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荷兰国际集团智库 · Carsten Brzeski · 2026/09/03

卡斯滕:经受冲击

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卡斯滕:经受冲击

今年夏天最引人注目的一点并不是一连串前所未有的冲击——而是全球经济几乎没有受到影响。但最近几天出现了新的风险,而且这个风险带有传导渠道:债券市场抛售。对于迄今为止看似坚不可摧的经济,更高的利率可能成为其克星。

多次热浪和一场长期干旱。美国与加拿大之间的贸易战。伊朗与美国之间的谈判时热时冷。霍尔木兹海峡时开时闭。而油价则在上述情况同时发生时,做了油价该做的事。

今年夏天引人注目的并不是这份清单,而是全球经济几乎没有受到影响。大多数领先指标仍然指向今年剩余时间内的持续增长,尽管增长乏力。是麻木,还是地缘政治与宏观经济之间真正的脱节?也许两者兼而有之。供应链已经更擅长绕过麻烦,而头条新闻的传播速度仍远快于订单簿的变化。但在检测结果出来之前,我们不应急于称赞病人。因为最近几天出现了新的风险,而且这个风险带有传导渠道:债券市场抛售。对于迄今为止看似坚不可摧的经济,更高的利率可能成为其克星。

在我看来,触发因素并非许多发达经济体令人担忧的财政状况——尽管这确实令人担忧。疲弱的公共财政并不新鲜,而且并没有出现缺口或新发现的黑洞来引发问题。改变的是市场正在定价的情景:中东冲突几乎成为一场永久战争,油价在更长时间内保持高位,通胀被推高,央行被迫更大幅度加息。

反馈循环才是危险的部分。收益率上升并非因为主权债务问题——但收益率上升将注意力重新引向主权债务疲弱,故事可能很快自我实现。更高的利息支付挤出了更有用的支出,这使财政状况恶化,从而为收益率上升提供了理由。在2020,年,美国支付的利息占GDP的比重约为3%;现在这一比例正接近GDP的5%。法国正从GDP的1%这一良好水平转向GDP的3%,甚至连财政稳健的德国也从GDP的0.5%转向GDP的1.5%。

但不要过于惊慌。我认为市场已经超前了。很难想象主要央行会为了应对教科书式的外部供给冲击而加息到足以将经济推入衰退的程度。只要能源价格对经济其他部分的溢出效应有限,它们为什么要这么做?这就是保险性加息想法如此吸引人的原因——央行官员不喜欢这个说法,但适度加息以防止能源价格造成更广泛的损害,看起来仍然是正确的直觉。更大幅度加息则可能不仅仅是经济放缓的风险,还会将政府推入更深层次的困境,而尽管央行官员不是债务驱动增长的拥护者,但他们更警惕引发主权债务危机。

长期以来,我们将热浪和干旱等冲击视为天气事件:暂时性和季节性的。我们应该认识到它们的本质:气候变化持续存在的症状。

金融市场目前正面临一个类似的问题:较高的政策利率和不断上升的政府债务应被视为周期性还是结构性问题?在我看来,较高的政策利率和央行遏制能源驱动型通胀的努力,最终将被证明是周期性的。它们是天气。相比之下,高政府债务看起来更像气候:一种结构性特征,可能在未来数年塑造经济和市场。重要的区别在于,与气候变化不同,高政府债务并非不可避免。它仍然是一个政策选择问题。

我们的主要观点

  • 能源:我们上调了油气预测,因为美国和伊朗之间几乎没有突破迹象。欧洲天然气在冬季前仍然脆弱。
  • 债券市场:很难看到长端收益率上行压力会神奇消散。我们对美国10年期国债的年末预测为4.90%,风险在于在结构稳定之前,我们可能不得不忍受一次过度冲高。
  • 美国:美联储主席凯文·沃什的鹰派讲话使得9月加息似乎很可能。但我们认为,疲弱的就业创造和降温的通胀意味着这不必变成一系列加息。
  • 欧元区:本月再次加息的条件已经具备,但目前我们认为这将是最后一次。
  • 中国:鉴于下半年开局疲软以及政策支持将相对温和的迹象,我们略微下调了2026年GDP预测,从4.7%同比下调至4.6%。
  • 英国:与市场定价相反,我们认为,脆弱的就业市场和核心通胀降温相结合,应有助于在2027年促成英国央行的降息。
  • 日本:我们预计日本央行将在9月加息,并在次年1月和4月2027再采取两次行动。
  • 中欧和东欧:波兰尽管面临能源和财政风险,但仍具韧性;捷克增长强劲,通胀受控,但捷克国家银行保持警惕;匈牙利的复苏可能重振资产,而罗马尼亚仍面临滞胀和政治不确定性。
  • 外汇:鉴于美联储前景更为鹰派,我们现在预计美元将更长时间保持强势。我们将年末EUR/USD预测从1.18下调至2026的1.16,并将USD/JPY预测从158上调至160。

ING月度:抵御冲击

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The most striking thing about this summer isn’t the string of unprecedented shocks – it's that the global economy has barely flinched. But a new risk has emerged in recent days, and this one comes with a transmission channel attached: the bond market sell-off. Higher rates could be kryptonite for an economy that has so far looked suspiciously bulletproof

Several heatwaves and a long drought. A trade war between the US and Canada. Iranian-American negotiations that ran hot, then cold. A Strait of Hormuz that reopened, then closed again. And oil prices doing what oil prices do when all of the above happens at once.

The striking thing about this summer isn’t this list. It’s that the global economy barely flinched. Most leading indicators still point to continued, if subdued, growth for the rest of the year. Numbness, or a real disconnect between geopolitics and macroeconomics? Perhaps a bit of both. Supply chains have got better at routing around trouble, and headlines still move considerably faster than order books. But we should stop congratulating the patient before the tests come back. Because a new risk has emerged in recent days, and this one comes with a transmission channel attached: the bond market sell-off. Higher rates could be kryptonite for an economy that has so far looked suspiciously bulletproof.

The trigger, in my view, is not the admittedly worrying fiscal position of many developed economies. Weak public finances are not new, and there was no shortfall or newly discovered black hole to set anything off. What changed is the scenario markets are pricing: a Middle East conflict that has become an almost-forever war, oil prices high for longer, inflation pushed up, and central banks forced to hike harder.

The feedback loop is the dangerous part. Yields didn’t rise because of sovereign woes – but rising yields draw attention back to sovereign weakness, and the story can quickly become self-fulfilling. Higher interest payments crowd out more useful spending, which makes the fiscal picture worse, which justifies the yields. Back in 2020, the US paid some 3% of GDP on interest; now it is closing in on 5% of GDP. France is moving from a good 1% of GDP to 3% of GDP, and even fiscally-sound Germany moves from 0.5% GDP to 1.5% GDP.

But don’t be too alarmed. I think markets have got ahead of themselves. It's hard to imagine major central banks raising interest rates enough to push their economies into recession in response to what remains a textbook exogenous supply shock. As long as there are few knock-on effects from energy into the rest of the economy, why would they? This is what makes the idea of insurance rate hikes so appealing – central bankers dislike the phrase, but hiking modestly to stop energy prices doing wider damage still looks like the right instinct. Going harder would risk more than a slowdown. It would push governments into deeper trouble, and while central bankers are no champions of debt-fuelled growth, they are even more wary of triggering a sovereign debt crisis.

For too long, we treated shocks like heatwaves and droughts as weather events: temporary and seasonal. We should have recognised them for what they are: symptoms of a changing climate that is here to stay.

Financial markets are now grappling with a similar question: should higher policy rates and rising government debt be viewed as something cyclical or structural? In my view, higher policy rates, and central banks' efforts to contain energy-driven inflation, will ultimately prove cyclical. They are the weather. High government debt, by contrast, looks much more like the climate: a structural feature that could shape economies and markets for years to come. The important difference is that, unlike climate change, high government debt is not an inevitability. It remains a matter of policy choice.

Our key calls

  • Energy: We have revised our oil and gas forecasts higher with little sign of a breakthrough between the US and Iran. European natural gas remains vulnerable into winter.
  • Bond markets: It’s tough to see the pressure for higher long-end yields magically dissipate. We have an end-year forecast for the US 10-year of 4.90% and the risk is that we have to endure an overshoot before things structurally calm.
  • United States: A hawkish speech by Fed Chair Kevin Warsh makes a September rate hike look probable. But we think that tepid job creation and cooling inflation mean this needn’t turn into a series of hikes.
  • Eurozone: The stage is set for another rate hike this month but for now we think this will be the last.
  • China: Given the soft start to the second half and signs that policy support will remain relatively modest, we’re trimming our 2026 GDP forecast slightly – to 4.6% YoY from 4.7%.
  • UK: Contrary to market pricing, we think the combination of a fragile jobs market and cooling core inflation should help unlock Bank of England rate cuts in 2027.
  • Japan: We expect a Bank of Japan rate hike in September and two follow up moves in January and April 2027.
  • Central and Eastern Europe: Poland remains resilient despite energy and fiscal risks; Czech growth is firm and inflation contained, but the Czech National Bank remains vigilant; Hungary’s recovery may revive assets, while Romania still faces stagflation and political uncertainty.
  • FX: In light of a more hawkish Fed outlook, we now expect the dollar to stay stronger for longer. We are dropping our year-end 2026 EUR/USD forecast to 1.16 from 1.18 and raising the USD/JPY profile to 160 from 158.

ING Monthly: Weathering the shocks

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AI 分析
由 AI 依据上文研报生成 · 非原文直译、非机构原话 · 重要判断请核对官网原文
关键论点
  • 尽管受到冲击,全球经济表现出韧性,但债券市场抛售是一个具有传导渠道的新风险。
  • 由于财政担忧,收益率上升可能自我实现,但市场可能已超前反应。
  • 政策利率是周期性的(天气),而高政府债务是结构性的(气候),但债务是政策选择。
  • 能源预测上调;债券收益率承压;央行立场因地区而异;美元在更长时间内保持强势。
风险
  • 在结构性平静之前,长期收益率可能过度上升。
  • 如果能源价格传导,央行可能更激进加息。
  • 财政状况可能比预期更糟,使债务螺旋自我实现。
  • 地缘政治冲击可能持续,使油价保持高位。