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Navigating towards neutral: Keynote speech by Isabel Schnabel, Member of the Executive Board of the ECB, at the CEPR Paris Symposium 2024 hosted by the Banque de France

ecb-speeches economics-business-work Dec 16, 2024 source →
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Navigating towards neutral: Keynote speech by Isabel Schnabe

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Isabel Schnabel argues that monetary policy should proceed gradually and remain data-dependent, given that interest rates are approaching neutral territory and risks to the inflation outlook are broadly balanced.

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Once inflation is dominated by idiosyncratic shocks, central banks can tolerate moderate deviations from their inflation target in both directions.

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Monetary policy is at a critical juncture.

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The deposit facility rate is currently at 3%.

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The ECB's Governing Council decided last week to cut the three key policy rates by 25 basis points.

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Isabel Schnabel argues that challenges for monetary policy will change once price stability has been restored.

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ECB staff project the euro area economy will expand around its potential growth rate in the coming years, leading to inflation neither materially over- nor undershooting the 2% target once past shocks unwind.

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A gradual and data-dependent monetary policy approach aims to ensure disinflation does not stall above the 2% target and avoids unnecessary weakness in the labour market and the economy.

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Growth has been revised down but is still expected to accelerate next year due to recovering consumption and investment, rising real incomes, and less restrictive financing conditions.

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The negative effects of trade policy uncertainty on growth are often estimated to be short-lived, with growth rebounding sharply once uncertainty fades.

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Services inflation remains high at 3.9%.

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There was an upside surprise to growth in the third quarter, driven by picking up private consumption and inventories no longer weighing on growth.

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A turnaround in the inventory cycle would remove a significant drag on aggregate demand.

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Confidence in the retail trade sector and consumer expectations for major purchases improved in November, while savings intentions declined.

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Inflation is expected to decline towards the 2% target in 2025 and oscillate around this level over the projection horizon.

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Empirical research suggests that trade policy uncertainty, rather than actual tariff increases, is the main drag on growth.

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Food prices started rising at a concerning pace, reaching an annualised three-month-on-three-month rate of 4.6% in November, up from 0.9% in May.

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Recent sentiment indicators likely partially reflect the surge in trade policy uncertainty.

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A decline in foreign demand for euro area goods and trade diversion, especially from China, are likely to be disinflationary.

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Staff projections are consistent with bringing interest rates to a neutral setting as inflation sustainably stabilizes around the 2% target.

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The ECB's decision last week to cut key policy rates by 25 basis points reflects the conviction that a gradual and data-dependent approach is the most appropriate strategy.

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While confidence in achieving price stability is growing, an important part of disinflation has yet to materialize.

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A gradual approach allows the ECB to respond to new shocks in an environment of elevated uncertainty and volatility.

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Momentum indicators, such as the three-month-on-three-month rate, suggest that price pressures have started to ease.

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Financial market participants estimate that, after correcting for potential shifts in seasonal adjustment, inflation momentum could be measurably higher than current official estimates.

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November has been a notable outlier in month-on-month services inflation changes over the past two years.

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The baseline scenario assumes a cyclical recovery in productivity growth, which is expected to ease unit labour cost growth.

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Hysteresis effects or other structural factors could weigh on productivity and investment over an extended period.

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ECB staff scenario analysis shows that if structural factors weigh on productivity, growth would be lower and inflation higher by 0.3 percentage points cumulatively by 2026 compared to the baseline.

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Despite evidence pointing to continued disinflation, vigilance is needed for signs that cast doubt on the baseline forecast.

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Wholesale electricity prices have increased substantially as a result of rising gas prices.

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Gas prices have doubled since February.

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New shocks are hitting the euro area economy, many posing upside risks to inflation.

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A gradual monetary policy approach allows for reaction to signs that cast doubt on the baseline disinflation forecast.

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The baseline forecast does not incorporate the potential impact of concrete policy measures from the new Trump administration due to uncertainty.

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Climate mitigation measures are increasingly affecting prices over the medium term.

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Eurosystem staff expect inflation to rise above 2% in 2027, mainly due to the planned expansion of the EU emissions trading system (ETS2) to buildings, road transport, and small industry.

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The net effect of potential tariffs on inflation is often estimated to be positive, despite ambiguity in direction and persistence.

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Model-based analyses suggest an economic expansion is much more probable than a recession over the next twelve months, despite potential trade barriers.

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The EU may retaliate with its own tariffs, as it did in 2018.

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Expansionary fiscal and supply-side policies in the US could support foreign demand, even with increased tariffs, due to short-run product non-substitutability.

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The euro has depreciated by more than 6% against the US dollar since the end of September, largely in anticipation of the incoming US administration's economic policy intentions.

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The euro's depreciation against the US dollar is already putting upward pressure on import prices.

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Inflationary shocks are of particular concern because people are paying more attention to inflation after recent experiences.

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The latest Eurobarometer reveals that inflation remains people's biggest concern in most euro area countries.

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Heightened public attention makes inflation expectations more vulnerable after a long period of high inflation.

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Incoming data and new Eurosystem staff projections confirm the disinflation process remains well on track.

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A gradual approach is the most appropriate course of action as monetary policy approaches neutral territory.

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A thick-modelling framework suggests that the median Taylor-type rule points to a gradual dialling back of policy restriction.

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The distribution of projected interest rate outcomes is skewed to the upside according to the thick-modelling framework.

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Recent ECB staff analysis estimates the natural real rate of interest (r*) to range from -0.5% to 1% in real terms, or 1.5% to 3% in nominal terms.

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Estimates of the natural real rate of interest (r*) by ECB staff are similar to those by economists from the Bank for International Settlements.

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Significant parameter uncertainty makes using the natural rate of interest (r*) as a monetary policy guidepost challenging.

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An increase in real equilibrium rates would warrant a more cautious approach by central banks when removing policy restriction.

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Changes in the demand for and supply of global savings suggest that equilibrium rates may have increased in recent years.

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The pandemic, Russia's invasion of Ukraine, and other shocks have led to an increase in public debt globally.

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Net borrowing by governments remains substantial.

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The public deficit will be around 5% of GDP across advanced economies in 2024 and is expected to decline only marginally in coming years, reflecting borrowing requirements for digital and green transitions.

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The IMF projects that overall global investment (public and private) will reach its highest share in GDP since the 1980s in the coming years.

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Growing confidence in a sustainable decline of inflation towards the 2% target has allowed the ECB's Governing Council to remove substantial policy restriction over the past six months.

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