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Ask HN: Is inflation just the cost of government borrowing?

3 pointsby ozbover 3 years ago
Given:<p>- ~Most of the Fed&#x27;s balance sheet is government debt<p>- ~Most government debt is held by the Fed<p>- The Fed executes monetary policy by buying and selling (mostly) government debt; expansionary policy consists of buying Treasury debt, thereby raising its price &#x2F; lowering yields; this effect seems more direct than the effect on the Federal funds rate<p>Mathematically, I&#x27;d expect:<p>Nominal Yields on Treasury debt = (future dollar value of debt) &#x2F; (current dollar value of debt)<p>= ((future dollar value of debt) &#x2F; (future value of debt, measured against basket of goods)) * (future value of debt, measured against basket of goods) &#x2F; (current value of debt, measured against basket of goods )) * ((current value of debt, measured against basket of goods )&#x2F;(current dollar value of debt))<p>= (future CPI) * (real yields on Treasury debt) &#x2F; (current CPI)<p>Or, rearranging:<p>Inflation=(future CPI)&#x2F;(current CPI)=(nominal yield on Treasury debt)&#x2F;(real yield on Treasury debt)<p>In particular, I&#x27;d expect the &quot;real&quot; yield here to denote the &quot;natural&quot; yield you&#x27;d expect if the Fed was not buying debt for much more money.<p>So, the narrative becomes:<p>Government spends a lot of money, and market doesn&#x27;t believe it&#x27;s a good investment (in terms of effect on future taxable revenue base), therefore Treasury borrowing costs should go up; but Fed forces Treasury yields to stay around 0, so inflation goes up instead.<p>Does any of this make sense, or am I missing something obvious?<p>Is there a source that formulates the issue in this way?

2 comments

garbagecoderover 3 years ago
No. And right now it’s evident that it’s just plain old supply and demand for some of the things in the basket.<p>Look at a decent intro macro book from college. Money supply can be connected with inflation but it’s not “just” that.
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PaulHouleover 3 years ago
<a href="https:&#x2F;&#x2F;www.atb.com&#x2F;wealth&#x2F;good-advice&#x2F;markets&#x2F;impact-of-government-debt-and-inflation&#x2F;" rel="nofollow">https:&#x2F;&#x2F;www.atb.com&#x2F;wealth&#x2F;good-advice&#x2F;markets&#x2F;impact-of-gov...</a> <a href="https:&#x2F;&#x2F;voxeu.org&#x2F;article&#x2F;inflation-and-fiscal-dominance" rel="nofollow">https:&#x2F;&#x2F;voxeu.org&#x2F;article&#x2F;inflation-and-fiscal-dominance</a>