Spot The “Data Dependent” Fed Policy

“Data dependent” or “making it up as they go along?”

 

 

JPMorgan notes,

Last week’s deluge of data provided a needed update on the state of the U.S. economy, specifically with GDP confirming a reacceleration in growth during the second quarter and the employment report pointing to continued tightening in the labor market. Additionally, the FOMC statement was more eventful than anticipated, with important changes to qualifications on the labor and inflation markets.

 

As the chart above depicts, looking at a variety of metrics including payrolls, the unemployment rate, initial jobless claims, quit and openings rates, and wage and inflation acceleration, Federal Reserve tightening may be warranted in the near to medium term.

Source: JPMorgan




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Bill Maher Assails Speech Police Who 'Lay in Wait' on the Internet

Bill MaherOn his most recent show, HBO host Bill
Maher lamented that the internet has empowered defenders of
political correctness to blow every offending statement out of
proportion. Here’s what
he said
:

I was railing against political correctness, and I feel like the
internet has made that so much worse. Because people just sit there
and lay in wait for somebody to say something politically
incorrect, and then pat themselves on the back that ‘I’m the good
person and I’m going to go after this person whose the bad person
because he said this thing that’s wrong and this thing that’s
wrong,’ like it’s Galileo against the church.”

It certainly feels like that sometimes. Thankfully, the internet
also gives a platform to opponents of PC culture and permits—in
theory at least—a vigorous debate over what words and ideas are
unsayable.


Hat tip
: Evan McMurry / Mediaite

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Bill Maher Assails Speech Police Who ‘Lay in Wait’ on the Internet

Bill MaherOn his most recent show, HBO host Bill
Maher lamented that the internet has empowered defenders of
political correctness to blow every offending statement out of
proportion. Here’s what
he said
:

I was railing against political correctness, and I feel like the
internet has made that so much worse. Because people just sit there
and lay in wait for somebody to say something politically
incorrect, and then pat themselves on the back that ‘I’m the good
person and I’m going to go after this person whose the bad person
because he said this thing that’s wrong and this thing that’s
wrong,’ like it’s Galileo against the church.”

It certainly feels like that sometimes. Thankfully, the internet
also gives a platform to opponents of PC culture and permits—in
theory at least—a vigorous debate over what words and ideas are
unsayable.


Hat tip
: Evan McMurry / Mediaite

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via IFTTT

With Loyalty Oath Demand, Crusade Against Corporate Inversion Gets Even Creepier

Loyalty oathLeave it to Jonathan Alter to
jump the already laughably overblown “problem” of corporations
seeking friendlier tax jurisdictions elsewhere right past parody.
Forget any discussion of why businesses are relocating. At the
Daily Beast, Alter wants potential “corporate deserters” to
take…wait, I have to check this again…yep…loyalty
oaths
.

And you though the whole Benito-tastic flag-draping thing
already jumped the shark when President Obama
demanded
“an economic patriotism that says we rise or fall
together, as one nation, and as one people.”

Must…resist…the…urge…to…include…Italian…and…German…quotes.

Yes, it’s true. Jonathan Alter went there. In response to the
dread specter of “inversion”—U.S. corporations merging with
overseas firms in order to
escape high corporate tax rates, daunting bureaucracy, and a regime
that taxes worldwide profits
, unlike other G-7 countries—Alter
says that reforming our tax system to make it competitive just
isn’t good enough. Instead, Americans, and the government in
particular, should pressure corporate executives to sign promises
that they won’t take their businesses out of the country.

Even if comprehensive tax reform miraculously passes, it
wouldn’t reduce the corporate tax rate enough to stop the
desertions. That’s because other countries have slashed their
corporate taxes or eliminated them altogether.

So it’s time for red-blooded Americans to take matters into our
own hands. My answer is to make every corporation sign
something.

Sign what? If Republicans cared about this issue, which most
don’t, they would revive McCarthy-era loyalty oaths, where people
were forced to swear that they weren’t communists.

NRA Blue EagleUmmm…That paragraph struck him as a good
idea? Apparently so. Anyway, how does that work?

For those companies less able to act as Americans or recognize
their real interests, there are two ways to make this work. The
president should issue an executive order that says any company
that wants to keep its federal contracts must sign a new-fangled
[non-desertion agreement]…

But other companies with few or no federal contracts might be
tempted to desert anyway.

That’s where the rest of us come in. Under my scheme, companies
that sign non-desertion agreements would embed a tiny American flag
or some other Good Housekeeping-type seal in their corporate
insignia for all to see, just as companies during the Great
Depression that agreed to Franklin Roosevelt’s recovery plan hung
an emblem of a blue eagle in their windows with the legend, “We Do
Our Part.”

German historian
Wolfgang Schivelbusch
and occasional Reason
contributor
Thaddeus Russell
are among those who have directly connected
the New Deal’s National Recovery Administration, and its blue
eagle, to fascism. Which is to say, this whole “economic
patriotism” crusade starts at a bad place and spirals down into a
cesspool. So, if that’s the model you work from…

To make it clear where this all goes, the National Recovery
Administration once boasted, “The Fascist Principles are very
similar to those we have been evolving here in America.” Its head,
Hugh Johnson, noted about the adoption or rejection of the blue
eagle symbol and its code, “Those who are not with us are against
us.”

Or you could just go with, “we rise or fall together, as one
nation, and as one people.”

As I’ve noted before, the United States is not especially
competitive in terms of corporate tax rates, scope of business
taxation, or ease of negotiating tax bureaucracy. On PriceWaterhouseCooper’s
study
of “189 economies worldwide, ranking them according to
the relative ease of paying taxes,” Ireland ranked six, Canada
ranked eight, the U.S. came in at 64.

So…Maybe fewer loyalty oaths and more making the tax system
less sucky? Just a thought.

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For Argentina, Default Is Minor; The Real Problem Is Much Worse

Submitted by Pater Tenebrarum via Acting-Man blog,

The Default is a Minor Problem – Argentina's Real Problem is Something Else Entirely

By now it is well known that Argentina has been declared in default by the major credit rating agencies. This has happened in spite of the Argentine government actually depositing the interest payment intended for those creditors who have grudgingly accepted the post 2001 default restructuring because they thought they had no other choice. After all, they couldn't very well invade Argentina and sell its government assets. That is the problem with lending to governments: they not only assuredly waste the money they borrow, but when push comes to shove, creditors often find themselves left out in the cold.

However, the so-called “hold-outs” –  a group of investors that didn't accept the terms of the debt restructuring – have continued to fight the Argentine government in court to get restitution, and have won several cases. At one point, they even had an Argentinian warship confiscated in a Ghanaian port.  The latest court case won by the hold-outs has led to the current impasse and subsequent default.

“Standard & Poor’s declared Argentina in default after the government missed a deadline for paying interest on $13 billion of restructured bonds.

 

The South American country failed to get the $539 million payment to bondholders after a U.S. judge ruled that the money couldn’t be distributed unless a group of hedge funds holding defaulted debt also got paid. Argentina, in default for the second time in 13 years, has about $200 billion in foreign-currency debt, including $30 billion of restructured bonds, according to S&P.

 

Argentina and the hedge funds, led by billionaire Paul Singer’s Elliott Management Corp., failed to reach agreement in talks today in New York, according to the court-appointed mediator in the case, Daniel Pollack. In a press conference after the talks ended, Argentine Economy Minister Axel Kicillof described the group of creditors as “vulture funds” and said the country wouldn’t sign an accord under “extortion.”

 

“The full consequences of default are not predictable, but they certainly are not positive,” Pollack wrote in an e-mailed statement. “Default is not a mere ‘technical’ condition, but rather a real and painful event that will hurt real people.”

 

Kicillof, speaking at the Argentine consulate in New York, told reporters that the holdouts rebuffed all settlement offers and refused requests for a stay of the court ruling. He said Argentina couldn’t pay the $1.5 billion owed to the hedge funds because doing so would trigger clauses requiring the country to offer similar terms to other bondholders.”

(emphasis added)

Given the nature of the current government of Argentina (financial repression is its bread and butter), we love to see its neo-Marxist “economy minister” Axel Kiciloff squirm. On the other hand, creditors to governments occasionally deserve to be taught a lesson about lending to governments, and one must fear the ultimate victims of the tussle will be the people of Argentina (of course, they could have voted for someone else, but it is not certain that it would have made any difference).

Be that as it may, the default is really a sideshow to Argentina's real problem, which is a profligate government financing its spending increasingly via the printing press, while publishing severely falsified “inflation” data in order to mask this fact.

The Merval Index has exploded higher in recent years, and just as is the case with stock market rally in Venezuela, it is not a sign of a healthy economy at all – on the contrary, it is actually a sign that a hyper-inflationary crack-up boom is anticipated by its captive audience (captive due to exchange controls that include “dollar sniffing dogs” being deployed at border crossings).

 

Merval(Monthly)20140804100056

The Merval Index (monthly) is anticipating a hyper-inflationary crack-up boom as the printing presses are doing overtime in Argentina. Back in 2001, this index traded at 200 points. Its surge has nothing to do with the economy's health, as any visitor to Argentina can easily confirm first hand – click to enlarge.

The official exchange rate of the peso looks bad enough as it is, but it doesn't tell the whole story:

 

USDARS(Weekly)20140804095852

The official exchange rate of the peso to the US dollar, weekly – click to enlarge.

 

The Sobering Reality

Professor Steve Hanke from John Hopkins University runs the “troubled currencies” project at the Cato Institute.  One of the things he is doing is to look at the black market exchange rate in countries that have currency controls in place to determine the “implied inflation rate” of its consumer price index. Even though one must acknowledge that such measurements are inherently difficult, as it is not truly possible to measure the purchasing power of money in the first place, the method gives us a rough idea how far removed from reality the official data are. In this particular case, very far indeed.

 

exchange-rates-and-inflation

Official and black market currency exchange rates of Argentina and Venezuela, as well as official vs. implied inflation rates as of July 24 – click to enlarge.

 

Obviously there is a rather big gap between the officially admitted annual CPI rate of change of 15.01% and the implied rate of 51%. Given the action in the Merval, we can state with some confidence that the 'implied rate' is probably a lot closer to the truth. Here is a chart comparing the peso's official to its black market rate (inverted). This chart has been last updated in early July, so the most recent swoon in the currency is not yet shown on it:

 

argentine-peso

The official vs. the “blue” (black market) peso-dollar rate – click to enlarge.

 

And finally, here is Professor Hanke's chart of Argentina's implied annual inflation rate over time (note that due to the calculation method, implied rates below 25% are considered unreliable):

argentina-inflation-rates

The implied inflation rate is highly volatile, but has been far higher than the official one for an extended time period. Since this is a year-on-year measure, the effect is compounding over time, hence the growing flight into 'real values' in Argentina. People are not only buying stocks, but also real estate and other hard assets – click to enlarge.

 

Such inflation rates represent an unmitigated economic disaster. Not only for the obvious reason that they make economic calculation practically impossible and rob savers of their hard-earned money, but because they also undermine people's productivity and their morals. Once a nation's entire population is forced to spend a lot of effort on a daily basis looking for ways to escape the ravages of inflation, its economic productivity is invariably sapped.

By robbing savers, government moreover undermines the moral fabric of society at large, while creating a new underclass – comprising all those who rely in some way on fixed incomes.

As Hans Sennholtz once wrote (and although this was written in the context of the Federal Reserve's inflationary policies, it is readily applicable to such policies everywhere):

“[…] many victims readily conclude that thrift and self-reliance are useless and even injurious and that spending and debt are preferable by far. They may join the multitudes of spenders who prefer to consume today and pay tomorrow, and they may call on government demanding compensation, aid, and care in many forms. Surely, the hurt and harm inflicted by inflation are a mighty driving force for government programs and benefits.

 

In their discussions and analyses of various problems, economists usually avoid the use of moral terms dealing with ultimate principles that should govern human conduct. Ever fearful of being embroiled in ethical controversies they seek to remain neutral and “value-free.”  They do counsel legislators and regulators on the cost-efficiency of a policy but not on its moral implications. They may offer professional advice on the efficiency of money management but not on the morality or immorality of inflationary policies. They dare not state that inflation is a pernicious form of taxation which most people do not recognize as such.”

 

[…]

 

The biggest debtor also is the biggest inflation profiteer.

 

[…]

 

The primary beneficiaries of the new order are its own managers: legislators, regulators, and a huge army of civil servants. They are first in power, prestige, and benefits.

 

[…]

 

Evil acts tend to breed more evil acts. Inflationary policies conducted for long periods of time not only foster the growth of government but also depress economic activity. Standards of living may stagnate or even decline as growing budget deficits thwart capital accumulation and investment that are sustaining the standards.

(emphasis added)

Conclusion:

Inflationary policy is and always will be extremely destructive. In the developed world, a situation like that observed in Argentina has so far been avoided, but that doesn't exactly mean that central banks in the industrialized nations are slouches in the money printing department.

Their actions buy us what appear to be “good times” by diverting scarce resources into various bubble activities, but in reality they impoverish us. In this respect, there is no difference with Argentina. The latter has merely gone a step further, attempting to keep its government flush and the boom going by going completely overboard with its inflationary policy. The end result in either case is economic devastation, there are merely differences in degree, but not in substance.




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Deutsche Bank "Raises The Warning Flag": What The Most Important Chart For The Market Reveals

Back in 2010 we were the first to show that the only thing that matters for centrally-planned, Fed (and HFT)-manipulated markets is the size of the Fed’s balance sheet and the only financial statement of any macro relevance is the Fed’s weekly H.4.1 release. Initially mocked (but… but… the fundamentals), the subsequent proliferation of charts showing the correlation between the Fed’s balance sheet and the S&P 500, has confirmed that virtually everyone – even the Treasury itself – has agreed that the only marginal driving force for the world’s largest stock market – i.e. the catalyst for the biggest artificial bull market rally in recent history – is the Federal Reserve, specifically the amount of debt monetized/liquidity injected.

And then that chart slowly disappeared from view for the simple reason that for all of 2013, the Fed’s balance sheet would grow by an equal $85 billion per month in linear “bottom left to upper right” fashion, resulting in an S&P500 that tracked this balance sheet growth tick for tick.

It is time to revisit this chart because as Deutsche Bank’s Jim Reid reminds us, the days of relentless Fed balance sheet, and thus S&P, growth are over, thus the need by Deutsche Bank to “raise the warning flag.

The risk sell-off we’ve seen in recent weeks frustrates us a little as the chart we’ve published most this year has pretty much predicted that tougher times would come around July. We’ve been paying it a lot of attention for over a year now but decided to wait until the autumn before we raised the warning flags. The chart in question (included in today’s pdf) is the one showing the Fed balance sheet and the S&P 500 (as a proxy for risk generally). As you can see, since the Fed balance sheet was used as an aggressive policy tool post-GFC, the graph suggests that the S&P 500 is well correlated with the size of the Fed balance sheet with the former leading the latter by 3 months. Given that the Fed have recently signalled that they will likely be finishing expanding their balance sheet in October, 3 months before that was July. This is important as virtually all of the mega rally in the last 5 years has come in the Fed balance sheet expansion periods. The other periods have been more challenging for markets.

 

In other words, the growth is over. As for the downside, well that’s where the Fed’s tightening rate hikes come into play, and once the market has determined the date when the Yellen Fed begins fighting “noisy” inflation and “lack of labor slack“, watch as the entire stock market is sold off in calm, cool and orderly fashion. Just like high yield debt… 

over the past month.




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Deutsche Bank “Raises The Warning Flag”: What The Most Important Chart For The Market Reveals

Back in 2010 we were the first to show that the only thing that matters for centrally-planned, Fed (and HFT)-manipulated markets is the size of the Fed’s balance sheet and the only financial statement of any macro relevance is the Fed’s weekly H.4.1 release. Initially mocked (but… but… the fundamentals), the subsequent proliferation of charts showing the correlation between the Fed’s balance sheet and the S&P 500, has confirmed that virtually everyone – even the Treasury itself – has agreed that the only marginal driving force for the world’s largest stock market – i.e. the catalyst for the biggest artificial bull market rally in recent history – is the Federal Reserve, specifically the amount of debt monetized/liquidity injected.

And then that chart slowly disappeared from view for the simple reason that for all of 2013, the Fed’s balance sheet would grow by an equal $85 billion per month in linear “bottom left to upper right” fashion, resulting in an S&P500 that tracked this balance sheet growth tick for tick.

It is time to revisit this chart because as Deutsche Bank’s Jim Reid reminds us, the days of relentless Fed balance sheet, and thus S&P, growth are over, thus the need by Deutsche Bank to “raise the warning flag.

The risk sell-off we’ve seen in recent weeks frustrates us a little as the chart we’ve published most this year has pretty much predicted that tougher times would come around July. We’ve been paying it a lot of attention for over a year now but decided to wait until the autumn before we raised the warning flags. The chart in question (included in today’s pdf) is the one showing the Fed balance sheet and the S&P 500 (as a proxy for risk generally). As you can see, since the Fed balance sheet was used as an aggressive policy tool post-GFC, the graph suggests that the S&P 500 is well correlated with the size of the Fed balance sheet with the former leading the latter by 3 months. Given that the Fed have recently signalled that they will likely be finishing expanding their balance sheet in October, 3 months before that was July. This is important as virtually all of the mega rally in the last 5 years has come in the Fed balance sheet expansion periods. The other periods have been more challenging for markets.

 

In other words, the growth is over. As for the downside, well that’s where the Fed’s tightening rate hikes come into play, and once the market has determined the date when the Yellen Fed begins fighting “noisy” inflation and “lack of labor slack“, watch as the entire stock market is sold off in calm, cool and orderly fashion. Just like high yield debt… 

over the past month.




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Stocks Rally Back To Green For August

Stocks have given up JPY-carry momentum and fallen back to the old VIX-smashing algo (back under 16) to run stops above Friday’s highs. This morning’s dip has been bought (on notably low volume) and lifted the S&P, Nasdaq, and Russell 2000 back into the green for August (Trannies and The Dow remain laggards). 10Y Yields are unch, the USD Index is unch, gold is down and oil is up. Perhaps, US investors have forgotten that Europe opens again in 12 hours…

 




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