Once upon a (not long ago) time, there was a widely established set of blueprints for regimes of monetary and exchange rate policies, one expected to fit not only the full range of economies in the global arena, but also to serve as a guide for international monetary cooperation. Confidence in the effectiveness of those blueprints has been shattered by the scale and simultaneity of asset price booms and busts that led to the current global economic crisis. A reshuffle of views on monetary and exchange rate policies may turn out to be a companion to the revision of financial regulation.

It is now increasingly accepted that, to some degree and width, mainstreaming reactions to asset price moves in monetary policy is to become a new norm. It is also becoming clear that the previous world of theoretical determinacy and optimum rules of conduct is to give place to less-obvious policy choices and more discretion.

The purpose of this note is to highlight how the special complexity and indeterminacy intrinsic to international monetary-financial relations will deepen under the new regime. In the case of financial transactions between advanced financial systems and emerging markets, there is in addition an asymmetrical impact in terms of higher foreign reserve requirements on the latter.

The determinate world of inflation targeting and exchange-rate corner solutions

“The past 10 years have been the decade of inflation targeting. (…) Narrowly defined, inflation targeting commits central banks to annual inflation goals, invariably measured by the consumer price index (CPI), and to being judged on their ability to hit those targets. Flexible inflation targeting allows central banks to aim at both output and inflation, as enshrined in the famous Taylor Rule. The orthodoxy says that central banks should essentially pay no attention to asset prices, the exchange rate, or export prices, except to the extent that they are harbingers of inflation”(Frankel. 2009).

Asset price cycles were seen as basically harmless – or non-significant as a channel of transmission of monetary policy, as in the case of developing economies without financial depth. Even when the frequent appearance of bubbles started to be acknowledged, the belief – “the Greenspan doctrine” – was that attempts to detect and prick them at an early stage would be impossible to accomplish and potentially harmful. If necessary, resorting to interest rate cuts to safeguard the economy after bubble bursts would be a safer procedure.

Low and stable inflation could then be attained through a forecast-oriented, anticipatory manipulation of basic interest rates, as the single focus for monetary authorities. Movements of floating nominal exchange rates would reinforce the effectiveness of interest rates set to target inflation. Stable inflation would also lead to low risk premiums and higher financial stability.

In the case of small countries, fixing the nominal exchange rate and abdicating of monetary policy would import stability from inflation-targeting countries. The “Great Moderation” period, with developed economies exhibiting relatively low inflation rates and output fluctuations from mid-80s onward, seemed to vindicate that confidence.

This world of presumed stable and stabilizing monetary and financial spheres was shaken by the global financial crisis. With hindsight, asset price booms and busts became acknowledged as both increasingly pervasive and harmful: real-estate and stock-market booms leading to excess US household debt and to fragile asset-liability structures; a generalized bubble burst pushing the global economy to a quasi-collapse.

Endogenous creation of liquidity and the “sea of bubbles”

Chapter 3 of the latest IMF’s “World Economic Outlook” brings evidence on the presence of real-estate and stock-market asset price busts over the past 40 years (WEO – ch.3). The recent experience with widespread busts of both house and stock prices is singular in the last 40 years (Chart 1). However, one can observe not only the frequency of previous episodes, but also that those “asset price busts are relatively evenly distributed before and after 1985 – a year that broadly marks the beginning of the ‘Great Moderation’” (p.95).

The Arrival of Asset Prices in Monetary Policy by Otaviano Canuto

 

I have a column in Financial Express today on the rationale for independence of the central bank, and how this is operationalised in democracies.

The rationale for central bank independence

The starting point of modern thinking on monetary policy is the issue of central bank independence. Watching the world across the centuries, a pattern has been found that non-independent central banks distort monetary policy to support the incumbent political party. When elections are approaching, rates tend to be dropped. This makes households feel a bit happier and more inclined to vote for the incumbent. This threatens the fairness of elections. And after elections, it tends to kick off higher inflation. Non-independent central banks are thus associated with election-induced fluctuations. Instead of monetary policy being a force for stability, it becomes (to some extent) a source of shocks for the economy, and of unfairness in elections.

Major countries have chosen a remarkable solution: politicians relinquish control over the central bank. This is a truly rare feature in public administration. In almost all other elements of government, democracies work by holding politicians accountable in elections, and giving politicians the reins in public administration. In this one area, the world has done something unusual.

This requires accountability mechanisms

Two issues follow hard on the heels of independence. First, independence goes with a narrowing of the functions of the central bank. There is no economic case for having independence from politicians for functions such as running the payments system, regulating or supervising financial markets or banks, running a bond exchange and depository, manning a system of capital controls, etc. The rationale for independence is limited to one specific problem: that of setting the short-term interest rate of the economy. Hence, giving RBI independence requires narrowing down its functions to the core where economic logic suggests independence. All other functions need to be placed in conventional agencies, with control in the hands of accountable politicians.

The second issue is that of accountability. The standard route of accountability through elections is being eschewed in this unique problem. But a central bank cannot be handed over to a set of unelected officials with no accountability. This would induce abuse of power, where the agency will focus on its own interests at the expense of the country.

The solution involves transparency, predictability and inflation targeting. The agency must be fully transparent about everything that it does. It must use rules rather than discretion, so as to limit the extent to which discretionary power is wielded by unelected officials. They must write down a monetary policy rule, discuss this in public, and live by it. The third element of accountability is inflation targeting. Independent central banks must have a quantitative monitorable target. Setting an inflation target for the medium term binds the agency to achieving a goal, as opposed to arbitrary exercise of power without accountability.

Commen sense and monetary economics come together

All this reasoning is rooted in the basic hygeine of good public administration. Once we accept the starting premise — that central bank independence is desirable — then careful thinking about public administration leads us to the remaining conclusions: narrow the functions placed in an independent central bank to only those where independence is required (i.e. setting the short-term interest rate), have full transparency, have a monetary policy rule, and require inflation targeting.

In historical sequence, the above reasoning led the way in monetary policy reform. It was a bit later that the best monetary economists started closing their models by putting in an inflation targeting central bank. They found it works very well. So in this strategy for monetary policy reform, we have a happy consensus between the common sense of good administrators and the state of the art of monetary economics. The central banks of the bulk of OECD GDP are now de facto or de jureDe jure inflation targeting is particularly important in countries with weak institutions, where the behaviour of an agency that is not tied down by law can be more erratic. inflation targeting, and the emerging markets with high standards of governance have also made the switch.

Indian monetary policy reform

The Indian monetary policy debate is about the key ideas of the successor to the RBI Act of 1934, which was drafted by the British in the 1920s. The authors of this act never envisioned the conditions of 2009, either in terms of the Indian economy, or our knowledge of monetary economics. In this debate, RBI staff are interested parties and have to recuse themselves.

Operationalising inflation targeting involves addressing many practical problems. A focus on these practical problems is premature. All these practical problems can be solved – as has been done myriad times in other countries – once the principle is accepted. The existence of these practical problems does not invalidate the basic strategy.

One periodically encounters criticism of low inflation as the prime goal of monetary policy. However, anyone who proposes that inflation targeting is not the answer has to come up with an alternative accountability mechanism, for no democracy can have an independent central bank without accountability. In addition, advocates of novel schemes have to explain why India should be a guinea pig for something not found in good countries.


 

There’s good news. If you’ve been shut out of a Roth IRA because your income is too high, beginning in 2010 you may finally be able to have a Roth. On January 1, 2010, the income limits for converting traditional, rollover, SEP, and SIMPLE IRAs, and 401(k) or other workplace savings plans with former employers, to a Roth IRA will be removed. Before this change, only people—single or married and filing jointly—with modified adjusted gross incomes of $100,000 and below could convert. (There will still be income limits for contributing to a Roth IRA in 2010 and beyond.)

Who should convert?
The decision to convert needs to be made with care and should include a consultation with your tax advisor. Generally, it may make sense to convert if you:

  • Expect higher taxes in the future
    If you think that you’ll be in a higher tax bracket (combined federal, state, and local taxes) after you retire, or if you plan to leave a substantial amount of your retirement assets to your heirs, you may want to consider a Roth conversion. That’s because you may pay lower taxes now than if you waited until retirement to begin taking taxable withdrawals. Also, if you expect your income to be lower than usual in 2010, or if the value of your non-Roth retirement accounts has declined (and you expect it may increase), it may make sense to convert.
  • Have a long investment time frame
    Generally, if you have 10 years or more before you plan to begin taking distributions from your retirement accounts, you are more likely to benefit from a Roth IRA conversion. That’s because of the opportunity for tax-free growth over a longer time period. Even if you have a shorter time horizon, other features, such as the fact that you don’t have to take minimum required distributions when you turn 70½, may be reasons to convert to a Roth IRA.
  • Can pay the taxes on the conversion
    We believe that, in most cases, you should avoid using proceeds from the conversion to pay the tax costs. In fact, we consider this one of the most critical factors when considering a Roth conversion. Why? Because using proceeds reduces the amount that can potentially grow federally tax free in the Roth IRA, and offsets any tax savings that you may gain by converting. In addition, if you’re under 59½, you’ll pay a penalty, which will likely further reduce any benefit you might have received from the conversion. Instead, consider using cash or other savings held in nonretirement accounts to pay the tax liability.
 

The range of market capitalizations for small caps is between $10 million and $2.3 billion, according to the Russell 2000 Index, which is the standard proxy of small caps in the U.S. For perspective, large caps are generally in excess of $8 billion, while mid caps are in between.

Small caps tend to operate in a niche market that they have carved out via specific products or services. Some small cap companies have grown into household names like Starbucks and Wal-Mart. In other cases, however, small caps continue to operate in their niche market and their overall revenue may reach a ceiling. Some companies might wish to go further by merging with another company, while others will remain complacent with their current size. Additionally, the small cap segment of the market is a feeding ground for acquisitions by larger companies.

Finding good investment opportunities within the small-cap universe is all about turning over rocks, one at a time, and analyzing the large number of small-cap stocks. A benefit to the small-cap investor is that small-cap markets can be less efficient and present more opportunities for mispricings. This is often due to the lack of analyst coverage and the breadth of companies. Small-cap companies have the fewest Wall Street analysts covering them relative to mid and large caps. Additionally, small caps tend to be less liquid and at times harder to invest in, which can also present opportunities to investors with the ability to constantly monitor the stocks and bear the risks.

 

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