Dollar Overhang And The Prospects For
Inflation
By Robert
Milan
“The
number one concern of institutional money managers around the world isn’t
Iraq, or a double dip, or accounting. The number one concern is deflation. How
do I know this? In recent days, I’ve had numerous telephone conference
calls with investors in London, Paris, Geneva, Zurich and Madrid. I’ve
met with several equity portfolio managers in New York, Chicago and St. Louis.
In every town, we spent much of the time discussing the likelihood and consequences
of deflation. Everyone seemed to agree that deflation is a clear and present
danger, and that it can’t be good for earnings.” - Dr. Edward Yardeni,
Chief Strategist, Prudential Financial
We can not
argue with Dr. Yardeni’s view of what the consensus opinion is with regard
to the prospects of inflation and deflation. However, we adamantly disagree
with this consensus view. In our view the prospects for a new and serious round
of inflation are very real and could be very near.
Our case for
an imminent bout of inflation begins with the very simple fact that the Federal
Reserve continues to increase the money supply at extremely rapid rates. Taking
the long view, the money supply, as measured by M2, has climbed from 1,754 billion
dollars at the start of 1982 to 5,700 billion dollars by September of this year.
This is a more than tripling in the money supply during this 20 year period.
Yet during this period the loss in the purchasing power of the dollar has been
relatively restrained. According to the United States Department of Labor’s
Bureau of Labor Statistics, it would require only 182 of today’s dollars
to equal the purchasing power of 100 dollars from 1980. A one to one match up
between the increase in dollars and a decline in purchasing power, of course,
would mean that somewhere near 324 of today’s dollars would be required
to equal 100 dollars of 1980 buying power.
Now, we are
not blind mathematical monetarists who believe there is some magical formula
that will always explain the exact relationship between increases in money supply
and prices. However, we believe it is important to understand just why prices
have not climbed more dramatically during this two past decade period. And,
upon examination, we believe there are three factors that have dampened the
inflationary environment up to now, and it is changes in these three factors
which make inflation such a major threat in the near future.
The first factor
is inflation sentiment. Often fears of inflation can take a long time to brew.
Through out the 1960's, a period when M2 money supply doubled, inflation crept
up slowly. The GDP implicit price deflator started the decade at around 1.4%
and finished the decade at 5.2% on a year-over-year basis.
The 1970's were a different story. For the entire decade M2 money supply climbed
by a multiple of 2.5. But, the inflation picture was dramatically different.
From 1970 to the end of 1972, inflation generally remained between 4% and 5%.
In 1973 it climbed to 6%. But all hell broke loose in 1974, when inflation climbed
at a 10.4% annualized rate. For the remainder of the decade it never dropped
below 5%, despite periods of severe recession. The early 1980's were much of
the same. Inflation in 1980 hovered at 9.7%. The first quarter of 1981 again
saw an inflation rate of 10.4% It was during this period that gold displayed
its dramatic rise. From a 1979 low of $216 per ounce, it climbed to its peak
of $850 an ounce in early 1980.
Clearly, while
inflation fears were relatively docile in the 1960's, they were very near out
of control by early 1980. It was this fear, of what at that time was called
galloping inflation, that caused the severe run up in the gold price, which
certainly acted as an indicator of the inflation sentiment. It was inflation
sentiment, though, that had clearly gotten ahead of itself.
The money in
circulation wasn’t enough to justify these dramatic price climbs. And
by the late 1980's money supply growth under the watchful eye of Federal Reserve
Chairman, Paul Volcker, slowed significantly. The slowing in money growth killed
any inflation fears that might have remained in the populous. This was the first
nail in the coffin of any inflation in the then near future. By the end of the
1980's, the populous, perhaps not fearing deflation, certainly had little fear
of the type of galloping inflation that began the decade.
The second
factor which has put a damper on inflation is the current remarkable growth
in productivity. The home PC, the internet and the overall explosion in new
technology has resulted in the production of better quality goods, faster production
of them and more of them. This explosion in productivity has been like a blanket
smothering out potential inflationary effects of money growth, particularly
the money growth in the 90's.
The third factor
dampening inflation was the absorption of dollars in Europe. The recent introduction
of the euro in Europe proved very beneficial in easing potential inflation here
in the United States. Many of the dollars created by the Federal Reserve simply
ended up in Europe. The dollars originally went to Europe, to a significant
degree, because of the introduction of the euro. Over 16% of European business
is conducted in cash on the black market. With the local currencies about to
be converted to the euro, black market merchants in Europe feared that their
homeland currencies such as the French franc and the German mark would become
totally worthless at the time of forced conversion. Since these black marketeers
couldn’t convert their homeland currencies at their local banks—too
many questions to answer, too many forms to fill out. The black marketeers,
for the last couple of years, began dealing with the dollar. It is estimated
some 30% of all United States physical currency is overseas.
But now that
the conversion has occurred, the euro offers a sensible alternative to the dollar
for Europeans and other foreigners, including merchants dealing on the black
market but certainly not limited to black market merchants.
The start of
the conversion in Europe to the euro, at the physical currency level, began
in January of [2002] and for most countries was completed by the end of March.
Not coincidentally you had strength in gold and weakness in the dollar at the
beginning of the year and again at the end of March. While Europeans haven’t
as of yet started sending dollars back into the United States, the completion
of the conversion over to the euro has resulted in the end of this European
demand for new dollars. The dollars remaining in Europe because of the euro
conversion remain part of the great “Dollar Overhang,” which could
comeback to hit our shores at anytime. An overhang that also includes net external
United States debt of $2.7 trillion owned by foreigners.
These are the
three factors that we believe have kept a damper on domestic United States inflation.
To varying degrees, the protection, each three have afforded against inflation
in the past, no longer exist.
Let us now
exam how the influence of these factors has changed.
First. The
productivity factor. Productivity gains occur only because of capital and labor
directed toward increasing production. Since 9-11, growth in government and
government spending has mushroomed. According to a Heritage Fund estimate, the
federal government will spend nearly $800 billion more in the four-year period
2000-2003 than it did during the previous four-year period. That’s approximately
an additional $5,000 per household. And, that’s $ 800 billion that can
not be directed toward capital investment. And that doesn’t take into
account the number of laborers that are no longer working in the private sector
as producers but that now work as a part of private or government stepped up
security since 9-11. The exact decline in productivity as a result of these
changes is difficult to quantify, at this early stage of the process. However,
it is our belief that most prognosticators are underestimating the decline in
productivity ahead, if they are taking it into consideration at all.
Second. Inflation
sentiment is clearly biased towards deflation at present, as evidenced by the
quote from Dr. Yardeni above. This is the factor that up to this point has changed
the least. But our belief is that the fears of climbing inflation, once stoked,
will not result in years of incubation that, say, took place in the 1960's .
Too many people have very clear memories of the late 1970's- early 1980's. That
period, in a sense, was an education period for individuals. It taught them
what to do and what to buy when inflation strikes. What took them years to learn
back then, they will be able to put into practice in just weeks this time around,
once they believe inflation is a threat again.(We believe, for example, it is
possible for gold to spike from its current level to $1000 per ounce in just
weeks, once inflation fears take hold.)
Finally, the
“Dollar Overhang.” We view this as the ticking time bomb. The conversion
of the euro is now complete, so this entire reason for holding dollars has been
eliminated. But further, foreign investors now have a legitimate alternative
to the dollar in the euro as a place to park funds. This can only be bad news
for the dollar. Once the momentum in a huge market such as the dollar begins
to turn, and it is starting to turn (The dollar has lost some 15% of its value
YTD against the euro.) it is difficult to stop and tends to take on a life of
its own. It is thus this dollar overhang which is the factor which can create
the most immediate and long-term damage.
Coupled with
these factors is a Federal Reserve policy that continues to be accommodative.
M2 money supply has increased a near 20% over the last two years.
In summary,
a Federal Reserve stance toward monetary growth no longer faces the luxury of
having any hardcore reason as to why it should be absorbed overseas. Further,
expected declines in productivity, point to a major undoing of this factor in
the cushioning of United States domestic inflation.
Finally a comment must be made about our view of inflationary prospects and
the view of the consensus. it is quite remarkable to see our opinion so diametrically
opposed to that of the consensus. It is truly a critical dissent. Clearly, dramatically
different business, investment and trading strategies should be maintained depending
upon which scenario proves out.
What is the
cause of the diametrically opposed views? We believe it ultimately comes down
to the fundamentals of the methodology of economics as a science. We believe
the consensus opinion is largely spawned by mathematical model building that
tends to forecast a future which is not much different the present. These forecasting
strategies work for as long as trends don’t change significantly. But
the trend following methodology will always miss the big changes. We, on the
other hand, think of ourselves as deep thinkers who try and get to the root
of things and we think we have our hands pretty well wrapped around the roots
of the current situation. If we are correct, it is best you start thinking now
about how to survive and prosper in an inflationary environment.
Copyright 2003 National Internet Properties, Inc. All rights reserved.