Wednesday, April 29, 2020

2011 Richard Koo at INET --- Balance sheet recession and Japan's previous experience



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This morning with Richard Koo, chief economist of the Nomura Research Institute in Tokyo he's also the author of “The Holy Grail of Macroeconomics” a book that's had tremendous influence around the world.

Leading American and European economists are now studying it— looking at the implications for their societies of what Richard calls the balance sheet recession that afflicted Japan for 15 years between 1990 and 2005.

The balance sheet which overhangs the United States and in peripheral Europe are now big source of concern as everybody moves towards fiscal austerity,

Richard thanks for joining us.




 I read in the most recent copy of your newsletter occasionally very interested in the quantitative easing. The implications for the currency the fallout of the G20 meeting in Seoul and from what we know about balance sheet recessions that monetary expansion at this zero interest rate level may not be very effective. Can you describe briefly your thoughts, when you heard that Ben Bernanke was going to embark on this second stage of quantitative easing?

Richard Koo

Well, I thought that was somewhat unfortunate, because this so-called “QE1”— where he was putting a huge amount of liquidity to save the US banking system, that part, made sense.

There was a financial crisis and a loss of confidence in the financial system and institutions, everybody was on defensive, and the central bank was the only provider of liquidity to keep the things going.

That part is fine, any central bank faced with that kind of crisis, implemented it— during Lehman shock, it had to do that, and Japan had to do that too. When securities collapsed in 1997; that was the first default in the so called “non-collateral call-market” in Japan's history. Japanese companies all got really scared, the whole thing came to grinding stop.

The Bank of Japan pumped in huge sum of liquidity to get things going again, but with QE2, where the goal is no longer fixing the financial system, but to get the economy going. I'm afraid it's not going to produce the kind of result a lot of people are hoping for.

Because I think what we have in United States is a situation where even with zero interest rates, the private sector is minimizing debt— so-called deleveraging and they are leveraging because all the assets they bought with borrowed funds during the bubble days have collapsed in value, but the liabilities are still on their books and their balance sheets are underwater.

And if you have cash flow, the right thing to do under those circumstances is to use the cash flow to pay down debt.

Now when everybody does it at the same time, economy enters a fallacy of composition— in that everybody's doing the right things— repairing balance sheets, but when everybody does it at the same time, we enter a very strange world that happens once maybe every 70 years.

For a national economy, if someone is saving money— you're paying down debt, then you better have someone on the other side borrowing and spending money. When no one is borrowing spending money, with zero interest rates, and everybody's deleveraging, what happens?

In the usual economy— if I’m a member of the household sector half thousand dollars of income I spend nine hundred myself decide to save hundred dollars nine hundred is already someone else's income. that's not a problem the hundred dollars go through the financial types and the banks the securities houses they will then give it to someone else who can use it that person borrows it spends it nine hundred plus one hundred thousand dollars against the original income of the thousand dollars the economy moves forward.

If there are too many borrowers, interest rates are raised, if there are too few borrowers, interest rates are lowered and adjustments are made. But in the world we are now and the world we found ourselves in, Japan for nearly 15 years, was that you bring rates down to zero, people are still deleveraging— no one's borrowing money.

What happens when I get 1000 dollars for income decide to spend 900 and save 100 dollars?
The 100 dollars gets stuck in a banking system somewhere. It becomes a leakage to the income streams

Because there are no shoes in the vault, right?

I was borrowing and spending money yeah the economy shrinks from 1,000 to 900 then because only 900 was the part that was spent.

That's someone else's income that person gets it decided to say let's say he decide to say 10% he spends 810. He decides to save $90 and that $90 gets stuck in a banking system because people are still deleveraging.

Then economy goes from 1000 to 810 to 730 very, very, quickly, even with zero interest rates and that's the danger we faced in Japan and that's exactly how the Great Depression got so bad, so quickly, in the U.S— from 1929 to 1933— everybody was paying down debt— no one was borrowing money.

And I see the same danger in this part of the world as well. When you're in that kind of situation, you try to pump in money through QE2 or QE3 there will be no takers— the money can enter the financial system, but it cannot go any further, because in the real economy, people are all deleveraging.

Some people talk about the government spending money, must mean we are using grandchildren's credit card— this kind of thought is really common, but you have to remember as well, what kind of economy are going to leave behind for the next generation?

If you cut it now and allow the economy to go from 1000 to 900 to 810 to 730, there will be a lot more young people who won't be able to go to schools school programs we have be cut for the many local school districts. They won't be able to study art, they won't be able to study science because all the programs are being cut, and that's a huge cost to the future generations.

Interviewer
Science, research, similarly right?
Basic science research you don't have R&D and new product development in 10, 20, 30 years down the path.

RK
Right, and it's not just science and the arts field all of these areas where people have to come up with new ideas to get the society going. If these people no longer were able to have those opportunities because they have to go find work or the school programs were cut drastically, then that's all cost of the future generations and that part seems to be missing from the debate.

Interviewer
Well, when they talk about fiscal policy and deficits that's the flow of activity, but what you might say the stock of activity right or there's give me the stock of accumulated benefits of that activity?

Like how educated is your workforce? How strong is your infrastructure? How elevated is your understanding of the arts sciences and elements of culture? Those are all assets of a society and that's not a dimension.

RK
A lot of young people lost their education opportunities during the 1930’s— because the government did not do the right things once the stock market collapsed. And who's paying for that cost? That part is missing from our debate all together














Interviewer
Now here's an interesting element. You sit in Japan with friendships with the United States and have very close observation of China— I know you travel to both places. The Americans are saying we don't trust government we have to cut off government.

At the same time people are saying we admire what the Chinese are doing and the Chinese are doing things infrastructure education so forth, run by the government all of these models exist, and yet the Americans at this critical juncture are saying we have to shut down the government, we can't trust the government. The government isn't good. How do you explain that? How do you see it?

R.K
 Well, China was actually headed toward a perfect balance recession September 9, 2008 when Lehman shock hit, Chinese housing prices and the Chinese stock market was collapsing— we were all in the same boat at the time.

But the Chinese in early November 2008 put in a massive fiscal stimulus— 17% of GDP, that's 3X larger than President Obama 787 billion dollar package.

The Chinese implemented it very quickly, and as a result, even though the economy was headed toward a perfect balance sheet recession, because of this massive fiscal push from the government, it bounced off.

When the Chinese announced that package, everybody around the world was laughing.

8% GDP growth? No way!

But they actually achieved 8% growth and even higher than that. The Chinese people become more confident— they start spending money, the economy began to pick up further, and now China is about the only winner in this world game of economics.

What I admire about China is that they have very practical people, otherwise that civilization wouldn't have lasted 5000 years, and they are not beholden to ideology of one type or another.

Especially these guys, the Communist to begin with— so whatever that works they just put in place and some of the charts that I have used over the years which show that Japanese GDP never fell even after the bursting of the bubble.

The Chinese paid great deal of attention to that chart— because at that time, about five years ago, China had both the housing bubble and a stock market bubble. The economy was doing very well, but their leaders were very, very, scared. Everybody was doing fine economically; why should their leaders be scared?

Well, we have to remember current leadership in China is not elected by the people; they dumped the communism in a garbage can.

So they really have some legitimacy problems, if you are elected by the people and economy goes down you can still tell the public that, “look I have two more years to go.”

Well, if you are practice communism— defined by the Communist Party and the chairman— if someone complains you can grab the guy put him in jail and that's the end of the story. But at least there's some legitimacy there. But now these people have nothing.

Interviewer
You have to deliver the goods?

Exactly that's the only claim to legitimacy they have and that is, under their leadership the living standard of Chinese people have improved dramatically which is true but if a third of the improvement or the half of the improvement is due to the bubble, and once the bubble bursts an economy starts shrinking and people's living standards start falling…

You have a political crisis?

Exactly! That's what they already about.

So when they saw that Japanese managed to keep their GDP from falling even though Japanese commercial real estate fell 87% from the peak nationwide.

Just imagine this scenerio— Manhattan down 87%, San Francisco go down 87%, Chicago down 87%, Orlando down 87%, now what kind of economy in the U.S do you have left?

Japan managed to keep the GDP from falling below the peak of the bubble for the entire 20 a period after bursting of the bubble

Chinese saw that and says, “this is what we have to do then,” and that's what they did.

At the moment China is the only winner because they continue to put in the fiscal stimulus that's necessary and as a result the economy is doing very well.

Tax receipts are growing— they can spend more on the military and they can add to their national prestige and national power while everybody else is still struggling.















Interviewer
How is the United States, given the tremendous burden of military responsibility our country's been carrying— where we spend more than the rest of the world combined on events—how will,
in a shriveling economy, will the Americans be able to continue? And at the same time exert a kind of presence in national security around the world?

Well, I think the way we are headed, smaller governments is the wrong way to go.
Because the idea of having a small government is fine as long as private sector is healthy. And I'm looking forward to that, but right now, once in every 70 years, when this huge bubble burst and the private sector balance sheets were in horrible shape, the private sector is no longer forward looking.

They are backward-looking— trying to repair their balance sheets by paying down debt.

Even with zero interest rates, you know, the fact that America is a deleveraging with zero interest rate shows how sick the private sector is—and when you're in this situation if you try to shrink the government the whole thing shrinks and economy falls into this 1000-900-810 (income saving) that scenario.

And there would be there will be less money for defense, and other countries who are trying to take advantage of the U.S weakness will have a field day. I would argue that it's good that China is doing the right things— right putting the right set of policies, but the way to counter that which because the Chinese are doing the right things, Chinese economy is doing well and therefore the defense spending is increasing, the right way to counter that is not to tell the Chinese to do the wrong economic policy, but for us to putting the right economic policies.

And that's not small government at the moment. The government has to play a key role to keep the GDP from falling so the private sectors the income to pay down channels. Once the private sector is healthy then we reverse our predicament.














Interviewer
When you look at the United States in comparison with Japan and the length or the duration of repairing of balance sheets, if we were to engage in 5 or 7% of GDP fiscal plan how many years do you think it would have to go on until the private sector had put themselves back into that place of balance?

It's a very difficult estimate to make, because there's so few examples in the past that we can rely on. The Japanese took nearly 15 years before deleveraging stopped around 2005 and the bubble burst from 1990; so that's 15 years.

This is against the commercial real estate prices falling 87 percent nationwide U.S commercial real estate prices fell about half of that 44 percent and house prices down about 30 to 35 percent which of course much smaller than the Japanese our numbers, and so I don't think US you take 15 I think and make it much shorter than yours.

Right, but to do that we have to do everything right and Japan did not have to take 15 either, we make two mistakes in the middle.

In 1997 Prime Minister Hashimoto listening to all these people who told him that fiscal policy is not working— you're putting so much building bridges to nowhere roads to nowhere look economy is going absolutely nowhere.

The IMF, the OECD, they all told him to cut budget deficit. I was advising him at the time, and I said, “no you don't cut if you cut now the whole thing will come crashing down” but I was just the private sector economist, and I am not even the Japanese.

So he listened to all these big shots from abroad and decided to cut. We enter five quarters of negative growth complete meltdown of the banking system to go with it not like road.

Not unlike Roosevelt in 1937

Exactly! and as a result it took Japan nearly ten years to climb out of that hole. The budget deficit instead of decreasing by 15 trillion yen 3% of Japan GDP; it increased by 16 trillion yen, 68% and to bring this thing down because damage was so large it took us 10 years.

Another small mistake was made by Prime Minister Koizumi in year 2001, when he tried to limit Japanese government bond issuance to 30 trillion yen a year. But the gap was bigger than 30 trillion, he's tried to keep it at 30 and the economy began showing negative growth again, so those two mistakes cost Japan nearly 10 years, in my view, and I don't want United States to make the same mistake.














And you could see China maybe with a bold aggressive pre-emptive response? They’re already out of it they didn't you have to go five years so it's very interesting to not look that

R.K
They have a little bit overboard— in the other area and that is that when China putting the massive fiscal stimulus in November 2008 the government also told its banks to lend as much money as you can to get the economy going.

But under the usual balance sheet obsession world where private sector is deleveraging, in trying to repair their balances, there should be no borrowers.

Even if the bankers are willing to lend but in China there were still borrowers, and those are the regional governments and provincial governments.

People who don't think their balance sheet gets measured

That's right! And prior to November 2008 regional governments always wanted to borrow more for their mega projects because these regional governments are always competing with each other.

But central government was trying to say, no, you can't borrow so much.

And the central government also told the banks not to lend too much to the regional governments. But in November 2008, two months after the Lehman collapse, the whole world was in shambles.

So, the central government says okay, you can lend to the regional governments as well and there though the regional government so you can borrow some money.

Massive funds went out of the Chinese banking system to the regional governments. And of course regional governments spent that on their mega projects. The money then flew into the private sector and we have a massive housing bubble in China at the moment.

In Shanghai, ordinary condominiums cost nearly 1 million US dollars, for people who are making so much less than the national average. Now they have these housing bubbles problems that they have to deal with and that part I think they are very serious now.

Because they are afraid that if this kind of house prices remains, there could be a revolt somewhere down the line with the people saying, “We’ve been working so hard for the millions for nothing?”

So, I think they clamp down on housing market. The bubble is real, and we could see some blood in that industry or in that sector going forward.

But they can always offset the huge negatives, from this side by massive public spending on the other side, so that the total GDP should be maintained, over some sort of growth. But we could see some areas of Shanghai real estate, for example turning into non-performing loans or something worse.

Interviewer
Are you seeing rapid wage growth in China?

There has been.

So they can become more affordable through increasing wages right?

Yes, they could also catch up with what happened to the housing.

Thank you for coming and seeing us today

Welcome.

Interviewer
It's always good to catch up with you and we look forward to seeing you at the Bretton Woods conference. Thank you very much

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