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Macro, Finance, and Inequality

Paper Session

Friday, Jan. 5, 2024 10:15 AM - 12:15 PM (CST)

Marriott Riverwalk, Bonham
Hosted By: Association for Evolutionary Economics
  • Chair: Leila Davis, University of Massachusetts-Boston

Capacity Utilization, Markup Cyclicality, and Inflation Dynamics

Vasudeva Ramaswamy
,
American University
Ignacio González
,
American University

Abstract

Recent evidence highlights the role of the income composition channel in the transmission of monetary policy to household inequality. I investigate the effects of this channel in a model that generates procyclical profits and, therefore, does not exhibit the undesirable profit income effects on labor supply that are well-known in the literature. To generate procyclical profits, I add occasionally binding capacity constraints and idiosyncratic demand uncertainty to an otherwise standard two-agent New Keynesian model. To quantify the effects of the income channel on inequality, I estimate the model using Bayesian methods. I find that the distributional consequences of monetary policy are characterized by (i) state-dependency, where the degree of slack is a key state variable in the response of inequality, (ii) asymmetry, with contractionary policy operating differently from expansionary policy, and (iii) cyclicality, implying that inequality may respond initially in one direction but eventually in another, conditional on a monetary policy shock.

Corporate Taxation and Market Power Wealth

Lidia Brun
,
American University
Ignacio González
,
American University
Juan Montecino
,
American University

Abstract

We study the aggregate and distributional effects of corporate tax reforms when market power is heterogeneous across sectors and firms. We use a life-cycle model with incomplete markets in which capital and equity do not always move in tandem when corporate tax policy changes. On the one hand, the increase in the tax rate causes the classic partial equilibrium effect of reducing the demand for capital; an effect that can be greater or lower depending on different provisions in the tax code and sectoral characteristics. On the other hand, the tax reduces the value of equity wealth due to the taxation of market power rents, shifting the supply of aggregate equity downward and inducing a negative effect on equity returns. This novel general equilibrium effect reduces the cost of capital and is typically expansionary. In our benchmark calibration, designed to match a realistic distribution of markups and markdowns, as well as the institutional details of the US corporate tax code, increasing the corporate tax rate can stimulate aggregate investment, output, and wages. Moreover, a reform of this type reduces wealth inequality as equity shareholders are concentrated at the top.

The Myth that Shareholders are Always Investors

Lenore Palladino
,
University of Massachusetts-Amherst

Abstract

The assumption that financial assets become real capital assets is so deeply buried that it can be hard to see. The misidentification of buying and selling financial assets with productive investment in goods-and-services production is not only conceptually confused, it also has the pernicious effect of supporting the framework of shareholder primacy in theories of the corporation: the idea that the purpose of all corporate activity should be to the benefit of shareholders. This article demonstrates that shareholders of corporations whose equity trades on the stock markets are, in large part, not “investors,” and the financial assets that they hold are not “capital.” I examine sources of funds used for real investment by publicly-traded companies, and trace the sources of funds used for investment in the private markets by focusing on private equity deal making. I then question why, if firms finance the majority of their investment through other means, we continue to give shareholders the exclusive power in corporate governance.

Financialization, External Constraint And Democracy: Challenges for Changes in Peripheral Economies

Diego Guevara
,
National University of Colombia

Abstract

During the last three decades, with the rise of globalization and financialization, peripheral economies have experienced a strong external constraint that materializes in the difficulty of accessing foreign currency. Faced with a constant deficit in the balance of payments, southern countries increase their levels of external debt, both public and private, to maintain access to international markets. This requires the consolidation of public finances and a constant fiscal adjustment hand in hand with demanding fiscal rules. With the arrival of new waves of progressive governments in regions such as South America, the first major obstacle to complying with an agenda for changing the productive structure and social transformation is found in the macro-financial sphere. Consequently, fiscal rules and the payment of debt service emerge as the containing wall for the implementation of agendas with a deep Keynesian spirit in the 21st century. This paper explores the limits of democratic decisions in the face of sound finance consecration and, at the same time, raises real scenarios such as the strengthening of industrial and commercial alliances at the regional level through a unified and regional payment system that lowers the pressure of the external constraint.

Stable Profit Rates in a Time of Rising Market Power: The Role of Financial and Intangible Assets in the U.S. Corporate Sector

Leila Davis
,
University of Massachusetts-Boston

Abstract

In this paper, we analyze the intersection between profit margins, profit rates, and the asset composition of U.S. nonfinancial corporations after 1980. First, we document trends in the profit margin and profit rates. In line with the literature on market power, we show an almost 50% rise in the aggregate profit margin, defined by profits relative to sales, in the U.S. nonfinancial
corporate sector after 1980. At the same time, however, the aggregate profit rate, defined by profits relative to total assets, is steady. To reconcile these two patterns, we show that the sales-to-asset ratio (or firms' `asset utilization') falls after 1980, putting downward pressure on the profit rate that offsets rising margins. We also unpack two aspects of this decline. First, we show that the decline in the sales-to-asset ratio reflects a growing share of financial and intangible assets in total assets. In fact, the sales-to-(fixed) capital ratio is largely steady over time. Second, we show that the year-to-year decline in the sales-to-asset ratio reflects decline within continuing firms. These patterns link profitability dynamics to the widespread increase in financial and intangible assets and help clarify a picture of rising profit margins together with stagnant investment.

Inflation in Times of Overlapping Emergencies: Systemically Significant Prices from an Input-output Perspective

Isabella Weber
,
University of Massachusetts-Amherst
Jesus Jauregui
,
University of Massachusetts-Amherst
Lucas Teixeira
,
University of Campinas
Luiza Pires
,
University of São Paulo

Abstract

In the overlapping global emergencies of the pandemic, climate change and geopolitical confrontations, supply shocks have become frequent and inflation has returned. This raises the question how sector-specific shocks are related to overall price stability. This paper simulates price shocks in an input-output model to identify sectors which present systemic vulnerabilities for monetary stability in the US. We call these prices systemically significant. We find that in our simulations the pre-pandemic average price volatilities and the price shocks in the COVID-19 and Ukraine war inflation yield an almost identical set of systemically significant prices. The sectors with systemically significant prices fall into three groups: energy, basic production inputs other than energy, basic necessities, and commercial and financial infrastructure. Specifically, they are “Petroleum and coal products”, “Oil and gas extraction”, “Utilities”, “Chemical products”, “Farms”, “Food and beverage and tobacco products”, “Housing”, and “Wholesale trade”. We argue that in times of overlapping emergencies, economic stabilization needs to go beyond monetary policy and requires institutions and policies that can target these systemically significant sectors.
JEL Classifications
  • B5 - Current Heterodox Approaches
  • E1 - General Aggregative Models