Friday, September 1, 2017

Don’t just do something – stand there





Why did the National Bank of Kazakhstan cut interest rates?


Reading the press releases of Kazakhstan’s central bank, one thinks of Alice in Wonderland.  This week, the National Bank cut its base interest rate by one-fourth of a percentage point, to 10.25%, with 1% of wiggle room either way. Usually, central banks reduce interest rates in order to stimulate the economy, since lower rates bring down the cost of borrowing money to build homes and factories.  But the Bank notes that the economy is already recovering. “The economic activity continues demonstrating the recovery; the trends in the domestic consumer and investment demand dynamics remain positive. The recovery of economy is confirmed by the trade data, employment and external demand indicators.”

So what is the point of further stimulus? The Bank says mysteriously that “taking into the account the existing uncertainty and the volatility of the external conditions, [it] has reconsidered the possibility of the further reduction of the base rate in the short run.” It seems to be referring to a surge in cereal and dairy prices that raised a United Nations food price index in July. And that’s it. The Bank is acting upon a one-month price change.

The Bank concedes that commodity markets are stabilizing and that in particular food prices are predictable: “The price statistics of both socially important food products and nonfood products and services in general matches the historical dynamics of the price movements in this period.” So where is all this uncertainty?  Well, “the increase of the external pressure was also caused by the change of economic conditions in the countries – main trade partners.” That could mean anything.

Apparently, the Bank cut the base rate just for the sake of doing something, like a bored teenager.  Oddly, for all its professed concern about uncertainty, the Bank does not consider that its own penchant for changing interest rates at the drop of a hat may itself create uncertainty.

Future schlock

In setting interest rates, central banks often recognize a short-run trade-off between unemployment and inflation. If the economy is running at close to full capacity, then an attempt to produce more may drive up input prices and thus output prices. The National Bank isn’t worried about inflation, but it should be. It writes, in its usual garbled English, that “the negative dynamics of the real wages limit the inflationary risks.”  If the Bank means that real wages are falling, then that may increase “inflationary risks,” since workers will try to make up for their loss of purchasing power by negotiating higher wages when the demand for labor is rising. Firms will try to pass the buck to consumers by raising output prices, which will feed inflation.

The Bank also writes: “The gradual credit expansion supports the consumer demand; however the further expansion of the consumer credit will depend on the dynamics of the interest rate for individuals, which currently remains at a rather high level.”  A question for the Bank: If consumers borrow (and spend) a lot when interest rates are high, will they borrow less when interest rates are low thanks to the Bank’s rate cut?

The Bank has no coherent theory of inflation.  For example, the Bank says that it defines the real interest rate as “the nominal interest rate adjusted for the targeted level of inflation – 5-7% in 2018.”  Economists usually define the real rate as the market interest rate plus the expected rate of inflation, which lenders tack on to make up for lost purchasing power when they are finally paid back.  Evidently the Bank defines expected inflation as its own inflation target, implying that it thinks that people are blissfully confident that it will hit its targets. The Bank must think that its monetary policy controls the inflation rate -- and that people recognize this.  But the Bank doesn’t treat the money supply as the driver of the inflation rate; in fact, it nowhere mentions money supply in its statement.  Instead, it attributes inflation to such factors as food prices, which it does not control.

Straight talk:  At the moment, output is not the biggest problem in Kazakhstan.  The economy is growing 4.2% per year, the highest rate since 2013.  The unemployment rate is 4.9%, the lowest since 2006 at least.  But inflation, 7.1%, is more than triple the rate that prevails in the West.  This is not a new problem for Kazakhstan, and the Bank cannot make it vanish simply by picking an unconscionably high rate of inflation for its target and pointing out that the actual rate is below the target. Neither can it control inflation by treating the money supply as an act of God. 
       

References

National Bank of Kazakhstan. Press release #23: The base rate reduced to 10.25%. August 21, 2017. nationalbank.kz

Statistical Committee of Kazakhstan.  Various statistics on real gross domestic product and the unemployment rate.  stat.gov.kz

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