Core Inflation Difference (vs. U.S. core PCE) Leads EUR/USD This chart suggests that the core inflation difference (vs. U.S. core PCE) leads the EUR/USD by four months. Picture source: Nordea and Macrobond
Citi Economic Surprise Index vs. EUR/USD Weaker European growth relative to the U.S. could weaken Euro/U.S. Dollar. Picture source: Credit Suisse
EUR/USD and 10-Year Rates Differential The chart shows the Euro vs. US Dollar (EUR/USD) and how a 10-year rates differential corresponds to a stronger or weaker US dollar. Picture source: Oxford Economics, Macrobond
U.S./German 2-Year Yield Spread vs. U.S./Euro Foreign Exchange Rate This chart shows the Euro vs. US Dollar (EUR/USD) and how a wider U.S./German 2-year yield spread corresponds to a stronger US dollar. R² = 0.62 since 2005.
