The Credit Crisis Financial Stocks Short Journal

Discussion in 'Journals' started by Daal, Aug 14, 2008.

  1. Daal

    Daal

    Greenlaw updates his Fed forecast
    "The lower inflation trajectory carries implications for the Fed and yields:
    • With lower inflation next year, we see the Fed waiting until 3Q11 to move. Previously we expected a move by the end of 1Q. And once it starts, the move will be gradual, so the funds rate should end 2011 at 1% instead of 1.75%. "

    lol
     
    #2471     Aug 11, 2010
  2. Daal

    Daal

    Its amazing to keep reading in many sites how 'in a balance sheet recession monetary policy is useless', a myth that seem to be spread by Richard Koo, the Fed purchased $1.7T in assets, $1T became excess reserves. Most of the $700B became M2, which likely boosted nominal GDP(it goes directly in the GDP equation), the Fed prevented a large decline in nominal incomes which would make it even harder to service debt, how is that useless/innefective?
     
    #2472     Aug 11, 2010
  3. I actually agree with Koo and disagree with you here.
     
    #2473     Aug 11, 2010
  4. Daal

    Daal

    why
     
    #2474     Aug 11, 2010
  5. IMHO, fiscal policy (xfer payments) was the main reason a collapse in nominal incomes was prevented. I don't really think the Fed's actions were particularly effective in terms of shifting the central scenario of the distribution. In fact, it was a lot more about risk management, i.e. "cutting" the nasty tails. Have you seen the BoE article about the effectiveness of QE?
     
    #2475     Aug 11, 2010
  6. Michael Pettis thinks the Chinese authorities are becoming alarmed at the slowdown there and will, at a minimum, take their foot off the brake soon.

    http://mpettis.com/2010/08/chinese-consumption-and-the-japanese-“sorpasso”/

    There is already massive overcapacity in China - empty shopping malls, houses, apartments, even entire cities, brand spanking new highways and train lines in the middle of nowhere ... - I fail to see how the Chinese can just superimpose yet another capital spending boom on top of this, when the first one never really ended.

    Whether I'm right or not, news of China easing up on the monetary reins could badly smack my Aussie bank bill position as well as my short AUD/JPY position.

    This past year and a half has been dreamlike - MTG and the eurodollar calls have provided windfall profits. Another major position - Aussie bank bill futures - continues to crank ahead. NLY continues to print money each month. My speculative oil play - UTS.TO - got bought out at double the price I paid. Combine this with an excellent year in 2008, and we're talking lifestyle changing money. I'm not the kind of guy that these sorts of things normally happen to. I expect a major slap in the face ... soon.:cool:
     
    #2476     Aug 11, 2010
  7. Daal

    Daal

    NGDP = M * V

    To the extend that QE boosts M, nominal incomes will rise(mainly due inflation, avoiding the japanese disease). I cant see how this math can be refuted
    Fiscal policy can help with the V part of the equation but putting to work money that otherwise the private sector would not have used so they both can work and are effective
    A scenario where I would agree that US turns into Japan is if the Fed doesnt become proactive and keeps weak policy in place ala BOJ but thats pretty unlikely given all what Bernanke has written

    http://www.federalreserve.gov/boarddocs/speeches/2003/20030531/default.htm
     
    #2477     Aug 11, 2010
  8. Daal

    Daal

    #2478     Aug 11, 2010
  9. Well, clearly this math can be refuted... Boosting of M achieves nothing if it's accompanied by a commensurate collapse of V.
     
    #2479     Aug 11, 2010

  10. This makes no sense. There are two variables there. The Fed has a bit of degree of control over one, but none over the other. You cannot dismiss Koo and other who argue that QE doesn't work because of that equation.
     
    #2480     Aug 11, 2010