Emi Nakamura on Central Bank Credibility and the Taylor Rule

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Odd Lots 39 min 6 speakers 5 chapters transcribed 1 month ago
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Jason Kelly 0:00
Have you ever wondered how Jesse Cole took the Savannah bananas from this? We
Alex Rodriguez 0:04
had a six million dollar failure last year. We're gonna have bigger ones as we go. To this, we've got shareholders, investors I've reached out to us regularly, and the answer is always no. Or why L Duncan would say this about a Netflix sports broadcast.
Emi Nakamura 0:17
Sometimes we're gonna take really big swings and we're gonna freaking whiff.
Alex Rodriguez 0:20
Then the deal is the show for you. It's a Bloomberg podcast hosted by me, Alex Rodriguez. And me, Jason Kelly.
Jason Kelly 0:27
We talk to the biggest names in the world of sports and business, including NBA Hall of Famer Tracy McGrady, on one of his biggest blunders. I think I've created some magical.
Unknown 0:38
Mm-hmm.
Jason Kelly 0:39
Well I struck out. And you'll even get some of my baseball hot takes. I've had owners tell me it doesn't matter, the game has to be fixed, it's broken. If we have to lock out the whole year, we will.
Alex Rodriguez 0:50
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Scarlett Fu 1:02
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Tracy Alloway 1:18
Hello and welcome to another episode of the Odd Thoughts Podcast. I'm Tracy Alloway.
Joe Weisenthal 1:22
And I'm Joe Weisenthal.
Tracy Alloway 1:23
Joe, we're back in Jackson Hole.
Joe Weisenthal 1:25
Jackson Hall. I love it here. It's
Tracy Alloway 1:26
beautiful. It's beautiful. And uh not only do we get a chance to enjoy the gorgeous scenery, we get a chance to talk economic policy.
Joe Weisenthal 1:34
There's so much going on right now, to say the least. We don't need to recapitulate. Everyone knows what's going on right now. There's so much stuff, whether we're talking about macro situation, whether we're talking about whatever.
Tracy Alloway 1:44
I love how you say there's no need to recapitulate and then you immediately do it. I think you're hitting on like a couple things, which is there are these different themes floating through the conference. So obviously you have uncertainty over what tariffs actually do to the economy. Like what type of shock are they? Do they destroy demand and therefore maybe cause deflation, or do they lead to companies passing on those costs and cause inflation? There's central bank independence, which everyone wants to talk about. And there's obviously the direction of short-term inflation. Interest rates.
Joe Weisenthal 2:15
And then of course the formal and then of course the formal theme of the conference about labor markets and all this stuff. So yes, many different things going on.
Tracy Alloway 2:23
All right. Well, I am very pleased to say that there is in fact one paper that ties basically all these themes together. So we have the author here and really the perfect guest to talk about.
Joe Weisenthal 2:35
Someone we've wanted to talk to for a long time.
Tracy Alloway 2:36
Absolutely. We're going to be speaking with Emmy Nakamura, a professor at Berkeley and the author of a paper being presented at Jackson Hole called Beyond the Taylor Rule. So Emmy, thank you so much for coming on All Thoughts. It's great to be here. Let's just start. What is the Taylor rule?
Joe Weisenthal 2:52
Before we can go beyond it. Yeah.
Tracy Alloway 2:53
Yeah.
Emi Nakamura 2:54
Well, in nineteen ninety three, John Taylor wrote a paper in which he showed that the behavior of the Federal Reserve could be described by this remarkably simple rule. as a function of inflation and what people call the output gap, which is sort of a measure of how overheated the economy is. And this was very surprising to people because people typically think of what the Federal Reserve and other central banks do as incredibly complicated. And so the surprise was that you could actually describe it by something very simple. And since that time, when John Taylor wrote his original paper in 1993, the Taylor rule has achieved more or less mythical status within economics and the policy-making world.
Emi Nakamura 3:33
The original paper was mostly descriptive. Like I said, it was pointing out that the behavior of the Fed, which seemed complicated, could actually be described by something really simple. But since then it's really become a guide for prescriptive monetary policy. And when central banks deviate from the Taylor rule, they're often asked to explain why. Uh this was a major theme in the post-COVID inflation, for example.
Tracy Alloway 3:57
So on that note, could I ask why the Taylor rule specifically?

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