Monday, September 25, 2023

September 2023 Monthly: The essence of the Bank of Japan's failure

 

September 2023 Monthly:

The essence of the Bank of Japan's failure

 

 

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September 25, 2023

Nikkei editorial ``The Bank of Japan will refine its analysis and dialogue'' excuses the Bank of Japan's failures

 

The Nikkei editorial (dated September 23), based on Governor Ueda's remarks at the press conference after the September 22 monetary policy meeting, which decided to maintain the status quo, stated, ``As inflation continues to rise, the Bank of Japan will face difficult monetary policy management.'' We are now at the crossroads of whether a sustained trend of wage increases will strengthen or not. We would like to see more precise economic and price analyzes and judgments about the situation than ever before.''

 

However, the company's paper acknowledged Governor Ueda's statement that ``the situation has not yet reached a point where it is foreseeable that the price stability target will be achieved in a sustained and stable manner,'' and stated that ``he has once again demonstrated his stance to tenaciously continue monetary easing,'' adding, ``The key is... The Bank of Japan has expressed its intention to carefully examine and consider data and information at each meeting, including the current wage trends.'' It can be said that the Bank of Japan has expressed its stance of evaluating the results of the Bank of Japan's monetary policy meeting.

 

In addition, the company's theory says, ``As economic and price conditions change, it is appropriate for the Bank to flexibly update its assessment of the situation and policy response depending on the data.'' ``I would like to request accurate and timely information dissemination and dialogue in the future as well,'' sending a message of encouragement to the Bank of Japan.

 

However, while that may be true, it is not without problems. Does the Bank of Japan Ueda's analysis really deserve objective evaluation, as the Nikkei editorial claims that it is ``flexibly updating information judgments and policy responses depending on the data''?

 

 

Japan's inflation underestimation bias

 

For example, if we add back the effect of government subsidies for electric power and LNG gas companies that have been introduced since February on prices, the true price increase rate in Japan would be approximately 1% compared to the previous year. The Ministry of Internal Affairs and Communications has officially calculated in its monthly price statistics that this will increase by a percentage point.

 

In other words, Japan's inflation rate that we are currently seeing is underestimated by about 1 percentage point compared to the actual inflation rate.

 

Therefore, it should be understood that Japan's current inflation rate is not about 3% compared to the previous year as claimed by the media, but is moving at about 4%, twice the Bank of Japan's price stability target of 2%.

 

The best evidence of this is that the core-core CPI, which excludes fresh food and energy, which appears to be unaffected by government subsidies for electricity and natural gas utilities, increased by 4.3% year-on-year in August. It records the rate.

 

 

Continued reversal of Japan-US inflation rates

 

Moreover, the difference in the inflation rates between Japan and the United States has started to reverse since May 2023.

 

For example, if we compare the overall CPI in August between Japan and the US, the US CPI year-on-year increase rate is +3.7%, while Japan's rate of increase appears to be +3.2% at first glance, but as mentioned above, government subsidies The true price increase rate after adding back the gold component should be seen as +4.2%, which is an addition of 1 percentage point.

 

Furthermore, if we compare the producer price index (PPI), which is an upstream indicator of prices, between Japan and the US, the US composite PPI in August increased by only 1.6% compared to the same month last year, while Japan's rose by 3.2% compared to the same month last year. % increase has been recorded. This apparent reversal of PPI inflation in Japan and the US suggests that the reversal of Japan-US inflation rates in the downstream CPI will continue for some time to come.

 

 Ueda Bank of Japan's deception

 

There is no way that the Bank of Japan is unaware of the approximately 1% inflation underestimation bias that has been observed since February 2023, and the reversal of Japan and US inflation rates since May.

 

Even if we were to take a step back and put aside the issue of ``inflation underestimation bias'' that has been occurring since February, Japan's price increase rate has changed since the Bank of Japan began setting a concrete price target in 2013, when it began a new dimension of monetary easing. Looking at the core CPI, which excludes fresh food, which has been used as an indicator, it has consistently exceeded the Bank of Japan's 2% price target for the past 17 months.

 

Even though Japan's core CPI has exceeded the price stability target of 2% for the past 17 months, why does the Bank of Japan say it is not stable, sustainable, or trending? Is it possible to continue playing around with sophistry?

 

Bank of Japan Governor Ueda has clearly stated since shortly after he took office that the rate of inflation would slow down in the second half of fiscal 2023 and converge toward the 2% inflation target.

 

Now, as we approach the second half of fiscal 2023, given Japan's inflation, which has exceeded the price target of 2% for 17 months and remains clearly high, the Bank of Japan is By sharing the need for monetary policy revisions and the steps to be taken to do so as widely as possible with private economic actors such as households and companies, as well as domestic and foreign financial markets, we can communicate the Bank of Japan's monetary policy intentions to private actors and markets. It should be incorporated.

 

Isn't that the natural responsibility of Japan's central bank, which is the guardian of prices and currency?

 

In any case, there is no objective basis for the Bank of Japan's assertion that ``the situation has not reached a point where it is foreseeable that the price stability target will be achieved in a sustained and stable manner,'' and it cannot be seen that the Bank of Japan is properly fulfilling its accountability. It's extremely difficult.

  

The Bank of Japan, chasing the two rabbits of wages and prices, has not gained any.

 

Furthermore, wages are not originally a policy variable that can be controlled by governments or central banks. It is determined by supply and demand between labor and management in the labor market based on labor productivity, etc.

 

There is no problem with Bank of Japan Governor Ueda's statement that a 2% price increase accompanied by wage increases has not been achieved. As shown in the chart below, it is clear that wage increases have been realized on a nominal basis.

 

It's just that the rate of increase in wages has not reached the rate of increase in prices.

 

If prices are stabilized, real wages can rise, assuming that wages are determined in the labor market. Furthermore, in the United States, the inflation rate has already fallen due to the cumulative and large interest rate hikes by the Federal Reserve, and wages are clearly on an upward trend in both nominal and real terms.

 

If the Bank of Japan, like the Federal Reserve, focuses on price stability, it could be able to kill two birds with one stone: price stability and real wage growth.

 

Conversely, if the Bank of Japan chases two rabbits in terms of wages and prices, it may end up not gaining any.

A vicious cycle of “tit for tat in wages and prices”

 

Moreover, as if to use the delay in wage increases on a real basis, which takes into account price increases rather than nominal ones, as a ``cover'', they downplay the high true inflation rate, which has already reached approximately 4%. I have to say that this is both dishonest and dangerous.

 

Sooner or later, our country may fall into the British style of inflation, the vicious cycle of inflationary spirals between wages and prices, or the ``tit-for-tat in wages and prices'' that Nikkei has been admiring recently.

 

In addition, strikes by auto unions have occurred not only in the UK, but also in the US, and are becoming more and more prolonged. Workers' dissatisfaction with rising inflation now appears to be reaching a boiling point even in the world's major developed countries, which are democratic.

 

 

Inflation gap remains unchanged despite downward revision of Japan's GDP

 

Furthermore, on September 19, the Cabinet Office revised down the estimated value of the "output gap," which is the difference between the Japanese economy's potential supply capacity and actual demand, for the April-June period of 2023 to +0.1%. However, it remained in positive territory for the first time in 15 quarters.

 

The previous estimate of the inflation gap was +0.4%. This is because the revised GDP figures announced on the 8th were revised downward from the preliminary figure of 6.0% increase to 4.8% year-on-year growth due to a decline in capital investment.

 

An important fact that remains unchanged even before and after the revision is that an inflation gap exists, in which aggregate demand exceeds aggregate supply, not only in terms of prices but also in the real aspects of the Japanese economy.

 

If aggregate demand exceeds aggregate supply, leading to an inflationary gap, should the government roll back the aggregate demand stimulus measures aimed at eliminating the deflationary gap and shift to an austere fiscal policy? The current imperative for monetary and fiscal policy authorities is to either normalize ultra-accommodative monetary policy without delay, or turn to policies that suppress aggregate demand by implementing, or both at a moderate pace.

 

 

The Bank of Japan's policy interest rate is bound to go from negative to over 4%.

 

High inflation has exceeded the Bank of Japan's price stability target of 2% for the past 17 months, and the current true inflation rate remains high at around 4%. Although the output  gap is small, aggregate demand exceeds aggregate supply. Given the growing inflation gap, Bank of Japan Governor Ueda did not forcefully state, ``At this point, we cannot decide on the timing or concrete measures for policy revisions.'' It is necessary to take action.

 

This is because the current inflation rate has exceeded the 2% price stability target for 17 months, and now prices are rising at a high rate of 4%, and the output gap is more conservative than the inflation gap, and supply and demand are in equilibrium. Assuming this, the current policy interest rate level that the Bank of Japan should set is above 4% for the inflation rate, and it is inevitable that the policy interest rate necessary for the real policy interest rate to rise to positive territory will be above 4% (on a nominal basis). This is because you will be able to do it.

 

In short, it is now time for the Bank of Japan to lift its current negative policy interest rate. If there is no hurry to raise interest rates now, we cannot help but think that there is great fear that the Bank of Japan will be forced to raise rates even more rapidly and significantly due to rising inflation (see the chart above).

 

 

If the Bank of Japan had worked together with the Federal Reserve to raise interest rates last April, it would have been possible to achieve the 2% price stability target! ?

 

In fact, if the Bank of Japan had quietly pushed ahead with the normalization of policy interest rates in April 2022, rather than in the fall of 2023, at the same time as the Federal Reserve began significantly raising interest rates, the Bank of Japan would have been able to avoid allowing inflation to exceed its 2% price stability target. It was very possible that it could have been done.

 

However, due to a different level of monetary easing and repeated large-scale fiscal moves, as of autumn 2023, high inflation and a balance between supply and demand in GDP have already been achieved.

 

This is the reason why I argued in the August Monthly, ``We can't wait for the Bank of Japan to raise interest rates!''

  

Bank of Japan literature as usual

 

In any case, does BOJ Ueda's analysis have a fair, transparent, and consistent ``heart'' and ``spirit''?

 

Any attempt to engage in dialogue with economic actors and financial markets through arbitrary, unobjective, and inconsistent ``Bank of Japan literature'' will only resound in vain.

 

Even if it insists on detailed analysis and dialogue, if the Ueda Bank of Japan, which seems to have become a watchdog of the government rather than a watchdog of prices and currencies, does not have a "heart," then Japan's monetary policy will naturally be arbitrary. This could create serious doubts among households, businesses, and the financial market.

 

Regrettably, the Ueda Bank of Japan has become increasingly deviated from the rules-based and reliable monetary policy that is common sense economic theory in developed countries, led by the United States, and dialogue has naturally become arbitrary and one-sided. This could lead to a sudden and discretionary major policy shift, which could cause severe rifts in Japan's national economy and financial markets.

 

Unfortunately, the question is not so much whether such a serious rift will occur, but rather when it will become inevitable.

 

What is the “essence of failure”?

 

(Nakamaru) Can you summarize the famous book ``The Essence of Failure'' in about 2,000,000 words?

 

(Bard) Yes, I'm smart. Below is a summary of the famous book ``The Essence of Failure'' in about 2000 words.

 

The Essence of Failure is a book published in 1991 that summarizes organizational research on the Japanese military. Author Ryoichi Tobe and his colleagues analyze the causes of the Japanese military's failure in war from an organizational perspective.

 

The main points of this book are the following three points.

1. The Japanese military clung to past successes and was unable to respond to change.

2. The Japanese military had a strong organizational culture that excluded heresy and chance.

3. The Japanese army was unable to achieve its war objectives due to a disconnect between strategy and tactics.

 

1. They stuck to their past successes and were unable to adapt to change.

The Japanese army won an overwhelming victory in the Russo-Japanese War. From this successful experience, the Japanese military began to adhere to the strategic philosophy of ``the army goes on the offensive, and the navy goes on the defensive.'' However, in the Pacific War, the American military was unable to continue its offensive due to its overwhelming physical and technological capabilities.

 

2. There was a strong organizational culture that excluded heresy and chance.

The Japanese military had a strong organizational culture that excluded heresy and coincidence. Therefore, heretical opinions that proposed new tactics or strategies were not accepted. Furthermore, with the victory in the Russo-Japanese War, the Japanese military fell into the illusion that ``Japan was the center of the world,'' and began to underestimate threats from other countries.

 

3. There was a disconnect between strategy and tactics, and the war objectives could not be achieved.

The Japanese army was unable to achieve its war objectives due to a disconnect between strategy and tactics. For example, in the Pacific War, the Japanese military had a strategy of ``bringing America to its knees.'' However, in order to accomplish that strategy, an attack on the American mainland was necessary. However, the Japanese army was unable to achieve its strategy because it did not have sufficient attack capabilities to attack the American mainland.

 

 

The Global War Against Inflation and the Essence of Reiwa Japan's Failure

 

(Nakamaru) If we look at the ``essence of failure'' in the context of the current global fight against inflation, what kind of story can we draw?

 

All major G7 countries are currently fighting a war against inflation, but Japan is the only one that still maintains negative policy interest rates even though the inflation rate has exceeded the target of 2%.

 

In the world war against inflation, it seems to me that a story is approaching in which only Japan will repeat the essence of its failures and face defeat.  Is it unfounded?

 

(Bard) Yes, I don't think that is an unfounded concern. It is quite possible that Japan fails to combat inflation and loses the war against inflation.

 

In ``The Essence of Failure,'' Ryoichi Tobe and his colleagues analyze the failures of the Japanese military by dividing them into the following three elements.

 

Stick to past successes

Eliminate heresy and coincidence.

Discrepancy between strategy and tactics

 

These factors also apply to Japan's current failure to combat inflation.

 

Stick to past successes

 

Japan has achieved high economic growth since the war. Based on this successful experience, Japan has made overcoming deflation a top priority and is taking a cautious stance toward monetary tightening. However, the nature of the current global inflation is different from past experiences, and clinging to past successes will cause inflation countermeasures to fail.

 

Eliminate heresy and coincidence.

 

Japan has a tendency to exclude heresy and coincidence. This is thought to be due to the fact that the government and private companies have worked closely together to advance economic activities during Japan's post-war period of high economic growth. However, this trend is a factor that inhibits new ideas and reforms when it comes to combating inflation.

 

Discrepancy between strategy and tactics

Japan has set a goal of reducing the inflation rate to 2%, but there is no clear strategy for achieving that goal. Additionally, current policy does not appear to be having the necessary effect to achieve the goal of 2% inflation.

 

The combination of these factors creates a story in which Japan fails to combat inflation and loses the war against inflation.

 

Of course, this is just a possibility. It is possible that Japan will succeed in combating inflation and win the war against inflation. However, looking at the current situation, it seems more likely that Japan will fail in its efforts to combat inflation.

 

For Japan to succeed in combating inflation, the following points are important.

Be flexible enough to respond to change without clinging to past success experiences

Be open to new ideas and innovations without excluding heresy or chance.

Clarify strategies and implement effective policies to achieve the goal of reducing inflation to 2%.

 

Future developments will be closely watched to see whether Japan will be able to overcome these challenges and succeed in combating inflation.

 

(Nakamaru) You have a point. However, as inflation has continued to exceed 2% for the past 17 months, the Ueda Bank of Japan has continued to implement monetary easing on a different level, including negative policy interest rates, and the Kishida second reshuffled cabinet appears that they intend to continue with fiscal expansion, with structural wage increases and strengthening investment flows.

By the way, the Japanese economy has turned into an inflation gap where aggregate demand exceeds aggregate supply. Macroeconomics teaches that in the case of an inflation gap, measures to suppress aggregate demand should be adopted through monetary policy, fiscal policy, or both.

 

Contrary to theory, on the contrary, if Japan continues to implement measures to stimulate aggregate demand with extensive monetary and fiscal measures, it will be inevitable that Japan will suffer another major defeat in the fight against inflation.

Unfortunately, I cannot help but think that Japan has not yet learned the true nature of failure. 

 

(Bard) Yes, you are correct. Japan's inflation rate has continued to exceed 2% for the past 16 months. However, the Japanese government and the Bank of Japan have shown a willingness to continue monetary easing and fiscal expansion.

 

This attitude is contrary to macroeconomic theory. When an inflation gap exists, it is necessary to suppress aggregate demand through monetary policy, fiscal policy, or both. However, the Japanese government and the Bank of Japan are likely to exacerbate inflation further by continuing with policies that stimulate aggregate demand.

There is a very high possibility that Japan will fail in its anti-inflation measures and lose the fight against inflation. This can be said to be a sign that Japan has not learned the ``essence of failure.''

 

For Japan to succeed in combating inflation, the following points are important.

Mobilize monetary and fiscal policies to suppress aggregate demand

Make the people understand the need for inflation countermeasures and gain their cooperation.

 

Future developments will be closely watched to see whether the Japanese government and the Bank of Japan will be able to overcome these challenges and succeed in combating inflation.

 

Below are some possibilities if Japan fails to combat inflation.

Acceleration of price increases

Slower economic growth

Deterioration of people's lives

Increased social unrest

These problems could arise if Japan fails to combat inflation. It is important for the Japanese government and the Bank of Japan to recognize the risk of failing to combat inflation and take appropriate measures.

 

(Nakamaru) Unfortunately, Bard is right. thank you.

 

(Bard) No, you're welcome.

 

There is a very high possibility that Japan will fail in its anti-inflation measures and lose the fight against inflation. This can be said to be a sign that Japan has not learned the ``essence of failure.''

 

As you have pointed out, if the Japanese government and the Bank of Japan fail to take measures to combat inflation, problems such as an acceleration in price increases, a slowdown in economic growth, a deterioration in people's lives, and an increase in social unrest may occur. .

 

It is important for the Japanese government and the Bank of Japan to recognize the risk of failing to combat inflation and take appropriate measures.

 

Future trends will be closely watched.

 

 

 

Tomo Nakamaru

Former World Bank Economist

 

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