The Bank of Japan published a working paper examining why the U.S. economy remained resilient despite rapid and significant monetary policy tightening since 2022. It concludes that the limited drag on real activity can be explained by uneven interest-rate sensitivity across GDP demand components, a composition shift toward service consumption, and a regime in which the credit channel provided less amplification. Using a Factor-Augmented VAR model, the authors find that demand components more reliant on borrowing are dampened by rate hikes, while components with lower borrowing reliance show muted responses. A smooth-transition local projection model, with the excess bond premium as the transition variable, suggests this sensitivity is time-varying: monetary tightening has stronger effects on borrowing-dependent components only when the credit channel is strongly operative, while low-borrowing components react weakly across regimes. The paper is circulated to stimulate discussion and the views expressed are those of the authors, not necessarily the official views of the Bank of Japan.