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Debt, Deficits, and Inflation

Paper Session

Sunday, Jan. 5, 2025 8:00 AM - 10:00 AM (PST)

San Francisco Marriott Marquis, Foothill B
Hosted By: Society for Economic Dynamics
  • Chair: Chen Lian, University of California-Berkeley

Deficits and Inflation: HANK meets FTPL

George-Marios Angeletos
,
Northwestern University
Chen Lian
,
University of California-Berkeley
Christian Wolf
,
Massachusetts Institute of Technology

Abstract

Abstract In HANK models, fiscal deficits drive aggregate demand and thus inflation because households are non-Ricardian; in the Fiscal Theory of the Price Level (FTPL), they instead do so via equilibrium selection. Because of this difference, the mapping from deficits to inflation in HANK is robust to active monetary policy and free of the controversies surrounding the FTPL. Despite this difference, a benchmark HANK model with sufficiently slow fiscal adjustment predicts just as much inflation as the FTPL. This is true even in the simplest FTPL scenario, in which deficits are financed entirely by inflation and debt erosion. In practice, however, unfunded deficits are likely to trigger a persistent boom in real economic activity and thus the tax base, substituting for debt erosion. In our quantitative explorations, this reduces the inflationary effects of unfunded deficits by about half relative to that simple FTPL arithmetic.

Fiscal Influences on Inflation in OECD Countries, 2020-2022

Robert Barro
,
Harvard University
Francesco Bianchi
,
Johns Hopkins University

Abstract

The fiscal theory of the price level (FTPL) has been active for 30 years, and the interest in this theory grew with the recent global surges in inflation and government spending. This study applies the FTPL to 37 OECD countries for 2020-2022. The theory’s centerpiece is the government’s intertemporal budget constraint, which relates a country’s inflation rate in 2020 2022 (relative to a baseline rate) to a composite government-spending variable. This variable equals the cumulative increase in the ratio of government expenditure to GDP from 2020 to 2022, divided by the ratio of public debt to GDP in 2019 and the duration of the debt in 2019. This specification has substantial explanatory power for recent inflation rates across 20 non-Euro-zone countries and an aggregate of 17 Euro-zone countries. The estimated coefficients of the composite spending variable are significantly positive, implying that 40-50% of effective government financing came from the inverse effect of unexpected inflation on the real value of public debt, whereas 50 60% reflected conventional public finance (increases in current or future taxes or cuts in future spending). Within the Euro area, inflation reacts mostly to the area-wide government-spending variable, not to individual values.

What about Japan?

YiLi Chien
,
Federal Reserve Bank of St. Louis
Harold Cole
,
University of Pennsylvania
Hanno Lustig
,
Stanford University

Abstract

As a result of the BoJ's large-scale asset purchases, the consolidated Japanese government borrows mostly at the floating rate from households and invests in longer-duration risky assets to earn an extra 3% of GDP. We quantify the impact of Japan's low-rate policies on its government and households. Because of the duration mismatch on the government balance sheet, the government's fiscal space expands when real rates decline, allowing the government to keep its promises to older Japanese households. A typical younger Japanese household does not have enough duration in its portfolio to continue to finance its spending plan and will be worse off. Low-rate policies tax younger, poorer and less financially sophisticated households.

Monetary Policy and Fiscal-led Inflation in Emerging Markets

William Witheridge
,
University of Maryland

Abstract

I study monetary policy and inflation in emerging markets and the interaction with fiscal policy. I measure monetary policy shocks—unanticipated changes in monetary policy—using changes in exchange rates around monetary policy announcements. I validate this approach against existing monetary policy shocks. I find that in response to an unanticipated rise in interest rates—a monetary policy tightening—inflation increases and output falls in emerging markets. This inflation response is opposite the one generally found for advanced economies. I show the results are in line with high-frequency changes in inflation expectations. I develop a small open economy New Keynesian model with monetary and fiscal policy interactions. I show a fiscal-led policy mix, i.e., a weak fiscal policy reaction of taxes to changes in government debt and accommodative monetary policy, can explain the increase in inflation. The estimated quantitative model finds a fiscal-led policy mix in emerging markets. The fiscal-led policy mix is supported by the effect of U.S. monetary policy shocks on emerging markets. I also study optimal monetary policy conditional on a fiscal-led policy regime.
JEL Classifications
  • E3 - Prices, Business Fluctuations, and Cycles
  • E6 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook