The yield curve is sparse at the long end

That is the key to understanding fluctuations in the economy.  Prescott hinted at the reason why once, but it is an issue with the theory of everything.  Seld adapted statistics have sparse term points at the long end.  Olivier Blanchard once asked why terms and rates do not match in a downturn.  The reason is that the curve shifts right in a down turn and there are fewer points on the curve, thus fewer solutions.  That is why we fluctuate.

So, the test for economists is to explain why the long end is sparse.  But here is a key point. The economist has to explain why this is true for the proton also, and once they get that, then they get the TOE. Another hint.  Why do we have fermion and boson statistics in self adapted systems?  How does this relate to Keevash and his random graphs? Marcolli can answer.

This is going to be fun.  The first economist that gets is will be awarded the Swedish banana.