This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Comment on T. J. Sargent and N. Wallace: "Some Unpleasant Monetarist Arithmetic"

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Willem H. Buiter

Additional information is available for the following registered author(s):

Abstract

Sargent and Wallace (S-W) show that, even when inflation is prima facie a strictly monetary phenomenon -- prices are flexible, markets clear and velocity is constant -- inflation is, in the long run, a fiscal phenomenon. This follows from the government budget constraint and the existence of an upper bound on the real per capita stock of interest bearing public debt held by the private sector. Together these ensure that in the long run the growth of the money stock is governed by the fiscal deficit, if we assign to the fiscal authorities the role of Stackelberg leaders and to the monetary authorities that of Stackelberg followers. The discussion of the formal S-W model focuses on the distinct roles of public spending and explicit taxes in their model and on the possibility that optimal policy involves public sector surpluses and a net credit position of the public sector vis-a-vis the private sector. It is also argued that the specification of the demand for and supply of - money is ad hoc, a weakness shared by most existing macro models.. Finally it is shown that if we adjust the published government deficit figures for the effect of inflation on the real value of the stock of nominal government debt (as should be done to obtain a deficit measure appropriate to the S-W model), the inflation-adjusted government deficit has been in balance or surplus in the U.K. in recent years. If the deficit is in addition adjusted for the cycle (as it should be to relate it to the full employment S-W model), the government has been a sizeable net lender. If we then also subtract net public sector capital formation from total public spending (assuming implicitly that the real rate of return on public sector investment equals the real rate of return on public sector debt), we get the inflation-corrected, cyclically adjusted government current account deficit. This is the deficit measure of the S-W model. This "deficit" has been a sizeable surplus in recent years and is likely to remain so in the future. The inflation tax implied by extrapolation of the past and present stance of fiscal policy is therefore a "deflation subsidy.'' The credibility of the Thatcher government's anti-inflationary policy should therefore, if the S-W framework is correct, not have been undermined by large inflation-corrected, cyclically adjusted current account surplus.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.nber.org/papers/w0867.pdf
File Format: application/pdf
File Function:
Download Restriction: Access to the full text is generally limited to series subscribers, however if the top level domain of the client browser is in a developing country or transition economy free access is provided. More information about subscriptions and free access is available at http://www.nber.org/wwphelp.html.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 0867.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Mar 1982
Date of revision:
Handle: RePEc:nbr:nberwo:0867

Note: ME
Contact details of provider:
Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.
Phone: 617-868-3900
Email:
Web page: http://www.nber.org
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords:

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Willem H. Buiter, 1981. "The Superiority of Contingent Rules over Fixed Rules in Models with Rational Expectations," NBER Technical Working Papers 0009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Thomas J. Sargent, 1981. "Stopping moderate inflations: the methods of Poincaré and Thatcher," Working Papers 0, Federal Reserve Bank of Minneapolis. [Downloadable!]
  3. P J Forsyth & J A Kay, 1980. "The economic implications of North Sea Oil Revenues," Fiscal Studies, Institute for Fiscal Studies, vol. 1(3), pages 1-28, July.
  4. Willem H. Buiter, 1981. "Macroeconometric Modelling for Policy Evaluation and Design," NBER Technical Working Papers 0013, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Sweder van Wijnbergen, 1987. "Fiscal Deficits, Exchange Rate Crises and Inflation," NBER Working Papers 2130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Willem H. Buiter, 1987. "Fiscal Prerequisites for a Viable Managed Exchange Rate Regime: A Non-technical Eclectic Introduction," NBER Working Papers 2041, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Willem H. Buiter, 1984. "Measuring Aspects of Fiscal and Financial Policy," NBER Working Papers 1332, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
Statistics
Access and download statistics

Did you know? There are over 21000 authors registered on RePEc Author Service.

This page was last updated on 2009-12-18.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.