 2008 financial crisis
  • 2019: Brief inversion → 2020 recession (COVID)
  • 2022-2023: Deep inversion (2yr at 5%, 10yr at 3.8%) → ?

Not a perfect timer: Inversion tells you recession is likely, not exactly when. Stock market often rises 6-12 months after inversion before finally declining.

What to do: Maintain emergency fund, review asset allocation, but don't panic-sell. Market timing usually fails.

Sources & References

This information is sourced from authoritative government and academic institutions:

  • federalreserve.gov

    https://www.federalreserve.gov/econres/notes/feds-notes/dont-fear-the-yield-curve-reprise-20200309.html