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“I find economics increasingly satisfactory, and I think I am rather good at it.”– John Maynard Keynes

Thursday, 16 December 2021

Too much faith in monetary policy?

 

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IAIN MARTIN

Central bankers’ bubble is burst by inflation

The era of policy dictated by unelected financiers is unlikely to survive the economic damage wrought by the pandemic

The Times
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In the memoir Paul Volcker wrote in 2018 shortly before his death, the former chairman of the US Federal Reserve asked a good question about inflation. “How did central bankers fall into the trap of assigning such weight to tiny changes in a single statistic, with all of its inherent weakness?”

What Volcker was criticising, in Keeping at It: The Quest for Sound Money and Good Government, was the obsession of his successors, in the US and globally, with the idea that hitting a target on inflation was the key to prolonged economic success.

If central bankers adjusted their policies on interest rates so that inflation always stayed close to a target of, say, 2 per cent, then markets would have certainty and stability in which to operate. Growth and high employment would generally follow.

That was the questionable theory that has dominated central bankers’ thinking since the 1990s. But the latest inflation figures show it isn’t working: we have hit 5.1 per cent in Britain and are heading for 6 per cent; the eurozone was at 4.9 per cent last month; and in the US inflation is already at 6.2 per cent.

With inflation-targeting failing, central bankers have very publicly lost control. For months they told us that inflation was “transitory”, but transitory has turned out to mean sustained and, for now at least, rising.

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Back in the 1990s, the concept of narrow inflation-targeting was appealing to both politicians and voters: central bankers seemed to have found the potion for perpetual prosperity. The theory underpinned global policy under Volcker’s successor, Alan Greenspan, who was treated as something like a rock star by politicians during his five terms in post.

In Britain, New Labour gave independence to the Bank of England in 1997 so that self-interested politicians would no longer be able to interfere in setting interest rates. The central bankers would ensure the economic cycle could be smoothed out, lowering rates and pumping in liquidity at any sign of trouble, thus ensuring an “end to boom and bust” as Gordon Brown put it, hubristically.

That went wrong with the financial crisis in 2008, then in the eurozone crisis that followed. It turned out that other risks such as too much debt could still build up and disrupt the economy.

Weirdly, central bankers did not lose authority or get much blame when that happened. In the US, the eurozone and the UK they acquired even more power, instigating quantitative easing (QE), the so-called money-printing project designed to keep the show on the road.

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The philosophical inspiration for all this was Greenspan. The thinking — noble in a way but delusional — was that central bankers would do whatever it took and the rest of us could be reassured they had the answers. But the QE policy distorted economic incentives and divided society, rewarding those with existing assets. It even fuelled a cheap money property boom that accelerated during the pandemic.

Now, no one seems to know quite what to do next and the consequences for politicians are serious. That is less a criticism, more a simple statement of reality. The situation is highly complex, difficult to manage and fraught with more risk than usual, because of the complications of the pandemic.

Right now, interest rate rises that will make borrowing more expensive are clearly required if we are to at least attempt to tame rising prices. Reducing the appetite for consumer and business borrowing lowers inflation.

Or rather, it does usually. This time it’s unclear to what extent raising rates will make a difference. Soaring prices may have more to do with supply chain disruption from the ongoing pandemic and the retreat from globalisation that made us overly reliant on long supply lines and shipping in cheap foreign goods.

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There are no simple answers to the problem and that’s what makes this situation so dangerous. Populations who feel themselves getting poorer become angry, looking to political parties that offer simple, populist explanations for what went wrong and who to punish.

There’s more to it than that, though. We tend to measure politics and public affairs in terms of short electoral cycles, from one leader to another. But history moves in much longer cycles. The central banker orthodoxy was born in the aftermath of the oil crisis in 1973 and successive bursts of inflation and painful economic reordering in the 1980s. Later, technology and globalisation kept prices cheap.

Now we are transferring from that economic era to another: from the epoch of confident, unelected central bankers to a time of turmoil, post-pandemic, in which politicians will want more control, to do goodness knows what, when voters are telling them they’re in pain.

We could do with someone as experienced as Volcker to help navigate this. He was in the room when President Nixon decided that the US dollar should come off the gold standard in 1971. As chairman of the Federal Reserve from 1979 to 1987, he wasn’t remotely relaxed about high inflation. On the contrary, his painful hiking of interest rates in the 1980s tackled the runaway inflation that had bedevilled the 1970s.

Volcker was a sceptic, wary of putting too much faith in central bankers and simple theories. In his memoir he was as interested in the necessity of good government, and the urgent need for sensible political leadership, as he was in sound money.

Now, we have neither good government nor sound money. If you thought the past ten years or so were tumultuous, get ready for even more trouble to come.

Tuesday, 7 December 2021

Phillips Curve re-asserts itself... good analysis of current circumstances

The end of cheap European labour has let the inflation genie out of the bottle

Today's price spikes are just a taste of what is to come as Britain reverts to the economic models of the past

Remember the “Phillips curve”, the idea that the tighter the labour market becomes, the more it pushes up wages, and therefore inflation?

It used to be the lodestar of interest rate-setters everywhere; the lower the rate of unemployment, the higher the likely rate of inflation, and vice versa.

For much of the post-war period, the Phillips curve was as good a guide as any on the likely path of inflation, and was therefore at the heart of much central bank thinking on the appropriate monetary policy stance.

But then came globalisation, the mass movement of goods, and later of mass migration of labour too.

With enlargement of the European Union after 2004, a steady trickle of migrant workers fast turned into a flood, though both the politicians and the official statistics refused at first to acknowledge it. On the ground, however, it was impossible to ignore.

Migrant workers from the accession states of Eastern Europe rushed to take advantage of Britain’s relatively open and flexible labour markets.

As a result, labour supply was no longer fixed. As Lord King, former Governor of the Bank of England, put it in the Institute of International Monetary Research’s annual lecture last week, “the output gap, the difference between aggregate demand and potential supply, became less and less relevant to monetary policy because demand was generating its own supply of labour”.

By the by, the Phillips curve became flatter and flatter, eventually making itself all but irrelevant to interest rate policy.

With Brexit, however, the narrative has changed again. According to Office for National Statistics data published last week, 94,000 more EU nationals left the UK last year than arrived, the first time net migration from the EU has been negative since the turn of the century.

Britain's EU population is sinking

Line chart with 2 lines.
While the number of non-EU residents remains stable
2016 onwards: Data measured for 12 months to June that year
The chart has 1 X axis displaying values. Range: 2003.83 to 2021.17.
The chart has 1 Y axis displaying Thousands. Range: 0 to 4000.
SOURCE: ONS
End of interactive chart.

In all, some 147,000 Europeans are estimated to have left the UK last year.

How much of that is down to Brexit, and is therefore likely to prove permanent, and how much the pandemic, which may be more temporary as those with rights of residency return, is not yet clear. But it certainly helps explain today’s acute labour shortages across multiple different sectors as the economy recovers from its Covid shock.

Meanwhile, the pandemic appears to have persuaded many older workers to retire early, by either giving up work entirely or at least substantially reducing their working hours.

What’s been dubbed in the US “the great retirement” has also been a notable feature of the UK labour market, further eroding the pool of economically active workers.

Again using the latest ONS data, the ranks of the economically inactive were 364,000 higher in the July to September quarter than immediately before the pandemic. That’s partly down to more young people choosing full time education over work. But the other notable feature is older workers, particularly of the self employed variety, throwing in the towel early.

Juxtaposed against an apparently shrinking workforce is a growing number of job openings.

Vacancies in August to October rose to a new record of 1,172,000, an increase of 388,000 on the pre-pandemic level, with 15 of the 18 industry sectors showing record highs.

Job vacancies are sky high

Line chart with 245 data points.
The chart has 1 X axis displaying Time. Range: 2001-03-18 17:31:12 to 2021-12-14 06:28:48.
The chart has 1 Y axis displaying Job openings (000s). Range: 200 to 1400.
SOURCE: ONS
End of interactive chart.

I don’t know where the Bank of England gets the idea that inflation-busting wage increases are confined to a relatively limited number of sectors. That’s certainly not what you hear anecdotally. To the consternation of employers, workers will sometimes quit mid-shift, such is the opportunity of higher pay elsewhere.

Growth in average pay was 5.8pc in the July to September quarter, and higher still at 6.6pc in the private sector. Even stripping out the base and compositional distortions inflicted by the pandemic, wages are still rising at a fair old clip. In July, the ONS estimated that the underlying rate of growth was between 3.2pc and 4.4pc.

In any case, it is becoming ever harder for the Bank of England and its counterparts in other advanced economies to sustain the argument that current inflationary pressures are “transitory” and will soon abate.

It is certainly right to argue, as Andrew Bailey, Governor of the Bank of England does, that there is not a lot monetary policy can do about higher global energy prices and other forms of imported inflation.

Yet if a tight labour market gives workers the bargaining power to bid up wages to match, imported inflation will soon turn into the domestically generated variety, and possibly lead to the sort of wage/price spiral that bedevilled policy makers in the 1970s.

Outside the public sector and some of the utilities, the union power that fed such spirals back then has gone. But who needs the power of the union when there is a shortage of labour to bid up wages instead?

Acute labour shortages after the Black Death in the 14th century caused just such a great inflation; nobody would compare today’s pandemic to that catastrophe, which wiped out a third of Europe’s population, but you get the point.

Now of course, if the “Nu” coronavirus variant turns out to be quite as gruesome as some epidemiologists fear it might be, then all bets are off.

A vaccine-resistant Covid strain is everyone’s worst nightmare; demand in the economy would plummet anew, and we’d be back to where we were last year before vaccines began to make Covid a manageable disease.

In such circumstances, renewed inflation would be the least of our worries. Already financial markets are beginning to price just such an outturn.

But let’s assume that the Nu strain is just a passing fright; as it is, the pandemic has inflicted fundamental change on economies, or rather it has greatly accelerated a number of pre-existing trends into a series of transformational ruptures.

Home working is one such shift. The “great retirement” may also have brought forward that moment of demographic change referred to by Charles Goodhart and Manoj Pradhan in their book, The Great Demographic Reversal.

This argues that as more baby boomers retire, the proportion of active workers in the economy will shrink, substantially increasing their bargaining power. Wages and inflation will rise accordingly.

Demographic forces of this type are running alongside a number of other transformational changes that will require a significant reallocation of resource within Western economies - deglobalisation and the accompanying push for greater economic self sufficiency, decoupling from China, the political pressures for much higher public spending, and the huge investment and restructuring needed to meet climate change targets. All these things are almost bound to be inflationary.

Some of today’s spike in prices may indeed by “transitory”, but they are also just a foretaste of what is to come as we transition from a disinflationary age driven by globalisation and the mass movement of labour back towards the more closed and inflationary economic models of the past. Welcome back to the Phillips curve.