New database on the maturity structure of publicly-held debt

I have been working on a project with UCSD graduate student Cynthia Wu to try to assess the potential for the Federal Reserve to continue to influence long-term interest rates even when the short-term interest rate is essentially at zero. I’ll be relating the conclusions from that research in a few days. But first I’d like to call attention to a new data set that we developed on the maturity structure of publicly-held debt which may be of interest to other researchers. As Paul Krugman likes to warn, this one is just for the wonks.

Continue reading

A quantitative assessment of the scientific consensus on anthropogenic climate change

From the abstract to the paper:

… we use an extensive dataset of 1,372 climate
researchers and their publication and citation data to show that (i)
97-98% of the climate researchers most actively publishing in the
field support the tenets of ACC outlined by the Intergovernmental
Panel on Climate Change, and (ii) the relative climate expertise and
scientific prominence of the researchers unconvinced of ACC are
substantially below that of the convinced researchers.

Continue reading

The June Trade Release: A Clash of Narratives

The recent trade release for June sparked some consternation, as it indicated 2009Q2 2010Q2 growth, conditional on data already released, would be lower. But there was also some unhappiness as it was taken by some to mark the return of the spendthrift consumer.[0] Yet, everywhere I see discussion of how consumption is lackluster, because households are deleveraging and beset by uncertainty. [1] These two narratives clash. Which one is right?

Continue reading

Financing U.S. Debt

Is There Enough Money in the World — and At What Cost?

From the abstract of a paper coauthored with John Kitchen:

This paper examines the potential role for foreign official holdings of U.S. Treasury securities and the associated implications for Treasury security interest rates, international portfolio allocations, net international income flows, and the U.S. net international debt position, using a baseline outlook of current and projected U.S. budget deficits and growing debt. …

Continue reading