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May 31, 2009

Supply, demand, and the price of oil

Do recently rising oil prices signal a resurgence of economic growth?

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Posted by James Hamilton at 08:08 AM permalink | Comments (21)

May 30, 2009

Guest Blog: Japan's first trade deficit in 28 years

By Eiji Fujii

Today, we're fortunate to have Eiji Fujii, Professor of Economics at Tsukuba University as a guest blogger.

Shaken by the world financial crisis, Japan has recorded the first trade deficit (on the April-March fiscal year basis) in 28 years (see Figure 1). The trade balance of the 2008 Japanese fiscal year was about -725 billion yen. The last trade deficit (on the fiscal year basis) was recorded in 1980 when the second oil crisis hit the economy hard.

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Posted by Menzie Chinn at 11:05 AM permalink | Comments (7)

May 28, 2009

Clive W. J. Granger, 1934-2009

It is with great sadness that I report that Sir Clive Granger passed away last night. He had been a wonderful colleague and good friend.

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Posted by James Hamilton at 08:25 PM permalink | Comments (48)

More Thoughts on Potential GDP and the Output Gap

In several past posts, I've been taken to task for using the CBO measure of the output gap (and the associated measure of potential GDP) [0] [1]. Some criticize the false sense of certainty that is provided by the official measures, since they are known to be revised as data comes in. Some criticize the measures on the basis the fact that the statistical methodologies (Hodrick-Prescott, Band-Pass) are divorced from a formal economic model. Some criticize the concept of potential GDP derived from a production function approach (i.e., thinking about the economy as one big production function associated with one big firm...). Arnold Kling's recent critique centers upon the idea that output is not homogenous, and we need different types of capital (and by extension labor) when the desired composition of output changes. Yet another -- not entirely unrelated -- perspective argues that when relative prices change a lot, potential GDP can drop due to technological frictions; Jim provides a cogent discussion of this approach.

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Posted by Menzie Chinn at 11:25 AM permalink | Comments (4)

May 27, 2009

More papers on the credit crunch

Links to some interesting papers that I recently read.

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Posted by James Hamilton at 06:01 AM permalink | Comments (11)

May 26, 2009

House Prices Continue to Slide

House prices continued to tumble in March, according to the Case-Shiller index. Time to see what the futures say (keeping in mind the forecasting capacity of the Case Shiller futures are not well known).

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Posted by Menzie Chinn at 08:53 AM permalink | Comments (18)

May 21, 2009

Link to JEC video

The Joint Economic Committee has now posted a video of yesterday's hearing on oil and the economy. My statement starts at about 11 minutes.

Posted by James Hamilton at 10:20 AM permalink | Comments (6)

May 20, 2009

Rising world oil demand and the U.S. economy

This morning, the Joint Economic Committee of the U.S. Congress took up the implications of rising world oil demand for the U.S. economy. I was invited to participate along with Daniel Yergin, Co-Founder and Chairman of Cambridge Energy Research Associates.

I have some more discussion at the Washington Post as well as the following links:

Posted by James Hamilton at 10:14 AM permalink | Comments (20)

May 19, 2009

In Search of ... Hyperinflationary Expectations

With large budget deficits in place and projected going forward, as well as the expansion of the Fed's balance sheet, there's been some talk of inflationary pressures, and even hyper-inflation [0] McCain. I wondered if these fears were manifested in survey- and market-based expectations measures.

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Posted by Menzie Chinn at 09:00 AM permalink | Comments (28)

May 17, 2009

The deterioration continues

The Federal Reserve reported Friday that its index of industrial production fell another 0.5% in April, after having fallen 1.7% in March. Some analysts took comfort in the fact that at least the rate of decrease has slowed. But any decrease means we're producing less than we did the previous month, and recovery requires growth, not a slower rate of decline.

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Posted by James Hamilton at 06:48 AM permalink | Comments (9)

May 15, 2009

Ready, Shoot, Aim

Or, how ignorance sometimes invalidates a critique.

I am always amazed at how often people jump to the most paranoid interpretations. One case in point is this article by Evan Newmark entitled Mean Street: Obama's Big Fat Fibbing Budget on WSJ's Deal Journal:

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Posted by Menzie Chinn at 08:50 PM permalink | Comments (20)

May 14, 2009

Where's my recovery, dude?

A couple of disappointments in this week's data.

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Posted by James Hamilton at 06:53 PM permalink | Comments (20)

May 13, 2009

Additional Reflections on the March Trade Release

My views on the short term prospects for GDP growth at home and abroad were little changed (relative to this post) by the information in the March trade release. Goods imports are collapsing, albeit at a slower but still substantial rate, and goods exports are declining, with high volatility.

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Posted by Menzie Chinn at 07:25 PM permalink | Comments (8)

May 12, 2009

Tracking the recession

Here are links to perspectives from others on where the economy stands at the moment.

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Posted by James Hamilton at 08:24 PM permalink | Comments (11)

May 11, 2009

The Administration's Economic Forecast against Updated Alternatives

The Analytical Perspectives of the FY2010 budget have been released. Imbedded in the document are the Administration's new forecasts placed in the context of newer forecasts from CBO and Blue Chip [text added 12:30] (see the Chapter on Economic Assumptions). They have also provided some insights into the sensitivity of the budget outlook to specific alternate economic scenarios (not something I recall the previous Administration doing, but I might be wrong), as well as coefficients of revenue and expenditure sensitivities (something done in previous Analytical Perspectives).

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Posted by Menzie Chinn at 11:40 AM permalink | Comments (22)

May 10, 2009

Inflation and relative prices

There are persuasive reasons why we'd be better off today with an inflation rate higher than what we've seen over the last six months. But while a uniform expansion that raised all wages and prices by the same amount would be helpful, what the Fed could actually achieve in the present situation may be something less desirable.

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Posted by James Hamilton at 07:01 AM permalink | Comments (40)

May 09, 2009

Three Pictures from the April Employment Situation

Revisions are downward (but getting smaller over time), the growth rate becomes less negative, but hours continue to decline rapidly.

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Posted by Menzie Chinn at 01:03 PM permalink | Comments (8)

May 07, 2009

This shoot is definitely growing bigger and greener

The Labor Department reported today that seasonally adjusted new claims for unemployment insurance fell by 34,000 to 601,000 for the most recent available week, resulting in a reduction of the 4-week average for this series for the fourth consecutive week in a row.

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Posted by James Hamilton at 05:43 PM permalink | Comments (35)

May 06, 2009

The Emerging Global Financial Architecture

Events, particularly these days, tend to outrun the best laid plans to anticipate research trends. And it might seem that this was true in the case of this conference, sponsored by UCSC's Santa Cruz Center for International Economics, the Journal of International Money and Finance, and the Federal Reserve Bank of San Francisco. The conference was planned last year, at a time when most academic researchers were aware and concerned about the incipient economic slowdown, and whether the major economies would "de-couple", and in turn how these factors would impact the constellation of global imbalances.

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Posted by Menzie Chinn at 07:45 AM permalink | Comments (9)

May 04, 2009

What Does the Collapse of US Imports and Exports Signify?

The Collapse in Relation to GDP

In an earlier post, I discussed the startling decline in US imports [0]. Brad Setser has also reported on this phenomenon. This decline is not restricted to the United States, as noted in an OECD report released last week (h/t Torsten Slok):

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Posted by Menzie Chinn at 10:30 PM permalink | Comments (29)

Dow Jones Economic Sentiment Index

Dow Jones has begun publication of a new Economic Sentiment Index, which is based on a text mining analysis of five million news articles referencing the U.S. economy since 1990, rating words such as "recession" and "depression" as negative and "recovery" and "rebound" as positive.

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Posted by James Hamilton at 11:03 AM permalink | Comments (11)

May 03, 2009

Auto woes open a new chapter

April sales of light vehicles manufactured in North America were down by about a third from the values seen a year ago. And a year ago we were already seeing recession-level values for auto sales.

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Posted by James Hamilton at 06:46 AM permalink | Comments (24)

May 01, 2009

Some Reflections on CEA Chair Christina Romer's JEC Testimony

This is a slightly revised version of a piece that appeared on the Washington Post's The Hearing today.

In her testimony before the Joint Economic Committee today, Dr. Romer, Chair of the CEA, presented an explication of the progress of the financial crisis and the economic downturn, the anticipated effects of the measures undertaken and planned, and the outlook going forward. On most points, we're in agreement, so I'll only highlight some key issues of interest.

Continue reading "Some Reflections on CEA Chair Christina Romer's JEC Testimony"

Posted by Menzie Chinn at 07:50 AM permalink | Comments (17)