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Heterodox Perspectives on Money and Monetary Policy

Paper Session

Saturday, Jan. 6, 2024 10:15 AM - 12:15 PM (CST)

Marriott Riverwalk, Alamo Ballroom Salon A
Hosted By: Union for Radical Political Economics
  • Chair: Yeohyub Yoon, University of Denver

Currency Cycles and Productive Specialization

Carlo D'Ippoliti
,
Sapienza University of Rome

Abstract

Post-Keynesians have traditionally emphasized the importance of monetary and financial trends in shaping outcomes in real markets. Keynes himself emphasized the role of liquidity preference in industrialized countries, but except for the literature on “Minskyan cycles”, more recent debates rather deal with the impact of exchange rate misalignments on international trade, economic activity, and growth, especially in developing and emerging economies. For example, with the “new developmentalist” thesis on overevaluation as a cause of premature deindustrialization, or with the identification of a “financial Dutch disease”.
These strands of literature however, typically consider the financial cycle and/or currency cycles as driven by exogenous factors (and often volatile ones, implying ‘cycles’ only in a loose, non-geometrical sense).
By contrast, in this work I formalize a model of endogenous currency cycles, which cause a key currency to move persistently in one direction over extended periods of time, and then to endogenously switch direction. The model is inspired by Biasco (1987), who provides a detailed conceptual framework but stopped short of developing the model. Following Biasco, the main real consequence of these cycles (beside on aggregate activity levels) is on countries’ specialization.
The model distinguishes between a high-elasticity and a low-elasticity sector and, while the relative share of the two sectors varies along the cycle, the irreversibility of investments implies a distinct time trend over time, with dualism arising between countries with low specialization, whose growth depends on periods of relative currency undervaluation, and those with high specialization, which are less subject to the vagaries of exchange rate movements.
Preliminary time series evidence suggests that the model applies to large, “key” currencies of the richer economies.

Economic Structure and Fluctuation of Money Supply: Based on Marx’s Idea of the “Setting Free of Money Capital"

Junshang Liang
,
Nankai University

Abstract

In volume 2 of Capital, Marx introduced the idea of the “setting free of money capital” and tried to relate it to the fluctuation of money supply in a capitalist economy. However, he merely presented some numerical examples of the turnover process of individual capital and identified the conditions under which money capital is set free. Saros (2008) followed Marx’s lead and attempted to formalize the examples he presented. By adding up the periodical discharges of money capital by different individual capitalists, he showed that the micro turnover processes can be a source of fluctuation of macro money supply. This study advances Saros’ work and provides two further contributions: (1) We have developed a more unified and general formalization of Marx’s process of turnover of individual capital and a more efficient algorithm, which allows for extensive simulations involving many individual capitals compared to Saros’ model; (2) We have found that different economic structures including market structures, turnover structures, and input-output structures, may give rise to different patterns of fluctuation of money supply. For example, a more centralized distribution of total social capital results in a more significant amplitude of fluctuation in macro money supply and the faster turnover of social capital leads to higher frequency of the fluctuation. These results provide insight into the growing instability prevalent in contemporary capitalist economies.

Putting Money in Context: The Crucial Transformations in the Central Banking from the Great Financial Crisis to COVID-19

Tansel Güçlü
,
Munzur University

Abstract

During the fifteen years following the Great Financial Crisis of 2008, we faced various new tools and approaches adopted by some other central banks of developing countries under the leadership of FED.

The academic literature has extensively discussed and researched whether the new tools and approaches used by central banks are different from traditional central banking practices, and whether central banks have achieved their new objectives. However, the institutional transformation of central banking is materialized within the transformation of financial relations. In this context, central banks attempt to produce answers to the challenges of crisis conditions from the perspective of the stability of capital accumulation. It is possible to claim that central banks have focused on how to enhance their intervention capacity in the current conditions as a result of the developments that is framed by many researchers as financialization and “neoliberalism” which have led to a more complex internationalization of financial innovations in the post-1980 era. It looks fairly likely that the intervention capacity is built by the tools such as asset purchasing programs and initiatives such as the issuance of central bank digital monies in the present era. This study does not seek to find a single, perfect tool or multiple tools to the challenges facing central banking. Instead, it aims to provide a comprehensive overview of the transformation of central banking and the changing dynamics of the monetary-financial environment.

Central banks, the FED in particular, not only aim to curb the inflation but also intervene to stabilize financial markets. In other words, Central Banks do not only target consumer price inflation, but also focus on the stability of asset prices by trying to diversify their tools of intervention at the same time. As price stability is becoming more associated with the

Endogenous Money and the Structure of Interest Rates

Yeohyub Yoon
,
University of Denver

Abstract

This paper examines the empirical pattern of interest rates in the United States in the period from 1992 to 2019. With the remarkable development of financial innovation and financial deregulation for the last three decades in the U.S., there has been increasing concerns about the power of monetary authorities in controlling market interest rates by setting the federal funds rate. The paper builds on two branches within the Post-Keynesian tradition in understanding the nature of interest rate spread. One of the approaches -- the horizontalist view -- believes in the complete control of the central bank in the determination of market interest rates via constant markup approach. The other approach, the structuralist view, takes a stance on the interest rate determination being a result of a complex interactive process between the central bank and the market. They deny the ultimate power of the central bank in determining market interest rates, but rather argue that market interest rates exert a significant effect on the Federal Funds rate. We use five interest rates -- the Federal Funds Rate, 3 months Treasury Bill rate, 10 years Treasury Bond rate, Moody’s Seasoned AAA Corporate Bond rate, and Moody’s Seasoned BAA Corporate Bond rate -- for the 1992-2019 period and divide the sample period into three business cycles: ① January 1992 - February 2001, ② March 2001 - December 2007, and ③ December 2007 – December 2019. The third business cycle is further divided into two phases: Phase I (December 2007 – May 2012) and Phase II (June 2012 – December 2019). Through our empirical exercise, we find a weakened statistical significance of the long run equilibrium relationship between the long-term market interest rates and the Federal Funds rate over business cycles. We
JEL Classifications
  • E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit
  • B5 - Current Heterodox Approaches