TMS contradicting ABCT

Okay so you think they’re just gonna leave all that liquidity in there despite that they’ve promised otherwise? First, start shorting the fuck out of 10 year bonds then. Second, what’s this based on? Can you give me two examples of when the Fed promised to pursue a monetary policy and then didn’t? If they’re so blase about inflation why did they bother lying? Once they lie about policy once, they’ll loose their ability to influence monetary expectations (their biggest tool). Why would they throw that away?

TIPS people? The TIPS spread is the spread of treasury bonds over inflation-indexed treasuries. It’s what the market expects inflation to be. Not some government forecaster. And yeah, I’m gonna put a little bit of weight on the forecasts of millions of private investors who have shitloads of money riding on this who have the incentive to know and analyse all the available information. But if you think you know better than the rest of the market, put your money where your mouth is.

It’s not an ad hominem at all. It’s just… slander.

You need to simmer down. You have no idea how little you know about any of the things you’ve written about. If you lose your attitude maybe someone would be willing to spend the time to enlighten you.

Hey, I’m only reacting with attutide in kind to those who display it.

Sorry, I didn’t see your post before.

You don’t think putting “experts” in quotation marks is mockery?

Since I “have no idea how little I know about any of the things I’ve written” (which I disagree with), I’d welcome you to enlighten me. I’m not closed to alternative views if they make sense.

I have to make you aware that empirical data cannot prove nor refute apodictic statements that conform economic theory. If you want to find anything contradictory in the ABCT you will have to find it in its deduction from the premises in which it is based, such as “production preceeds consumption”, “what has been already consumed can’t be consumed again” or “increasing the quantity of fiduciari media does not increase production but affects to the relative prices of capital goods”

To summarize, you consider the TMS chart to be wrong because it isn’t the same as the Fed M2 chart. But of course M2 would “confirm” itself.

Isn’t the whole point of TMS to offer an alternative metric for the quantity of money?

How do you know the parachute will necessarily work? In fact, how do you know you necessarily have a parachute?

I think your statement is more accurately rendered as, “You’ve fallen off a cliff but you believe you won’t go splat because you believe you have a parachute.”

How do you know that the Fed will necessarily be able to “raise the fed funds rate in the event that inflation rears its head without crashing every asset market by suddenly dumping its whole balance sheet”?

How has it been “very clear” that the current size of the Fed’s balance sheet will not be permanent? Are you basing this simply on the fact that there are currently excess reserves being held at the Fed?

Can you link to this 1993 Sumner paper? Is it behind a paywall? Regardless, can you provide the paper’s thesis and supporting reasoning/evidence?

I fail to see the point behind an increase in the money supply that’s proclaimed and thus widely expected to be temporary - unless the point is to simply serve as a big “reset button” by liquidating toxic assets at face value.

Finally, regarding the spread on TIPS, what was the spread on Lehman Brothers before it collapsed?

Because it’s been working in Australia, New Zealand, Canada, the UK and more for the last 15-20 years.

Because the Fed have announced that I have a parachute. If they’re lying, and they’re just gonna leave all that liquidity in the system, nobody on the FOMC will be reappointed and they’ll be replaced with somebody who will control inflation…

As I said up top, the rest of us have been doing it for the last 15-20 years.

I’m basing it on the announcement the Fed have made that the liquidity will be removed, the credible plan they’ve detailed to remove it, and the incentives faced by members of the board.

http://www.themoneyillusion.com/?p=9627

The basic idea is that a given real interest rate sets an upper bound on the possible rate of deflation. So if the price level is expected to be P in some later time period, and the central bank injects money to get a larger price level of P* currently, then deflation will have to occur to get from P* to P. But the real interest rate sets an upper bound on the possible rate of deflation, so it also sets an upper bound on the price level P*. At P*, further injections of money won’t result in an increased price level as long as the expected future price level remains at P.

Evidence is given on the blog, add to that the evidence from QE. The money base increased considerably but the price level has remained subdued.

http://research.stlouisfed.org/publications/review/10/11/Blinder.pdf

Well there’s an explanation of QE for you.

On a Lehman CDS, about 800 basis points. http://www.marketwatch.com/story/lehman-cds-spreads-wider-than-bears-before-bailout-cdr

Because the Fed have announced that I have a parachute

Coming from the guys who assured us that a housing bubble was impossible.

That wasn’t exactly a promise to perform a certain action, was it?

No, it was just them saying their actions could not have negative consequences.

Oh, I wasn’t arguing about the promise part. I was just saying that I take with a grain of salt the words of those who said that national housing bubbles were impossible due to the local nature of housing markets.

“nobody on the FOMC will be reappointed and they’ll be replaced with somebody who will control inflation…”

Do you know how this kind of mass discipline will be applied? Have we ever seen it before? I know the potus appoints/unappoints the chairman, but who will unappoint (disappoint?) the rest? Don’t they participate in the FOMC on a rotating basis anyway? Has anyone ever had his career destroyed as a result of not being reappointed to fed bank president? Aren’t they all eventually not reappointed? Might the people they serve benefit from inflation? Wouldn’t the government itself, in it’s present debt situation, benefit from inflation?

Also, I’m pretty sure that the POTUS appoints Fed governors/chairmen from a list of people, drafted by current Fed governors/chairmen.

Monetary injections do not automatically and necessarily yield inter-temporal disequilibrium and discoordination (i.e., an accumulation of malinvestment). Thus, it logically follows that there is no 1-1 direct relationship between changes in the “TMS” and business cycle volatility. This is due to the fact that monetary injections become inflationary (and therefore arbitrarily reduce the market rate of interest below the natural rate) only when expansions in the supply of money > the demand for money.

Additionally, the rate of monetary growth may fall, but may be sufficient to sustain the malformed capital structure and/or perpetuate the accumulation of malinvestment (disinflation as opposed to deflation). The key variable is not changes in the money supply but rather the position of the market of interest with respect to the natural rate (the two variables are obviously related, but again, there is no direct and proportional relationship between them).

Also, we have to take into consideration the methods used to counteract recessions. It is true that inflationary (expansionary) monetary policy may delay the necessary correction for an extended period of time (yielding “milder recessions”), but only to continue the accumulation of malinvestment, leading to a much more profound correction somewhere in the future.

This is simply incorrect. The period you’re referring to is far more stable than the one that came before it. It is true that this current recession is quite dramatic, but the 60’s and 70s are characterized by seemingly perpetual downturns, double-digit rates of inflation and unemployment, etc.

I don’t think the last part is true. Wouldn’t the injected money sate the demand for money for all but the marginal actors (i.e. those whose demand is also sated in the larger injection, but not in the smaller)? Those satisfied with their cash holdings would then bid up prices and/or make purchases they otherwise wouldn’t have, albeit not to as great an extent as with the larger injection. I believe this is the Misesian insight into inflation/deflation.

Can you explain further?

edit: Added a link of Salerno discussing MIses’s comments on the subject.

¨The difference is that natural booms/busts are really public manias, like the Tulip mania, and occur only in the particular sectors of the economy where the mania has taken hold whereas the artificial booms and busts created by interest-rate manipulation by the central bank result in economy-wide booms and busts.¨ There’s a podcast, from the Lew Rockwell Show I believe, in which Doug French discusses why Tulip mania was not a natural boom/bust. http://mises.org/daily/2564

First off, claiming that something will necessarily “work” in the future because it’s (allegedly) “worked” in the past is a subtle argument from ignorance. I say subtle because it’s an example of assuming that correlation implies causation simply based on the absence of counter-evidence.

Second, can you substantiate just what you mean by “it’s been working in Australia, New Zealand, Canada, the UK and more [where else?] for the last 15-20 years”?

That you have a parachute, or that they have one? Either way, what exactly is this parachute?

Can you prove that that will necessarily happen?

Otherwise, do you consider the “money multiplier” to be a form of inflation? Or do you define “inflation” solely in terms of prices?

First off, I fail to see how making such an announcement means that the liquidity (why don’t you just call it “money”?) will necessarily be removed.

Second, what exactly makes the Fed’s plan “credible” in your opinion?

Third, what exactly do you think are the incentives faced by the Fed’s Board of Governors, FOMC, etc.?

How does it do that? I could see no explanation for this on that page, but maybe I missed something. Also, how exactly is a/the “price level” necessarily measured and therefore established?

The only historical evidence I see given is the US economy between 1938 and 1945. Sumner does not seem to account for the fact that wage and price controls were enacted once the US entered World War II. He also doesn’t seem to account for where and how the “currency stock” (I’m not sure what he means by this) increased. There was no depreciation of the dollar in terms of gold because the price of an ounce of gold was fixed by law to $35 during that period.

As far as “QE” goes - why can’t you just call it “creating more money out of thin air” - a lot of the newly created money doesn’t seem to have gone anywhere. It’s being held as excess reserves at the Fed. Apparently the banks holding those excess reserves prefer to keep holding onto them rather than using them for loans. Keep in mind that the Fed is still paying interest on those excess reserves. If it wanted them to be loaned out, it could stop pay interest on them and instead charge a fee (effectively a negative interest rate).

I fail to see how a central bank could not enter negative-interest-rate territory for overnight interbank lending - at least on a technical/theoretical level. The direction of interest payments would simply reverse. Instead of the borrower paying interest, the lender would. Of course, that would seem to make interbank lending a net-losing proposition for the lender, thus providing an incentive against making overnight interbank loans. So the “liquidity trap” seems to revolve around the issue of banks simply not wanting to pay negative interest rates.

On the other hand, how exactly does a “liquidity trap” exist even if the interest rate for overnight interbank lending was exactly zero? At that point, a bank would seem to have no financial incentive against such borrowing, since it can be done for free. But the effect of this would be for the supply of funds that are loanable this way to be treated as infinite. It would then seem that liquidity is no longer scarce at all, at least in the realm of overnight interbank lending.

However, my understanding is that the interest rates for such loans are agreed upon by the participating banks - i.e. the lender isn’t ordered to charge a specific interest rate for such a loan. With this setup in mind, I seriously doubt that the effective federal funds rate could ever actually hit zero, because at that point, there’s no financial incentive for the lender.

It’s dawning on me now that a more accurate term could be used in place of “liquidity trap”. That term is “scarcity trap”. The point behind “quantitative easing” is the same point behind open-market actions to lower the effective federal-funds rate, and that point is to wage war against scarcity. If financial capital is still seen as too scarce by the Fed and other powers-that-be once the effective federal-funds rate can’t seem to go any lower, then financial capital must be made less scarce some other way. But this just divorces the appearance of financial capital from the underlying reality even further.

Finally, Blinder writes that the Fed’s “exit” from QE “is still in its infancy”. What he then outlines is the Fed’s planned “exit strategy”. Really, who’s to say that everything will go according to plan? Do you trust the Fed that much? I don’t.

The US government doesn’t have credit-default swaps, does it? I wasn’t sure exactly what you meant by “spread”.

All throughout those 15-20 years you’ve actually been falling (eating up capital) while thinking that you’d been floating/flying (creating wealth) – defying economic gravity with your Super-terrific Gizmotron printer (Quite an invention, this!) manned by hard-working, benevolent Keynes, Greenspans, and Bernanks in the basement.

Time to pay the piper with a splat. But don’t let that bother you – to a Keynesian falling is practically indistinguishable from floating/flying as “we’re all dead in the long run.”

On the subject of extrapolating your future from your past, I saw a graffiti once: “He was completely alive merely 15 minutes before he died.”

I’m a little confused about what it is that the rest of us have been doing for 15-20 years. Have we been running quantitative easing programs and carrying out exit strategies repeatedly, or just continuously easing quantitatively for decades? Does it necessarily involve government debt being held by the central bank? Of the list of countries you gave, only New Zealand’s debt/gdp ratio is close to the US’s, Canada’s debt has been shrinking for most of the last 20 years and Australia has had very little debt, comparatively.

Also, none of these countries is trying to maintain the world’s reserve currency. How can we even compare this to what is happening in the US?