A Powerful Intellectual Stumbling Block: The Belief that the Market Can Only Be Failed

Over at Project Syndicate: The Trouble with Interest Rates: Of all the strange and novel economic doctrines propounded since 2007, Stanford’s John Taylor has a good claim to propounding the strangest: In his view, the low interest-rate, quantitative-easing, and forward-guidance policies of North Atlantic and Japanese central banks are like:

imposing an interest-rate ceiling on the longer-term market… much like the effect of a price ceiling in a [housing] rental market…. [This] decline in credit availability, reduces aggregate demand, which tends to increase unemployment, a classic unintended consequence…”

When you think about it, this analogy makes no sense at all.

When a government agency imposes a rent-control ceiling, it:

  • makes it illegal for renters to pay or landlords to collect more than the ceiling rent;
  • thus leaves a number of potential landlords willing but unable to rent apartments and a number of potential renters willing but unable to offer to pay more than the rent-control ceiling.

When a central bank reduces long-term interest rates via current and expected future open-market operations, it:

  • does not keep any potential lenders who wish to lend at higher than the current interest rate from offering to do so;
  • does not keep any potential borrowers who wish from taking up such an offer;
  • it is just that no borrowers wish to do so.

The reason we dislike rent-control ceilings–that it stops transactions both buyers and sellers wish to undertake from taking place–is simply absent.

So why would anyone claim that low interest-rate, quantitative-easing, and forward-guidance policies are like rent control?

I think that the real path of reasoning is this:

  1. John Taylor, and the others claiming that central banks are committing unnatural acts by controlling the interest rate, feel a deep sense of wrongness about the current level of interest rates.
  2. John Taylor and his allies believe that whenever a price like the interest rate is “wrong”, it must be because the government has done it–that the free market cannot fail, but can only be failed.
  3. Thus the task is to solve the intellectual puzzle by figuring out what the government has done to make the current level of the interest rate so wrong.
  4. Therefore any argument that government policy is in fact appropriate can only be a red herring.
  5. And the analogy to rent control is a possible solution to the intellectual puzzle.

If I am correct here, then the rest of us will never convince John Taylor and company.

Arguments that central banks are doing the best they can in a horrible situation require entertaining the possibility that markets are not perfect and can fail. And that they will never do. We have seen this in action: Five years ago John Taylor and company were certain that Ben Bernanke’s interest-rate, quantitative-easing, and forward-guidance policies risked “currency debasement and inflation”. The failure of those predictions has not led John Taylor or any other of the Republican worthy signatories of their “Open Letter to Ben Bernanke” to rethink and consider that perhaps Bernanke knows something about monetary economics. Instead, they seek another theory–the price-control theory–for why the government is doing it wrong.

Thus all we can do is repeat, over and over again, what both logic and evidence tell us:

  • That with the current configuration of fiscal policy, North Atlantic monetary policy is not too loose but if anything too restrictive.
  • That as far as the real interest rate is concerned, the “‘natural rate’… that would be ground out by the Walrasian system of general equilibrium equations”, as Milton Freidman would have put it, is lower than the one current monetary policy gives us.
  • That our economies’ inertial expectations and contracting structures have combined with monetary policy to give us nominal interest and inflation rates that are distorted, yes–but an interest rate that is too high and an inflation rate that is too low relative to what the economy wants and needs, and what a free-market flexible-price economy in a proper equilibrium would deliver.

Why does the North Atlantic economy right now want and need such a low real interest rate for its proper equilibrium? And for how long will it want and need this anomalous and disturbing interest-rate configuration? These are deep and unsettled questions involving, as Olivier Blanchard puts it, “dark corners” where economists’ writings have so far shed much too little light.

Hold on tight to this: There is a wrongness, but the wrongness is not in what central banks have done, but rather in the situation that has been handed to them for them to deal with.

Must-Read: William Poole: Don’t Blame the Fed for Low Rates

Must-Read: You know, given the demographic headwinds of this decade, the consensus of economic historians is likely to say that job growth under Obama was not weak, but quite possibly the second-strongest relative to baseline since the Oil Shock of 1973–somewhat worse than under Clinton, a hair better than under Carter or Reagan, and massively superior to job growth under either Bush:

Graph All Employees Total Nonfarm Payrolls FRED St Louis Fed

William Poole: Don’t Blame the Fed for Low Rates: “Long-term rates reflect weak job creation and credit demand, both a result of President Obama’s poor economic stewardship…

…The frequent claim that Federal Reserve Chair Janet Yellen and her colleagues are responsible for continuing low rates of interest may be correct in the small, but not in the large…. The real villain behind low interest rates is President Obama. Long-term rates reflect weak job creation and credit demand…. The real rate of interest, currently negative for short-term interest rates and only slightly positive for long rates, is a consequence of non-monetary conditions that have held the economy back….

Disincentives to business investment deserve special notice…. The Obama administration has created one disincentive after another… the failure to pursue tax reform… insistence on higher tax rates… environmental activism… growth-killing overreach in the Affordable Care Act and Dodd-Frank to the Consumer Financial Protection Bureau, the Environmental Protection Agency and the Labor Department….

The Fed is responsible, however, for not defending itself by explaining to Congress and the public what is going on. The Fed is too afraid politically to mention any details of its general position that it cannot do the job on its own. Yes, there are “headwinds,” but they are largely the doing of the administration…. The Obama administration didn’t create Fannie Mae and Freddie Mac, for instance, or the government’s affordable-housing goals—both of which fueled the 2008 financial crisis. But the Obama administration has failed to correct the economic problems it inherited. It has simply piled on more and more disincentives to growth. These disincentives have kept long-term rates low.

It seems to me that very little of William Poole’s argument makes any sense at all.

If the factors he points to were there and were operating, they would operate by lowering the future profits of both new capital and old capital. They should thus produce both (a) a fall in interest rates and (b) a fall in the equity values of established companies. We have the first. We do not have the second. Thus I find it very hard to understand in what sense this is made as a technocratic argument. It seems, instead, to be some strange fact-light checking off of political and ideological boxes: Obama BAD! Federal Reserve GOOD!!

Must-Read: Charles Bean: Causes and Consequences of Persistently Low Interest Rates

Must-Read: So: On the one hand, risk tolerance is disappointingly and inappropriately low–but should return to normal some day. On the other hand, investors are “reaching for yield” and taking inappropriate risks by crowding into bubbly assets. I cannot be the only person who wants a real model of how this is supposed to work, and real evidence that it is a factor at work, plus a real argument that higher interest rates would exert enough of a curb to pass some reasonable benefit-cost test. The very sharp Gabriel Chodorow-Reich looked for this and did not find it…

Charles Bean: Causes and Consequences of Persistently Low Interest Rates: “Demographic developments… the partial integration of China…

…and the associated capital outflows…. a lower propensity to invest… as a result of heightened risk aversion…. Rates should eventually return to more normal levels…. But… the time scale… is highly uncertain and will be influenced by longer-term fiscal and structural policy choices…. A world of persistently low interest rates may be more prone to generating a leveraged ‘reach for yield’ by investors and speculative asset-price boom-busts. While prudential policies should be the first line of defence against such financial stability risks, their efficacy is by no means assured. In that case, monetary policy may need to come into play as a last line of defence…

Monday Smackdown Watch: Paul Krugman Admonishes Me on My Making Out of Milton Friedman Not a Golden, But a Paper-Money Calf

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Paul Krugman: Milton, Money, and Interest Rates: “I have a moderate disagreement with Brad DeLong…

…[who] has been arguing that demands for tight money are, in fact, contrary to the bankers’ own interests:

It was Milton Friedman who insisted, over and over again, that in any but the shortest of runs high nominal interest rates were not a sign that money was tight–that the central bank had pushed the market interest rate above the Wicksellian natural rate–but rather that money had been and probably was still loose, and that market expectations had adjusted to that.

Friedman did in fact make that claim. But… he was wrong.

Consider the Volcker disinflation. The Fed… did everything one might imagine to make it clear that there was a regime shift that would lead to disinflation…. This policy change nonetheless led to a severe recession… conclusive evidence against both the Lucas notion that only unanticipated monetary policy has real effects, and the Prescott view that business cycles reflect real shocks. But the episode also undermines the Friedman claim on interest rates…. Short rates… were sharply elevated for three years…. Long rates… rose along with short rates and stayed high for several years. So put yourself in the (very expensive) shoes of a bank CEO today…. Even if you understand the macroeconomics and know the history (which you probably don’t), this is a story about a better bottom line four or five years down the pike, by which time you will have foregone a lot of bonuses and may well be retired. As I see it, interest-rate hawkery on the part of bankers isn’t irrational, just evil.

Touché…

I confess I have been thinking that we have a choice between:

  • The Federal Reserve starts its liftoff this fall, and then has to reverse course within two yours back to the ZLB, thus cementing market expectations that we will be at the ZLB for a loooong time…

  • the Federal Reserve waits two years to start liftoff, and then successfully accomplishes normalization…

Paul says: It won’t be that quick. And the historical evidence is certainly on his side.

Plus: Dean Baker piles on:

Dean Baker: The Argument for Higher Interest Rates: Are the Bankers Evil or Stupid?: “I would mostly agree with Krugman, but for a slightly different reason…

…An unexpected rise in the inflation rate is clearly harmful to banks’ bottom line. This will lead to a rise in long-term interest rates and loss in the value of their outstanding debt…. While we (the three of us) can agree that such a jump in inflation is highly unlikely in the current economic situation, it is not zero. Furthermore, a stronger economy increases this risk….[Banks] are faced with a trade-off between a greater risk of something they really fear, and something to which they are largely indifferent. It shouldn’t be surprising that they want to the Fed to act to ensure the event they really fear (higher inflation) does not happen. Hence the push to raise interest rates.

I suspect also there is a strong desire to head off any idea that the government can shape the economy in important ways. There is enormous value for the rich to believe that they got where they are through their talent and hard work and that those facing difficult economic times lack these qualities. It makes for a much more troubling world view to suggest that tens of millions of people might be struggling because of bad fiscal policy from the government and inept monetary policy by the Fed.

I Really Really Do Not Understand the Mental Universe of Today’s Federal Reserve

I suppose my big problem is I keep getting hung up on the following optimal control principle: If you know in which direction your next turn of the wheel is going to be, then either you are steering around an immediate obstacle, or you are headed in the wrong direction. And if you are headed in the wrong direction, you should already have turned your wheel so that you are headed in the right direction.


At the zero lower bound, this principle does not directly apply. You are trying to steer around an immediate obstacle. Thus you know in which direction your next turn of the wheel is going to be. But a corollary to this general principle does apply, and applies very clearly: Optimal-control tells you to stay at the zero lower bound until you are confident that the economy is strong enough. Then you quickly move to point the economy in the right direction–to an interest rate where you are not sure whether your next turn of the wheel will be left or right.

The’s “lift off and pause”–turn the wheel a little bit right, and then wait for a while even though you know your next turn is going to be to the right–seems to me to make absolutely no sense at all. I cannot write down any optimal control exercise in which it does. I cannot even do so if I put my thumb on the scale via assuming an unmotivated substantial aversion to ever making 50 basis-point meeting moves in interest rates…