Archive for January, 2008
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Myths About Recessions
Eddy Elfenbein, January 21st, 2008 at 8:17 pmIn the Washington Post, Kevin Hassett looks at some myths about recessions. Here’s a sample:
5. There is a regular business cycle.
In a pair of articles in the Quarterly Journal of Economics published in 1920 and 1921, Columbia University economist H.L. Moore hypothesized that the primary cause of economic cycles was the regular eight-year cycle of the modes of the planet Venus. This type of thinking, along with 19th-century English economist William Stanley Jevons’s theory that the 10-year sunspot cycle causes economic fluctuations, perhaps accounts for the widespread notion that there is a regular business cycle.
Don’t count on it. The term “business cycle” is imprecise. Economic fluctuations affect everyone, not just businesses, and they are, unlike astral cycles, anything but regular. In the nine recessions since 1949, the shortest time between two recessions has been three quarters (the recessions of 1980 and 1981-82), while the longest has been just short of 10 years (the recessions of 1991 and 2001). When the next recession ends, a good guess will be that the expansion that follows will be somewhere between one year and 10 years in length.
A better analogy might be to think of our economic future as being a road trip in a 1971 Ford Pinto. Our car might burst into flames in the next instant, there might be a truck in our lane around the bend, or we just might make it all the way to California. -
Dow Futures -520
Eddy Elfenbein, January 21st, 2008 at 7:48 pmAlthough the market is closed here in the U.S., index futures are traded in foreign markets. At one point, the Dow futures were down 520 points. I should add that these futures aren’t always a good indicator of where the U.S. market will go. Also, there will be another day of trading in most foreign markets by the time our markets open tomorrow morning.
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MLK Day
Eddy Elfenbein, January 21st, 2008 at 11:20 amHere’s a fascinating interview of Martin Luther King from 1957. If the interview was done after January 15, then King was just 28 years old. By the way, the other guest is a fascinating and often over-looked person, Judge J. Waites Waring.
Here’s part one:
Here’s part two:
Here’s part three:
By the way, The Open Mind show is still going strong with the same host from 50 years ago, Richard D. Heffner. -
“Good Thing It’s a Holiday”
Eddy Elfenbein, January 21st, 2008 at 10:01 amThat’s the red-fonted headline at the Drudge Report. It’s true, foreign markets are taking a beating today. The New York Times reports:
NEW DELHI — Asian and European markets nose-dived on Monday as hope that healthy local economies might escape the force of a United States recession evaporated and fear gripped investors instead.
Blue chip stocks lead the declines in most markets, dragging major indexes in Hong Kong, Shanghai and India down by more than 5 percent during the day, while those in South Korea and Australia fell by nearly 3 percent.
In Japan, which may be facing a new recession of its own, most indexes were off by more than 3 percent.
European shares sank 4 percent by late morning on Monday, putting them on track for their biggest one-day fall in more than four and a half years as fears of a recession in the United States rattled investors.
Shares in oil and financial companies took a hammering, Reuters reported.
By midday, the FTSEurofirst index of top European shares was down 3.9 percent at 1,304.98 points, a level not seen in eighteen months.
The FTSE 100 index of leading British shares fell by more than 300 points, or more than 5 percent, and Germany’s Dax index was down by more than 500 points, or more than 7 percent.
In Asia, Shanghai’s Composite Index closed down 5.1 percent at 4,914.44, and Hong Kong’s Hang Seng fell 5.5 percent to 23,818.86, the biggest fall since the Sept. 11, 2001 terrorist attacks in the United States. -
The Super Bowl Point Spread
Eddy Elfenbein, January 21st, 2008 at 12:38 amVegas sure doesn’t waste time. The Patriots are 13 to 14 point favorites. But what I find interesting is that Vegas admits that this is higher than it should be in order to induce underdog bettors.
“The Patriots are still considered by far the best team in the league” said Jay Kornegay, sports book director at the Las Vegas Hilton.”We obviously make that line to get equal action on both sides. To do that, because of the perception of the Patriots, we have to increase their number more than usual.”
Same thing in the stock market. Lots of people buy stocks like Google, not because of any well-thought analysis, but because they want to be able to say they own shares of Google.
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Studying the Sex Biz
Eddy Elfenbein, January 20th, 2008 at 7:31 pmFrom the Economist:
Almost half of the (New Orlean)’s arrests for prostitution take place in just 0.3% of its street corners. The industry is concentrated in so few locations because prostitutes and their clients need to be able to find each other. Earnings are high compared with other jobs. Sex workers receive $25-30 per hour, roughly four times what they could expect outside prostitution. Yet this wage premium seems paltry considering the stigma and inherent risks. Sex without a condom is the norm, so the possibility of contracting a sexually transmitted infection (STI) is high. Mr Levitt reckons that sex workers can expect to be violently assaulted once a month. The risk of legal action is low. Prostitutes are more likely to have sex with a police officer than to be arrested by one.
And later:
One controversial finding is that prostitutes do better with pimps—they work fewer hours and are less likely to be arrested by the police or preyed on by gang members. The paper’s discussant at the conference, Evelyn Korn of Germany’s University of Marburg, said that her favourite result from the study was that pimps pay “efficiency wages”. In other words, pimps pay above the minimum rate required by sex workers in order to attract, retain and motivate the best staff. Mr Levitt said that a few prostitutes asked the researchers to introduce them to pimps.
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Weekend Reading
Eddy Elfenbein, January 19th, 2008 at 1:27 pmHere are two articles you might enjoy:
You know how the world is running out of oil? Well, it’s not.
Also, capitalists are saving the planet. -
Erin Burnett on Conan
Eddy Elfenbein, January 18th, 2008 at 4:54 pm -
The Dow Hates Bush?
Eddy Elfenbein, January 18th, 2008 at 4:21 pmI’m surprised to see Mark Kleiman linking to this piece of silliness, which purports to “prove” that the Dow has fallen by 20% since GWB took office. Says Mark, “Turns out the “ownership society” hasn’t even been good for the owners.”
This little treasure comes from a website hilariously titled “Just the Facts”, and achieves this result by using a market-weighted basket of global currencies. This is–what’s the word I’m looking for? Right, right, utterly daft. Americans don’t buy things in a market-weighted basked of global currencies. They shop in dollars. And we have a perfectly good mechanism for calculating the value of the Dow in dollars; it’s called “inflation adjustment”. The inflation-adjusted value of the January 2001 Dow in today’s dollars is about 12,200; today’s level is unambiguously higher.
But what about foreigners? I hear you cry? What about ’em? They hold almost no stocks–about $200 billion on a total market capitalization1 of 17.75 trillion.
What about the amount of foreign goods you can buy by selling your stocks? Trade is a relatively small part of the United States economy, and much of it is with places like Mexico and China, whose currencies haven’t really altered much against ours. (To be fair, a lot of it is also with Canada and Japan, that have seen higher currency appreciation). Moreover, many of those places have dropped the prices of their goods and taken lower profits rather than lose sales volume. That’s why, you may recall, everyone’s complaining that our trade deficit is failing to adjust. Overall, the effect of the currency decline on the purchasing power of your stock investment is exceedingly modest unless you planned to blow every dollar on Paris vacations and BMW automobiles.Her larger point is right, but I wouldn’t say that the Dow is “unambiguously higher.” The Dow Total Return Index stood 15,065.68 on January 19, 2001. Yesterday, it closed at 20,152.59. That’s a return of 33.76%.
From December 2000 to December 2007, the CPI increased by 20.71% (I don’t have the January-to-January numbers yet). That works out to a total real return of 10.81%, or 1.48% a year. That ain’t great, but it’s in the black.
Megan does a better job than me of trashing the lame Dow-in-euros argument. (I’ve tried to make a few times before.) I get paid in dollars not euros or gold or whatever. This Dow performance stat falls into what I call the “Daniel Gross/Larry Kudlow Law,” which states that you should never use financial market stats to backup a political argument. The financial markets are surprisingly apolitical.
If we were to measure from the start of the war, the stock market is much higher. Does that justify the war?
You can always come up with some commodity that has outperformed something else at some starting point. But the long-term evidence is crystal clear—common stocks outperform everything else.
If have a market for over 70 years, you’re going to have something that’s called the worst crash in 70 years. If you measure from the top of that market, it doesn’t prove anything except that markets are volatile, and I already knew that. -
Zimbabwe Introduces $10 Million Bill
Eddy Elfenbein, January 18th, 2008 at 10:21 amThe government of Zimbabwe is rolling out a $10 million bill for the purpose of…stemming currency shortages.
The $10 million bill is worth about $4 in the U.S. Here’s the money quote (so to speak):To put it in figures, the Reserve Bank of Zimbabwe cannot account for more than $65 trillion of the $67 trillion cash currently in circulation.
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