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Government Spending and Bond Rates

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dvdburns Posted: Wed, Jul 21 2010 1:12 AM
I hope you can  address one of the recent criticisms of austerity* that government spenders have been promoting: that low interest rates on treasury bonds proves that the government should be spending more money, that inflation** is not a threat, and that the bond market is a check on government spending.
 
*austerity, in the modern sense, is a sham but that's a separate issue
** inflation as persistent rising prices; not even the biggest bonehead keynesian would argue that we do not have classical inflation, I think.
 
My take is as follows, and please let me know if my analysis is off base:
 
1. The bond market in no way reflects the preference of savers.  In a laissez faire economy, of course, the amount of loanable funds is determined by savers.  But in our modern open market monetary system, savers are not the buyers of government debt.  Financial institutions and brokers make up 75% of bond purchases, 12.5% are foreign banks, and 6% are investment funds. 
 
2.  The institutions buying bonds actually want the government to spend as much money as possible without going completely belly up.  Bankers get insanely rich through public debt.  They also know that governments can take several measures (some more draconian than others) to compel its public to repay the debt, so that the governments can get more money.  It would appear that almost all purchasers of government bonds have a vested interest in seeing the government spend as much as possible.  The fact that rates on 10yr notes are 2.9%, while interbank lending rates are near zero, indicates to me that even this band of theives is skittish.  However, to a government spending proponent, it indicates that the free market thinks the government is a safe play!

3. Bond markets since 1971 have been poor predictors of inflation, even if you believe the CPI.  Bond yields were weak in the 70's as the bond market underestimated inflation, and very strong in the 80's and 90's when they overestimated inflation.  Of course, it's awfully hard to predict future price increases when the interest rate is set by central planners.  How could the bond market in 1979-80 know that Volcker was going to drastically raise rates?  You can't predict human action.
 
4. I don't see any evidence from a historical/empirical or theoretical perspective that bond markets, in and of themselves, can possibly check government spending (or worse, the never-ending growth of government.)  Even in Greece, despite a few superficial measures, their debt will be restructured, their spending will resume, and their control over their citizens will continue unabated.  Is there a reason to believe otherwise?
 
I'm sure my analysis is incomplete, and perhaps even wrong.  I'd like to hear your thoughts about this.
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dvdburns replied on Thu, Jul 22 2010 4:21 AM

No one has replied to this yet, so I thought I would give it a bump. 

Thanks for any insight that you can provide.

David

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Kakugo replied on Thu, Jul 22 2010 8:20 AM

There's one thing I'd like to add.

Under the ongoing near-to-zero interest politics banks are always on the lookout for that quarter of a point more that will allow them to have better returns. Leaving "packaged mortgages", obligations from moribund/fraudulent societies (one above all: Parmalat) and dubious funds aside, let's focus on government bonds.

Back in the '90s banks stocked up on "tango bonds", bonds issued by the Argentinian government which had extremely high yield rates (between 7 and 9% if I remember correctly). Wise and cautious fund managers didn't want to have anything to do with them, no matter how good the return, since they knew Argentina was in such bad shape that it would default within a decade. Banks didn't share this caution. They loaded up on tango bonds and when they started get alarming signs from Buenos Aires, they just dumped the bonds on savers through an extremely aggressive marketing campaign.

Fast forward to around 2001, with banks again looking for that slightly better yield. This time they got their eyes on PIGS, the famous European countries noted for their government largesse. Greek bonds became particular favorites since the country was spending like a drunken sailor on shore leave to build Olympics infrastructures, hence it was generating debt faster than you can say "destruction of wealth". The fact that the ECB was accepting thes same bonds as collaterals and that it was implied that Germany would step in to guarantee the bonds from default (as it eventually happened) made these bonds a "win-win" situation. Now Spanish bonds are getting the same enthusiatic tretament by investors. They know Spain is in really bad shape but who cares? If Madrid doesn't pay interests, Berlin will and the ECB will still be taking these bonds as collaterals without blinking. Failing that a bailout plan will be hastily patched together.

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dvdburns replied on Thu, Jul 22 2010 10:11 AM

Awesome post!  Thanks for the historical insight.  I will be sure to look into the tango bonds and Greek bonds further! 

David

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1. A general intro to the subject:

I've heard Peter Schiff say that the low interest rates on long term bonds are a fiction. They are low only as long as the gov't doesn't actually try to get some money issuing long term bonds. But the moment they do, the interest rates will have to jump in order to get people to buy them.

The thinking being that interest rates on long term bonds are determined by what people think the rate of inflation will be. And nobody really thinks inflation will be low in the long term, given Obamanomics.

2. Could you please provide links to where these arguments are set forth? Because I don't really understand some of them.

How do low interest rates prove the govt should be spending more money?

I can understand that they may prove that inflation is not a threat, given Peter's explanation that long term interest rates on bonds are based on anticipation of inflation. But this was refuted in 1. The rates are low only because the bonds are not actually being issued.

How is the bond market a check on govt spending? I assume this means that the govt gets money to spend by borrowing it, meaning issuing bonds. And if nobody wants the bonds, the govt cannot borrow money, and therfore cannot spend.

But whoever says that forgets that the govt has a printing press. If no one will lend the govt money, the govt will just up and print new money for itself. No one can stop them, certainly not the bond market.

 

 

 

 

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Kakugo replied on Fri, Jul 23 2010 3:19 AM

These were particular situations: tango bonds were particularly favored by Italian banks while Greek bonds were particularly favored by French banks.

The Italian case is still open: lawsuits are still flying with people openly accusing large banks of having willingly dumped bonds on individual depositors when they knew the situation had become irrecoverable. Banks first tried to dump the blame on some "unfaithful" employees but then, backed by government muscle, offered a settlement: we'll give you a 60% refund, not a penny more. At last notice lawsuits are still open. This is very similar to what the same banks did with Cirio and Parmalat (two food colossi built on shifting sands) obbligations: when the situation became dire they started dumping them on their own "customers". here the blame was totally dumped on the CEOs while the banks got away without even a slap on the wrist. Enron anyone?

The French case is a bit different. When the Greek crisis exploded in March-April French banks (Casse d'Epargne, Credit Lyonais etc) had a whooping 21% of their portfolio in Greek bonds (if I remember correctly Dutch banks were the next in line with 11% of their portfolio in the same bonds). They made no attempt to dump these bonds or even sell them at market price. In short they knew the bailout was coming and now are quietly swapping the Greek bonds for the new, German-backed ECB bonds. Yield is marginally lower but are making up the difference by happily buying Spanish bonds (unbelievably AAA rated, better than Italian ones which are AA2 rated and have lower yield). In a few years time Spain will be in the same situation as Greece and logic dictates more German-backed ECB bonds will be swapped for "toxic assets".

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