Sunday, October 6, 2013

The latest flap in economics

Multiplier Effect has the details about the latest claim on government default.
Kenneth Rogoff placed an editorial in Wednesday’s Financial Times defending the Cameron government’s austerity policies as a kind of insurance against the possibility of investor flight from UK government debt.



And a debate ensued based upon the hydraulic banking model. If the external lendinging slowed way down suddenly, then we might get:
What we’re looking at here is the “fiscal trap” phenomenon Greg Hannsgen and Dimitri Papadimitriou have written about. Austerity can be a pretty inefficient policy — assuming one’s goal is the reduction of debt ratios. (As Paul De Grauwe and Yuemei Ji recently found, this is clearly the case on the eurozone periphery: “more intense austerity programmes coincide with increasing government debt ratios.”)

The idea being that there isn't a straight path out of a debt crisis. Simon Lewis says, no worr:
But as Simon Wren-Lewis (no MMTer) points out, the UK already has an “insurance” policy against this kind of market revolt — namely, it issues its own currency: … [the monetary authority] will buy any government debt that cannot be sold to the financial markets. Rogoff says that, if the markets suddenly forsook UK government debt “UK leaders would have been forced to close massive budget deficits almost overnight.” With your own central bank this is not the case – you can print money instead.

Lotta stuff. They start with the change in borrowing rates when external lenders shy away from government bonds. What is the risk if government starts large programs, on debt, then the external market for debt goes away. Rogoff thinks the fear is real when government debt reaches a certain percentage of the GDP. in short, government is ok as long as it has kept total borrowing about 50% of GDP. He says a higher amount might cause panic, and here I use the hydraulic model to explain what goes on.

 Government with long term debt rolls that debt over when it matures, these are interest only bonds. Government simply re-borrows another chunk of dough, pays off the one principle and restarts a new interest payment for the new bond holder. The USA rolls over its debt in something like four or five years. Now, in the flow model we allow cycles, the tub fills up and the tub empties out; wash, rinse and repeat. So I allow business cycles. Now, see what happens when the length of the business cycle approaches the roll over time period. A sudden change in interest rates can rapidly raise the government cost of interest, as a percentage of the government budget. The tax income become out of phase with the interest expense.  Taxes are tied to the new growth regime, go up sooner; but both new debt and rollover from the last recession are moving through the market. Government income and outgo become out of phase, and costs skyrocket.

A liquidity trap is when the capital owners of the fiat machine are broke.

What about government today? My theory still stands, California is a black hole and a blight on the nation. Most of our debt has been the increasing inefficiency of government in California. The bad California has saddled the nation with 17Trillion in bailout costs, with help from Texas and New York.

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