Tag: exchange rates

With much attention focused on the UK’s rapidly rising public-sector debt, fiscal policy will have to be tightened once the economy is recovering. This will entail substantial cuts in government expenditure and possibly tax rises too, whoever wins the election next year. The danger, of course, is that if aggregate demand is cut, or its growth is severely curtailed, the economy could lurch back into recession. For this reason, it is likely that monetary policy will have to remain expansionary for some time to come. Interest rates will stay low and further quantitative easing could take place.

This was the conclusion of a report by the Centre for Economics and Business Research (see link below). The CEBR argued that Bank Rate will remain at 0.5% at least until 2011 and not reach 2% until 2014. “The forecasts show that the fiscal consolidation is likely to be matched with an unprecedented monetary relaxation. … Douglas McWilliams, one of the report’s authors and Chief Executive at CEBR, commented: ‘We are likely to see an exciting policy mix, with the fiscal policy lever pulled right back while the monetary lever is fast forward. Our analysis says that this ought to work. If it does so, we are likely to see a major rerating of equities and property which in turn should stimulate economic growth after a lag.’

The following articles look at the report and the implications of its predictions for economic growth and exchange rates.

Bank rate to ‘stay frozen’ for five years Times Online (11/10/09)
Mortgage rates to stay low until 2014 Telegraph (12/10/09)
Tax and spending squeeze to keep bank rate low David Smith’s EconomicsUK.com (11/10/09)
UK rates ‘to stay low for years’ BBC News (12/10/09)
Pound plunges as UK markets rally to year high Telegraph (11/10/09)
Tough times ahead as traders poised to offload their sterling Sunday Herald (11/10/09)

CEBR News Release (12/10/09)

Questions

  1. Under what conditions would a combination of a contractionary fiscal policy and an expansionary monetary policy be most effective in delivering economic growth?
  2. What would be the long-term effect on private-sector debt?
  3. How would such a policy mix affect the rate of exchange? Would this help to stimulate economic growth or dampen it?
  4. How will the size of these effects depend on the mobility of international financial capital?
  5. Explain the following: ‘Our analysis says that this ought to work. If it does so, we are likely to see a major rerating of equities and property which in turn should stimulate economic growth after a lag’.

Many primary commodity prices have fallen during the recession, but have recovered somewhat as the recession has bottomed out and hopes of a recovery have grown. So what will happen to commodity prices over the next few months and beyond, and what will determine the size of the price changes? The following linked articles look at these questions.

Commodity prices set to rise further, Roubini says Telegraph (3/8/09)
Have oil prices peaked for 2009? Hemscott (25/8/09)
What’s Ahead for Commodities BusinessWeek (23/8/09)
Gas Prices to Triple by Winter? (video) CNBC (25/8/09)

For commodity price data see:
Commodity Price Index Monthly Price Index Mundi

Questions

  1. What will determine the amount by which commodity prices rise (a) over the next twelve months; (b) the next three years?
  2. What will determine the size of any change in the Australian dollar from rising commodity prices?
  3. How does the holding of stocks affect (a) the size of commodity price changes; (b) the volatility of commodity price changes?
  4. Under what circumstances is speculation in commodity markets likely to (a) stabilise and (b) destabilise commodity prices?
  5. Explain why gas prices are likely to rise less than oil prices.

The pound has been rising against the US dollar recently. And as the dollar has fallen, so the prices of various commodities, such as gold and silver, have been rising. So what are the reasons for these currency and commodity price movements? The simple answer is that they merely reflect changes in demand and supply. But why have demand and supply been changing? Are there changes in the underlying economic fundamentals, or do they largely reflect speculation in times of uncertainty and resulting market overcorrection? The following articles address these questions.

Sterling rises on hopes of recovery Financial Times (4/6/09)
Jeremy Warner: Dollar weakness is a sign that things are on the mend Independent (4/6/09)
Stephanie Flanders Blog: What goes down… BBC News (3/6/09)
Dollar on the rack International Business Times (1/6/09)
Sterling hits six-month high against the dollar Times Online (29/5/09)
Exchange rates: What next for the pound? This is Money (2/6/09)
Gold News BullionVault (3/6/09)
The Top 10 Reasons to Hold Gold, Bar None! The Motley Fool (2/6/09)

Questions

  1. Explain why the pound been rising strongly against the dollar.
  2. What is likely to happen to the exchange rate of the pound against the dollar and the euro over the next few months?
  3. If it were possible to predict the future exchange rate today, what would happen to the exchange rate today?
  4. Why might it be a good time to buy gold? Why might it be too late?

The Bank of England has extended its policy of increasing the money supply through the process of quantitative easing. After the May meeting of the MPC, the Bank announced that it will increase the amount of assets it is prepared to buy under the ‘Asset Purchase Programme’ from £75 billion to £125 billion. At the same time the ECB has announced that it too will embark on a programme of quantitative easing. The press releases and articles below consider the details.

Bank of England Maintains Bank Rate at 0.5% and Increases Size of Asset Purchase Programme by £50 Billion to £125 Billion Bank of England News Release (7/5/09) (see also interview with Bank of England Governor)
Press conference by Jean-Claude Trichet, President of the ECB and Lucas Papademos, Vice President of the ECB ECB Press Release (7/5/09) (you can also watch a webcast of the press conference from this link)
Bank of England and European Central Bank extend quantitative easing Telegraph (8/5/09) (see also)
Economy to get extra £50bn boost BBC News (7/5/09)
A QE surprise BBC News: Stephanomics blog (7/5/09)
European Central Bank opts for quantitative easing to lift the eurozone far Times Online (8/5/09)
Fighting recession in the eurozone Financial Times (7/5/09)
ECB dips toe in quantitative easing water Guardian (7/5/09)
Quantitative easing: The story so far BBC News site video

Questions

  1. Explain how quantitative easing is conducted by the Bank of England and the ECB.
  2. Examine what determines the effect of quantitative easing on aggregate demand.
  3. Is quantitative easing the same as open-market operations?
  4. Explain how quantitative easing is likely to affect exchange rates.

The November 2008 trade statistics have just been released and they show that the UK had the largest nominal trade deficit on record at £8.3 billion (up from 7.6 billion in October). This represents nearly 7 per cent of GDP, the highest since 1974.

Trade gap widens despite pound’s slump Independent (14/1/09)
UK trade deficit hits a record as weak pound fails to help Telegraph (13/1/09)
Britain’s trade deficit widens to new record Guardian (13/1/09)
UK Trade, November 2008 National Statistics (13/1/09)

Questions

  1. Why has the UK’s trade gap widened?
  2. How can the concepts of income and price elasticity of demand be used in analysing the causes of the widening deficit?
  3. Explain how these elasticity values are likely to differ in the short and long run.
  4. Explain the factors that will determine whether the trade gap will widen or narrow over the coming months.