Wednesday, November 6, 2013

Deflation Danger Ahead?



It seems like only yesterday that economists and strategists around the world were hyperventilating over central bank monetary policy.

The vast expansion of the Fed's balance sheet - a policy followed by the European Central Bank a few months later, as well as the Bank of Japan - would be certain to lead to inflation and higher interest rates, they argued.

So it is somewhat ironic to read that most policy makers today are more concerned with deflation.

Here's columnist John Plender writing in this morning's Financial Times:

Is creeping Japanification of the eurozone inescapable?

The annual eurozone inflation rate has fallen progressively from 1.6 per cent in July to 0.7 per cent in last week's flash estimate in October.  That is well below the European Central Bank's target of just under 2 per cent and does indeed raise the possibility of Japanese-style deflation.

http://www.ft.com/home/us

The New York Times also reported this morning on the conundrum facing the European community:

Deflation, a broad and sustained fall in prices, could be particularly destructive in Europe, where governments, banks and private households are still struggling with excess debt. When prices fall, wages and profits fall as well. It becomes even harder for everyone to pay their debts. 

As Japanese policy makers can attest, deflation is even harder to reverse than inflation. One reason that the E.C.B. maintains an inflation target of 2 percent is to provide itself with a cushion against falling prices. 

With the benchmark interest rate already at a record low of 0.5 percent, another cut might not have much effect. Some economists argue that the E.C.B. must buy large quantities of government bonds, as the United States Federal Reserve and the Bank of England have done to stimulate their economies when interest rates were already effectively at zero. 


Since I am not an economist, I turned to other sources to help me try to understand what is going on.

The Money Illusion is a blog written by Scott Sumner, a professor at Bentley University.  I have found his work very helpful in the past, so I thought his take on the eurozone and deflation was interesting.

Professor Sumner's cites a recent note in the "Buttonwood" column in the Economist magazine.  I took a look, and thought that Buttonwood summarized pretty well what is going on:
 
So why haven't we had the inflation that some predicted in the wake of quantitative easing? The reason is that central banks are not the only, nor indeed the main, money creators. Money is usually created by the private banking system and that has been trying to shrink. If the money supply is a bath, then the central banks may have turned on the taps but the commercial banks have pulled out the plug. Eurozone money supply growth slowed to 2.1% in September from 2.3% in August; bank lending fell 1.4% year-on-year.

What does all this mean? It seems likely that central banks will maintain their very loose monetary policy; they can justifiably claim that, with inflation under control, they can focus on unemployment. For investors, this may mean more support for equities. But it is worth noting that falling inflation rates are now making real bond yields positive again; food for the many bond bears to ponder.

http://www.economist.com/blogs/buttonwood/2013/11/economics-and-markets?fb_ref=activity

Professor Sumner thinks that the deflationary threat is real, but thinks that the policy makers in Europe are making matters worse, not better.   While I hope he is wrong, he thinks that the European leaders are repeating the mistakes of the 1930's by following policies that fight inflation at a time when prices are falling:

...Yet the European Central Bank has adopted a policy that is more hawkish than even a single-minded focus on inflation would entail. That’s exactly analogous to the interwar central banks adopting much tighter monetary policy than the rules of the game called for during the early 1930s. And yet, although this fact is right out in the open, almost nobody important seems to understand what is happening, just as almost no one important seemed to understand what was going on in the 1930s.  We’ve learned nothing.



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