Scott Sumner has a recent post about two types of economists; economists that predict with models, and economists that infer predictions from markets. Tim Fernholtz picked up on it, but I don’t think that he grasps the gravity of what Scott was trying to say. Here is Tim’s conclusion:
But more than that, I think that when stimulus proponents cite these market indicators, is less an attempt to promote their strategy than to undercut the arguments of deficit hawks. Every time interest rates have bumped up at all, breathless fear-mongering ensues, but challenging those claims by pointing out the trending historic rate lows (and deflation) isn’t so much an endorsement of the indicators as a challenge to deficit hawks: Come up with serious arguments to justify your calls for austerity, since the human price we pay for waiting is to high for arguments that don’t even work in your own model.
This conclusion is kind of convoluted, but that is no matter. The point Scott was trying to make is that when Krugman makes correct predictions, they come from current market indicators…which means that policy lags don’t matter. In that respect, the $787 billion stimulus bill was never going to be successful, because it didn’t have any impact on inflation expectations within the first few days after it passed. You don’t need a fancy new Keynesian model for this — the information is contained in asset prices. Read that again: the $787 billion stimulus would have been just as effective if it had not passed as it was in the reality in which it did pass.
Krugman knows that fiscal and monetary policy “work” by changing expectations of future NGDP. Using this knowledge, he (correctly) predicted that fiscal stimulus would be less-than-effective, even though everyone else was making predictions based on when the money is going to be spent, how it’s going to be spent, etc. Yes, quite a few people were saying that it was going to be too small, and then making numeric predictions — like “it should be $2tn”. I bet that if expectations didn’t change in the immediate trading days of a $2tn stimulus, Krugman would have still been saying that the it was too small. I have much less faith in fiscal stimulus than Krugman does, but the thing is that Krugman’s models weren’t giving him any more intuition that markets were giving me (and I infer market predictions).
Scott Sumner is clearly looking for trouble.
P.S. See this post for my views on fiscal stimulus.

6 comments
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Friday ~ July 2nd, 2010 at 12:39 pm
jsalvati
I think you are overstating your case here. If the stimulus bill was basically what the market always expected would pass then the bill passing would have little on market prices, even though the converse (the bill not passing) would have had a very large negative effect. Sadly, I don’t think it’s very easy to infer conditional market expectations. It would be nice if the BEA or the Fed would sponsor and subsidize some conditional prediction markets (though Peter McCluskey’s experiment with them was not particularly successful).
Friday ~ July 2nd, 2010 at 1:28 pm
jazzbumpa
when Krugman makes correct predictions, they come from current market indicators…which means that policy lags don’t matter.
Really? Why? Maybe he understands that policy does matter, and further understands how and why it matters.
the $787 billion stimulus bill was never going to be successful, because it didn’t have any impact on inflation expectations within the first few days after it passed.
The purpose of the bill will to raise inflation expectations? Help me out here. I thought it was to get people working and money circulating. Inflation expectations are – or ought to be – a second order resultant, at best.
And expectations are not necessarily rational. Why ascribe so much meaning to them?
I’ve only read one of Sumner’s posts, and in it, he was so wrong, so wrong headed, so sloppy in his methodology, so conclusion-driven in his absurd look at the data that he made a statement that is 1) fatuous on its face, and 2) actually contradicted by a hard look at the data.
http://jazzbumpa.blogspot.com/2010/06/money-illusion-delusion.html
I hope he was having a very bad day and this is not representative of his work.
Cheers!
JzB
Friday ~ July 2nd, 2010 at 2:20 pm
Niklas Blanchard
“Really? Why? Maybe he understands that policy does matter, and further understands how and why it matters.”
I wasn’t saying that policy doesn’t matter, I was saying that (“long and variable”) policy lags don’t matter. Even in models created by new Keynesians that are generally skeptical of the EMH, expectations matter. The extent to which you “believe” in the EMH may inform your view about how important relative lags between announcements and action are — but if Krugman is citing future yields (10yr), he’s obviously talking about the “long run”, which incidentally is today.
“The purpose of the bill will to raise inflation expectations? Help me out here. I thought it was to get people working and money circulating. Inflation expectations are – or ought to be – a second order resultant, at best.”
The purpose of any policy, be it monetary or fiscal, is to change expectations about the future. I’ve previously acknowledged that fiscal stimulus of any sort can help smooth out the rough edges of something like a recalculation due to a nominal shock…and so the stimulus “worked” if that is your criteria. However, if your criteria for “working” is increasing nominal spending to pre-recessionary levels…then no, it did not.
I hold the latter view.
I’ll check out your post when I’m back at a computer (on my cell phone now ;]).
Just as a note: I’m deliberately trying out a new blog model where I drastically overstate my case in the interests of stoking conversation. It may or may not backfire, but I got comments relatively quickly on this post =].
Saturday ~ July 3rd, 2010 at 12:52 am
teageegeepea
I have replied to your post at your blog.
Friday ~ July 2nd, 2010 at 2:43 pm
jazzbumpa
Thanks for you response. Yep – the conversation is going. I’m not sure overstating your position is sound policy though.
I have no faith in EMH – which truly does strike me as being a matter of faith. Same with rational expectations. It’s not that people aren’t thinking creatures; it’s that thinking gets clouded by emotions, cognitive fallacies, and herd instinct.
In my post, I’m very hard on Sumner, but I’ve tried to be careful and rational in my analysis. A thoughtful critique would be appreciated.
Cheers!
JzB
Monday ~ November 29th, 2010 at 11:52 pm
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