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Jackson LOL - The Fed has yet to take monetary reform seriously

2016-08-30 11:09:27

Aug 29th 2016, 17:56 by R.A. | WASHINGTON

LARRY SUMMERS is right; this year's Fed symposium in Jackson Hole was triply

disappointing. In the weeks before the gathering, members of the Federal Open

Market Committee (FOMC) publicly discussed their worries that the current

monetary framework might leave the Fed unable to deal adequately with future

slowdowns. They got our hopes up: enough that we published a leader giving the

Fed some suggestions for new approaches. But as Mr Summers says, the Fed let us

all down. In their public remarks, at least, the FOMC members present expressed

little concern about problems with the Fed's toolkit or weaknesses with the

current 2% inflation target. Worse, Janet Yellen and Stanley Fischer, the

chairman and vice-chairman respectively, used the occasion to tell markets to

revise up their expectations of near-term rate hikes. Several of the regional

Fed presidents suggested that the second rate rise of the cycle could come as

early as the September meeting, while Ms Yellen reckoned that the case for an

increase in coming months has strengthened.

The utter lack of urgency regarding monetary reform looks all the more worrying

given the hawkish bias at the FOMC. In theory, Fed members could both accept

the need for a new monetary framework and believe that current conditions (and

the current framework) argue in favour of a near-term rate hike. Given current

economic conditions, however, a hawkish stance is an implicit statement that

the arguments in favour of reform are without merit.

There are lots of reasons why one might want to tweak the way the Fed does its

job, but the focus of most recent reform proposals has been the long-run

decline in the global real rate of interest consistent with non-slump

conditions. That is: most big economies seem stuck with low real interest

rates, even when they're rumbling along close to their potential growth rates.

Low real rates create headaches for central banks, because they limit how high

central bankers can raise real policy rates without tanking the economy. If

central banks are determined to keep inflation low (at or below 2%, for

instance) then that also sets an upper limit on how high nominal policy rates

can go. And that means that big economies are going to find themselves stuck

with near-zero policy rates and limited room to stimulate the economy with

uncomfortably high frequency.

Ideally, global real interest rates would stop falling and move back to a more

"normal" range. But as there is little sign of this sort of reversal, the Fed's

best option would seem to be to switch to a target that gives it more room to

raise inflation. A higher inflation target of 4%, for instance would be one

option. Targeting the level of prices or nominal GDP would also give the Fed

room to generate catch-up inflation after a slump.

Fed members have clearly understood this critique and these proposals. But Fed

members have not only decided not to set a new target. They also remain

steadfast in their determination to undershoot the target they've already got.

As they have for months, the Fed's hawks continue to note the strength of the

labour market and dismiss low inflation as the transitory product of low energy

prices and a strong dollar. Yet too-low inflation looks like a chronic

affliction. The Fed's preferred measure has been below the 2% target since May

of 2012! The latest data show a deceleration in inflation, which clocked in a

0.8% year-on-year in July. Unsurprisingly, both market- and survey-based

measures of inflation expectations have been trending downward. Not even the

FOMC seems to believe low inflation is transitory. The highest rate of

inflation any FOMC member anticipates over the next few years is just 2.1%,

arriving by the end of 2018.

This is crazy. Having undershot its 2% target for so long, the Fed could argue

that a bit of overshooting is justified so that it hits its target on average,

across the whole of the business cycle. It could argue that overshooting is

justified as a way to nudge inflation expectations back up. It could argue

that, having failed to reach its target for more than four years now, caution

demands it hold off on rate increases until inflation is unmistakably on track

to reach 2%. But no! Absurdly, the Fed is preparing to raise rates while

inflation is both below target and decelerating.

Markets know exactly where this sort of behaviour will lead. Futures prices

indicate that through 2019 the Fed's policy rate will remain below 1%. That's

2019: a full ten years after the recovery began, into territory which would

make the current expansion the longest in American history. In each of the last

three downturns the Fed responded by cutting its policy rate at least 500 basis

points. Without a doubt, the Fed will go into the next one unable to cut rates

even 100 basis points. The pre-Jackson Hole discussion makes clear that Fed

members understand all of these dynamics. They're just not worried about them.

They should be. The reason not to care about this rotten outlook, if you are an

FOMC member, is because you have complete confidence in the unconventional

tools available. And indeed, the thrust of Ms Yellen's speech was that the

Fed's other policies performed adequately during the Great Recession and its

aftermath. But this is also too absurd to take seriously. This recovery, while

long-lived, has fallen well short of reasonable expectations. Job growth during

the first four years of the recovery was dismal, wage growth has been weak

throughout, and employment and labour-force participation rates remain

depressed. Neither should we expect unconventional tools to be as effective the

next time around; long-term interest rates have much less room to fall now than

they did in 2009-10, for instance.

The Fed appears to be institutionally incapable of grappling with the

challenges posed by a low-rate world. But the low-rate world is probably not

going away any time soon. And so institutional paralysis and the reliance on

unconventional tools in this low-rate world seem destined to cause a shift in

responsibility for the economy away from central banks and back toward elected

governments. Not before time, if indeed the best idea the Fed can come up with

in this environment is a rate hike.