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Causeway
Track C · MacroNode C5

Rates as the price of time

Layer 2 · Working Model

Move the rate; watch the world arrive on a delay

~ 5 min
Step 01 · One number, eight downstream channels

A central bank changes one number — the policy rate. Everything downstream — Treasuries, mortgages, credit, equities, the dollar, jobs, prices — responds, but at different speeds.

Move the policy slider in the widget below and the timeline slider beneath it. Each channel has its own lag; the visualisation shows how the same policy change ripples out over months and years.

Step 02 · What moves first

The front of the curve — short Treasuries, money-market funds, floating-rate debt — moves the day of the change. The 10-year and 30-year mortgage move within weeks as the market re-prices expected future rates. So far, none of this has touched the real economy.

Step 03 · What moves second

Credit spreads, the dollar, and equity multiples adjust over months. Financial conditions ease (or tighten) into the real economy through borrowing costs, dollar competitiveness, and asset-price wealth effects. Still no real-economy data yet.

Step 04 · What moves last (and matters most)

Hiring, unemployment, and inflation respond on a 12–18 month lag. By the time the labor market and inflation data confirm a policy change worked, the central bank has been making the decision for over a year. This is why "is the policy working?" is the wrong question 6 months in.

In your life

When a Fed cut hits the news, three things have already happened — and most haven't.

Treasuries, mortgages, and credit spreads moved within hours. Equities and the dollar adjust over weeks. Hiring decisions and inflation move over a year. The "did it work?" question makes sense only on the 12–18 month timescale that matches the slowest channel — but the political clock is much shorter.

Rate transmission · move a policy change through the economy
Policy change Δ
-100 bp
−300 (deep cut)0+300 (deep hike)
Months since
6 / 24
day-of1y2y
Reading right now
Financial conditions have eased into the real economy. Credit and FX repriced; equities ahead of fundamentals.
ChannelPeak lagPath · 0 → 24moNow (t=6)Δ vs base
Short rates (3mo T-bill)
0 mo
3.51%
-0.89%
10-yr Treasury
1 mo
3.79%
-0.41%
30-yr mortgage
2 mo
6.33%
-0.47%
HY credit spreads
3 mo
415bp
+95bp
S&P 500 (idx, 100 = now)
6 mo
101.3
+1.3
USD index (DXY)
4 mo
101.5
-2.5
Unemployment
14 mo
4.10%
Core CPI YoY
18 mo
2.60%