Archive for January, 2011

flawed measures of GDP

Monday, January 31st, 2011

Tyler Cown has an interesting “Economic View” column in Sunday’s NY Times. Much of it is a plug for his new e-book “The Great Stagnation”. Cowen may or may not be right in asserting that the pace of technological change will be slow in the future. Fast growth, in Cowen’s view, will be limited to emerging countries, as they ‘catch up’ by adopting current technologies. Even if Cowen’s forecast is correct, I do not see any great problem with this. The current per capita income of North America and Europe is high enough to provide a decent life for everyone – although political will is needed to eliminate poverty and provide adequate public goods. If emerging countries like China and India grow at a fast pace, this is potentially a good thing, not a  process to be feared.

One passage of the column did catch my attention, however.

When it comes to measuring national income, we’re generally valuing expenditures at cost, rather than tracking productivity in terms of results. In other words, our statistics may be deceiving us — by accepting, say, our health care and educational expenditures at face value.

Tyler Cowen, “Innovation Is Doing Little for Incomes“, New York Times, 30 January 2011.

My first reaction was to say, “This can’t be right”. Gross Domestic Product (GDP) is measured at market prices, not production costs. On further thought, I remembered that goods provided by government enter GDP at cost, even if there are no markets and even if the consumer pays nothing. All expenditure on police and military forces, for example, adds to GDP even though ‘consumers’ pay nothing out of pocket for the services. (They do pay taxes, but taxes paid bear no relation to a taxpayer’s ‘consumption’ of police or military services, which in any event cannot be measured.) Similarly, parents with children typically pay no tuition to public schools, yet the full cost of education forms part of GDP. Health care, also. is often provided by government at no cost – or with only a small co-pay. Again, this is a service that does not pass the market test of ‘willingness to pay’.

What about goods and services provided in free markets, without government subsidy? Can their costs also exceed their ‘real value’ to consumers? On reflection, I think that this might be true for at least two industries: finance and health care.

Financial services are seldom provided by government, yet the cost of this service – duly recorded in a nation’s GDP – seems to be much higher than its value to consumers. NYU economist Thomas Philippon, at the onset of the financial crisis, looked at the historical series for the share of financial services in GDP. (See his graph, reproduced below.) Payments for financial services collapsed after 1929, falling to 2.5% of GDP by 1947. They then recovered slowly until the late 1970s, when they grew quickly, reaching an unprecedented 8.3% of GDP in 2006. Philippon suggests that the increased payments from 1980 to 2001 might have been justified by the need to finance the IT revolution, but, after that, it is difficult to rationalize the high fees paid to to Wall Street financiers.

From 2002 to 2006, I am not quite sure what the financiers were doing. Or rather, I am not sure that the services provided by insane trading volumes and real estate derivatives were worth the price tag.

Thomas Philippon, “The future of the financial industry“, Stern on Finance, 16 October 20008.

Tomorrow I look at private health care, another expensive service whose cost seems to exceed ‘real value’ to consumers, even though consumer expenditure on health care is soaring, especially in the USA.

Japanese borrowing costs

Saturday, January 29th, 2011

Standard & Poor, the US rating agency, has cut Japan’s sovereign debt rating. The last time this happened, in 2002, the rating cut had no effect on the Japanese bond market. This time, too, the cut has not affected the government’s borrowing costs. Why?

The answer is simple: few foreigners purchase Japanese bonds. The Japanese government may run chronic deficits, but private sector savings are more than enough to cover domestic needs. Japan, unlike the US, is a net exporter of capital to the rest of the world.

News of Standard & Poor’s downgrade of Japan sent an instant shudder through markets on Thursday. That was followed, as usual, by the more sober realisation that what S&P, Moody’s or anyone else thinks about the nation’s creditworthiness is almost irrelevant. As Japan sells 94.5 per cent of its debt domestically, what really matters is that the public sector keeps the faith of the private sector. ….

The Ministry of Finance can preserve this somnolent state for a few years yet, until savings run low enough for Japan to have to start courting foreign buyers. (Who, other than a deposit-rich Japanese bank facing zero demand for loans, would buy a 10-year bond yielding 1.24 per cent?).

Lex, “S&P downgrades Japan“, Financial Times, 28 January 2011.

the myth of a failing Europe

Friday, January 28th, 2011

The official Republican response to President Obama’s State of the Union address, delivered by Representative Paul Ryan, urges lawmakers to cut spending quickly, to avoid the mistakes of European countries. But Republicans place European countries in a single bag, assuming that all behaved like Greece.

We believe the days of business as usual must come to an end. We hold to a couple of simple convictions: Endless borrowing is not a strategy; spending cuts have to come first. ….

Just take a look at what’s happening to Greece, Ireland, the United Kingdom and other nations in Europe. They didn’t act soon enough; and now their governments have been forced to impose painful austerity measures: large benefit cuts to seniors and huge tax increases on everybody.

Remarks of Congressman Paul Ryan (R-WI)“, Washington, DC, 25 January 2011.

Paul Ryan (1970-), who has represented Wisconsin’s 1st district in the US Congress since 1999, now chairs the House Budget Committee.

Princeton economist Paul Krugman, in a NY Times column, exposes the Republican “myth of a failing Europe”, the myth of “a collapsing society groaning under the weight of Big Government”.

It’s a good story: Europeans dithered on deficits, and that led to crisis. Unfortunately, while that’s more or less true for Greece, it isn’t at all what happened either in Ireland or in Britain, whose experience actually refutes the current Republican narrative. ….

Let’s talk about what really happened in Ireland and Britain.

On the eve of the financial crisis, conservatives had nothing but praise for Ireland, a low-tax, low-spending country by European standards. …. And the truth was that in 2006-2007 Ireland was running a budget surplus, and had one of the lowest debt levels in the advanced world.

So what went wrong? The answer is: out-of-control banks; Irish banks ran wild during the good years, creating a huge property bubble. When the bubble burst, revenue collapsed, causing the deficit to surge, while public debt exploded because the government ended up taking over bank debts. And harsh spending cuts, while they have led to huge job losses, have failed to restore confidence.

The lesson of the Irish debacle, then, is very nearly the opposite of what Mr. Ryan would have us believe. It doesn’t say “cut spending now, or bad things will happen”; it says that balanced budgets won’t protect you from crisis if you don’t effectively regulate your banks ….

What about Britain? Well, contrary to what Mr. Ryan seemed to imply, Britain has not, in fact, suffered a debt crisis. True, David Cameron, who became prime minister last May, has made a sharp turn toward fiscal austerity. But that was a choice, not a response to market pressure.  ….

[T]here’s certainly no sign of the surging private-sector confidence that was supposed to offset the direct effects of eliminating half-a-million government jobs. And, as a result, there’s no comfort in the British experience for Republican claims that the United States needs spending cuts in the face of mass unemployment.

Paul Krugman, “Their Own Private Europe“, New York Times, 28 January 2011.

Elsewhere in the news today, contrary to Republican expectations, there is increased confidence in the euro, and in Europe’s ability to overcome its debt crisis.

[S]ince hitting a low of $1.2871 against the dollar on January 10, the euro has surged 6.9 per cent, notching up a two-month peak of $1.3759 on Thursday.

Sentiment towards the euro has improved dramatically ….

Thomas Stolper, strategist at Goldman Sachs, says there is potential for further gains in the euro. He forecasts a move to $1.40 against the dollar in three months followed by a gradual drift higher to $1.50 later in a year.

Peter Garnham and Richard Milne, “Sudden shift in euro catches traders off guard“, Financial Times, 28 January 2011.

the Federal Reserve on the State of the Economy

Thursday, January 27th, 2011

As a public service, Slate and NPR’s “Planet Money” continue to translate into plain English periodic jargon-filled statements as they are released by the Federal Reserve.

Here is the latest Fed statement:

Information received since the Federal Open Market Committee met in December confirms that the economic recovery is continuing, though at a rate that has been insufficient to bring about a significant improvement in labor market conditions. Growth in household spending picked up late last year, but remains constrained by high unemployment, modest income growth, lower housing wealth, and tight credit. Business spending on equipment and software is rising, while investment in nonresidential structures is still weak. Employers remain reluctant to add to payrolls. The housing sector continues to be depressed. Although commodity prices have risen, longer-term inflation expectations have remained stable, and measures of underlying inflation have been trending downward.

Consistent with its statutory mandate, the Committee seeks to foster maximum employment and price stability. Currently, the unemployment rate is elevated, and measures of underlying inflation are somewhat low, relative to levels that the Committee judges to be consistent, over the longer run, with its dual mandate. Although the Committee anticipates a gradual return to higher levels of resource utilization in a context of price stability, progress toward its objectives has been disappointingly slow.

To promote a stronger pace of economic recovery and to help ensure that inflation, over time, is at levels consistent with its mandate, the Committee decided today to continue expanding its holdings of securities as announced in November. In particular, the Committee is maintaining its existing policy of reinvesting principal payments from its securities holdings and intends to purchase $600 billion of longer-term Treasury securities by the end of the second quarter of 2011. The Committee will regularly review the pace of its securities purchases and the overall size of the asset-purchase program in light of incoming information and will adjust the program as needed to best foster maximum employment and price stability.

The Committee will maintain the target range for the federal funds rate at 0 to 1/4 percent and continues to anticipate that economic conditions, including low rates of resource utilization, subdued inflation trends, and stable inflation expectations, are likely to warrant exceptionally low levels for the federal funds rate for an extended period.

The Committee will continue to monitor the economic outlook and financial developments and will employ its policy tools as necessary to support the economic recovery and to help ensure that inflation, over time, is at levels consistent with its mandate.

Voting for the FOMC monetary policy action were: Ben S. Bernanke, Chairman; William C. Dudley, Vice Chairman; Elizabeth A. Duke; Charles L. Evans; Richard W. Fisher; Narayana Kocherlakota; Charles I. Plosser; Sarah Bloom Raskin; Daniel K. Tarullo; Kevin M. Warsh; and Janet L. Yellen.

Here is the same statement, translated:

The jobs picture is still bleak. The housing market still sucks. We’re still not worried about inflation. So we’re sticking with our plans to create $600 billion out of thin air and let banks borrow money for free.

If all this sounds familiar, it’s because we said almost exactly the same thing in our statement last month. For more details, see that statement.

By the way, the one guy on the committee who was voting against our policies last year is gone now. His term expired. This time, we’re unanimous.

Jacob Goldstein and Jeremy Singer-Vine, “We’re Sticking To Our Plan“, Slate Magazine, 26 January 2011.

Now, isn’t the translation informative and easy to read?

Ronald Coase’s advice to Chinese economists

Thursday, January 27th, 2011

Ronald Coase, the famous economist and Nobel Laureate, has candid advice for Chinese economists.

I think deference to authority is a bad trait of the Chinese. What Chinese economists should do is to develop their own thinking based on a careful and systematic investigation of the working of the Chinese market economy. My work, “The Nature of the Firm” or “The Problem of Social Cost”, does not provide an answer to questions that the Chinese economists should tackle. The most my work or the work of anyone else can do is to suggest possible directions to tackle the problems. ….

All they [Chinese economists] should do is to study the Chinese economy based on how it actually works. It might be historical, or statistical, or analytical. Whatever form it takes, it has to be based on the working of the Chinese economy. ….

[T]he way the economic system works is complicated. It has many components. Each component is itself a mini-system. The way they interact with each other and the whole system works is very complex. A regression with aggregated statistical data will not tell you much about the way the economy works.

Wang Ning, “Interview with Professor Ronald Coase“, Chicago, 28 December 2010.

There is much more at the link. On 29 December 2010 the Unirule Institute of China organized a conference in Beijing, “Coase and China”, to celebrate the 100th birthday of Professor Ronald Coase.

Ronald Coase published little, but became famous for two articles: “The Nature of the Firm” (1937), which introduced the concept of transaction costs, and “The Problem of Social Cost” (1960), which introduced what is now known as the Coase Theorem. According to Google Scholar, the first article has been cited 16662 times and the second 15412 times. Moreover, every beginning student of economics reads these writings of Coase even though they no longer read anything written by Adam Smith.

Robert Shiller on Adam Smith

Wednesday, January 26th, 2011

Yale University economist Robert Shiller, in an interview for “The Browser”, recommends five books on a fascinating but difficult subject: Human Traits Essential to Capitalism. Professor Shiller begins with a book by Adam Smith, my favourite economist. The book is  The Theory of Moral Sentiments (1759), which contains underpinnings for all his later work, including The Wealth of Nations (1776). Smith begins his book with a discussion of what he refers to as “sympathy”, but, Shiller explains,

he’s really focused on selfishness versus social consciousness. He sees that sometimes people are completely selfish, and that’s the problem for any economic theory – how to make a society work when people are completely, unremittingly selfish.

But he also notes something else: he doesn’t use the word ‘empathy’, because ‘empathy’ hadn’t been defined yet. But it’s a very important observation about human behaviour, which is that we are wired to feel each other’s emotions and to have a theory of other people’s minds (not that he would have used the words ‘wired’ or ‘theory of mind’ either). The English word ‘empathy’ was coined around 1900, in a translation of the German word Einfühlung from a German book by psychologist Theodor Lipps. What it means is that it’s not that I feel bad because I observe that you are suffering, it means I actually feel your feelings. So people may often be selfish, but they also have empathy.

Smith also talks about a selfish passion, which is a desire for praise. He argues that people instinctively desire praise, but that, as they mature, this feeling develops into a desire for praiseworthiness. …. He uses that to show that what people really want is to be deservedly praised. And that turn of mind, which develops as people mature, is what makes us into people with integrity. ….

I think this underlies how the economy works. We start out with selfish feelings, which are intermixed with feelings of empathy for others, and then we develop this mature desire to be praiseworthy. I think it is central to our civilisation that people do that.

Robert Shiller on Human Traits Essential to Capitalism“, Interview by Sophie Roell, The Browser, January 2011.

Adam Smith was a great thinker, and Robert Shiller shows deep appreciation and affection for him. This choice pleased me. I was also pleased with Shiller’s second pick, a book by Albert Hirschman (1915-), whose prolific writings have influenced me very much. The book is The Passions and The Interests: Political Arguments for Capitalism Before its Triumph (Princeton University Press, 1977).

Ireland’s political turmoil

Monday, January 24th, 2011

The Green party left Ireland’s coalition government on Sunday, just 24 hours after the prime minister, Brian Cowen, resigned as head of the ruling Fianna Fáil party. The Green party is tiny, with only six members in the 166-seat lower house, but its withdrawal leaves the government without a majority. Mr Cowen may be forced to dissolve parliament this week, before obtaining passage of the Finance Bill with tax increases and spending cuts required by the International Monetary Fund and the European Central Bank. The general election in this event would move forward from March 11th to February 25th.

Ireland’s coalition has become the first eurozone government to fall as a result of Europe’s debt crisis. That is unsurprising. ….

[Fianna Fáil] is, after all, the party that through its cronyism and incompetence artificially prolonged the boom of the 1990s into the credit and property bubble of the past decade, and then gave a blanket guarantee to its banker friends that has ended in the humiliation of Ireland becoming a ward of the European Central Bank and the International Monetary Fund.

Fianna Fáil will almost certainly be replaced by a coalition of the centre-right Fine Gael and centre-left Labour parties.

Irish meltdown“, editorial, Financial Times, 24 January 2011.

For background, see John F. Burns, “Green Party Quits Irish Government“, New York Times, 24 January 2011.

reason

Sunday, January 23rd, 2011

Do you aspire to be a rational person?  Careful what you wish for.

A man who had a tiny tumor cut out of the cortex near the frontal lobe of his brain seemed fine at first.  He passed all intelligence tests and retained all faculties.  But once released to daily life, he was paralyzed by an inability to make the simplest decision.  Sitting at his office desk, he spent twenty minutes deciding whether to use a black pen or blue pen, carefully thinking through every implications of each option.  Family and friends reported that the subject became the most hyper-rational man who could talk endlessly through the details of scheduling conflicts, listing the pluses and minuses of every possibility, unable to settle on a decision. ….

We didn’t evolve to know the world, but to make the most statistically efficient decision given limited data and time.  Without impulse to close the deal, no decision is possible with pure reason.  ….

In our leaders we admire the virtue of decisiveness, an ability to “act from the gut,” unperturbed by egghead considerations.  …. Leaders act decisively with moral clarity in a state of ignorance.  That’s why we follow them.  Their lack of doubt is infectious.

Joe Quirk, “Science Proves You’re Stupid“, h+ Magazine, 16 January 2011.

Joe Quirk is an American novelist and science writer. His humorous science book It’s Not You, It’s Biology.: The Science of Love, Sex, and Relationships (Running Press, 2008) has been translated into 17 languages.

Hat tip to The Browser.

Marxism after Marx

Saturday, January 22nd, 2011

Born in June 1917, months before the October Revolution, Hobsbawm has outlived both the Soviet Union and the Communist Party of Great Britain, which he joined in 1936. He is still in mourning. “The fall of the USSR and the Soviet model,” he writes in How to Change the World, “was traumatic not only for communists but for socialists everywhere.”

Speak for yourself, comrade. I, like many other socialists, greeted the fall of the Soviet model with unqualified rejoicing; and I don’t doubt that Karl Marx would have been celebrating. His favourite motto, de omnibus disputandum (“everything should be questioned”), was not one that had any currency in the realm of “actually existing socialism” – a hideous hybrid of mendacity, thuggery and incompetence.

This collection of essays and lectures about Marxism after Marx is slightly disfigured by the author’s enduring party-line coyness. When writing about how the anti-fascist campaigns of the 1930s brought new recruits to the communist cause, he cannot even bring himself to mention the Hitler-Stalin pact, referring only to “temporary episodes such as 1939-41”. The Soviet invasion of Hungary and the crushing of the Prague Spring are skipped over.

Francis Wheen, “How to Change the World“, Financial Times, 22 January 2011.

British journalist Francis Wheen is reviewing Marxist historian Eric Hobsbawm’s How to Change the World: Tales of Marx and Marxism (Little, Brown, 2011). Mr Hobsbawm was born in Alexandria (Egypt) in 1917, grew up in Vienna and Berlin, then moved to London in 1933. Mr Wheen (1957-) is author of Karl Marx (Fourth Estate, 1999) and Marx’s Das Kapital: A Biography (Atlantic Books, 2006).

the coming US debt crisis

Friday, January 21st, 2011

The US federal government is currently able to borrow at near-zero rates of interest, but many state and municipal bonds are trading with substantial risk premia–the extra yield investors demand to own these bonds instead of safer Treasury securities.

Peter Orzag (1968-), former director of Barack Obama’s Office of Management and Budget, says that it is almost impossible for states to default on sovereign debt, so holders of state bonds should not be concerned (hence cease to demand risk premia?). Lower levels of government, in contrast, can declare bankruptcy and default on their debt obligations.

[C]ontrary to what many pundits suggest, state governments cannot simply declare bankruptcy. Bondholders are also privileged creditors in almost all states. It is thus difficult for states to default: they would generally have to stop paying employees before they stopped making debt payments.

At the local level, however, the situation is different. Many US cities can declare bankruptcy – and given their numbers a severe crisis in at least one major city is both feasible and quite possible. As a thought experiment, take the top 30 or so cities. Assume any one has only a 2 per cent probability of a severe problem. Then the probability that at least one experiences a crisis is almost 50 per cent.

In such a city-level crisis, the state government could help – as has already occurred in Harrisburg, Pennsylvania. States would be wise to consider in advance their options in this kind of crisis scenario. ….

The bottom line is that there may well be US public debt tremors this year, both during federal debate over raising the debt ceiling and with at least a limited number of crises in local and city governments. The bigger problem, though, lies beyond 2011, as the unsustainability of the federal government’s fiscal trajectory becomes increasingly clear.

Peter Orszag, “America must brace itself for turbulence“, Financial Times, 21 January 2011.

The author, after leaving government service, went to Citigroup, where he is a Vice Chairman of Global Banking.

Before rushing to purchase the supposedly low-risk, high-yielding debt of troubled states, first read this headline story in today’s New York Times.

Policy makers are working behind the scenes to come up with a way to let states declare bankruptcy and get out from under crushing debts, including the pensions they have promised to retired public workers.

Unlike cities, the states are barred from seeking protection in federal bankruptcy court. Any effort to change that status would have to clear high constitutional hurdles because the states are considered sovereign.

But proponents say some states are so burdened that the only feasible way out may be bankruptcy ….

Discussion of a new bankruptcy option for the states appears to have taken off in November, after Mr. [Newt] Gingrich [a former House speaker and possible Republican presidential candidate] gave a speech about the country’s big challenges, including government debt and an uncompetitive labor market.

“We just have to be honest and clear about this, and I also hope the House Republicans are going to move a bill in the first month or so of their tenure to create a venue for state bankruptcy,” he said.

Mary Williams Walsh, “Path Is Sought for States to Escape Debt Burdens“, New York Times, 21 January 2011.