Transcript AS/AD Model
Monetary Theory:
The AD/AS Model
ECO 285 – Macroeconomics – Dr. D. Foster
Warning .. Warning .. Warning
• Aggregate Supply and Aggregate Demand are not
like market supply & demand !!!!!
• The “static” analysis only hints at dynamic
interpretation.
• Ceteris Paribus assumption problematic to the point
of being wholly inappropriate.
Contrasting views:
Classical/Monetarist vs. Keynesian
Friedman vs. Keynes
Non-activist vs. Activist
The Aggregate Demand Schedule
P
P = Price Level;
CPI or GDP deflator
Q = Y = Real GDP;
(real output)
A
P2
B
P1
AD = Agg. Demand;
From 4 sectors –
HH, Bus, G, Foreign
AD1
Q1
Q2
Q or R-GDP
Aggregate Demand
• The price level and real output demanded are
inversely related.
• A fall in the price level will increase quantity
demanded.
• Why? -- the Real Balances Effect
•
•
•
•
All prices and wages change.
But, our fixed money holdings are … well, still fixed!
So, with lower prices we feel wealthier. Woo Hoo!
And, so we want to buy more stuff.
Aggregate Demand
• What about:
Interest effect
Foreign trade effect
Exchange rate effect
Can’t do “all else equal.”
e.g. Price of apples - QD for apples
... and the QD for oranges.
But, Price of everything and their isn’t
anything else to hold constant!
• AD can shift to the left or right.
Increase AD – shift to the right.
Decrease AD – shift to the left.
Whenever C, I, G, net X increase/decrease.
Why? Due to changes in the money supply!
The Aggregate Demand Schedule
P
Increases in
C, I, G, net X
Decreases in
C, I, G, net X
AD3
AD2
AD1
Q or R-GDP
Money and Aggregate Demand
• Equation of exchange:
MS * V = P * Y
An accounting identity:
• Quantity theory of money:
MD = k * P * Y
People hold money for transactions purposes.
Velocity (V) is constant, or, at least, stable (=1/k).
Real output (Y) is constant w.r.t. labor supply.
Therefore, changes in MS will only change P.
• Aggregate Demand for output (AD)
- derived from the demand for money, or
- derived from the real balance effect.
QTM & The Aggregate Demand Schedule
P
MD = MS
Increases
in MS
MS = k * P * Y
MS/(k * P) = Y
AD = MS/(k * P)
Decreases
in MS
AD2
AD1
AD3
MS/(k*P)
MS/(k*P)
Q or R-GDP
The Money Supply and the Long Run Equilibrium
between Aggregate Demand and Aggregate Supply
P
ASLR
P1
There is a “long run”
Aggregate Supply,
which is perfectly vertical
at the “full employment”
level of Real GDP.
It is unaffected by changes in
the price level, but is affected
by a host of real variables…
AD1
Classical Model
of the Economy
Q or R-GDP
The Money Supply and the Long Run Equilibrium
between Aggregate Demand and Aggregate Supply
P
AS1
MS and that increases AD.
MS and that decreases AD.
Shifts in AD can only change
the price level and not real
output (nor employment).
P1
“Inflation is always, and
everywhere, a monetary
phenomenon.”
-Milton Friedman
AD1
Q or R-GDP
What affects the Aggregate Supply?
• Labor force participation.
• Labor productivity.
• Marginal tax rates on wages.
• Provision of government benefits that affect
household incentives w.r.t. supply labor.
• State of technology.
• Capital stock.
A change in these factors
can AS (shift right)
or AS (shift left)
Short Run Aggregate Supply – Wage Inflexibility
• Nominal wages are sluggish upwards:
A rise in prices has delayed effect on wages.
• Nominal wages are inflexible downwards:
A fall in prices will result in employment and y.
• Workers have money illusion:
Higher nominal wages are viewed as real wage.
So, more workers available even though real wage
has not risen.
e.g. if prices rise 5% and wages rise 3%…
Short Run Aggregate Supply
• What about:
Sticky prices
Misperception
Intertemporal substitution
Unnecessary complications
to explain the SR AS.
Inflexible wages is all we need.
What happens if there is a AD?
• The Short Run will adjust to the Long Run:
An AD will P and Q, but only in the SR.
Prices rise but wages lag. Firms employment and
output.
Eventually, workers realize their real wages (W/P) are
falling, get comparable wage, AS.
The temporary profit motive has been eliminated.
From SR to LR Aggregate Supply
P
ASLR
AS3
An increase
in AD triggers
events.
AS2
AS1
Prices rise,
wages lag,
output rises.
P3
Eventually,
wages catch up
and AS declines.
P2
P1
AD2
AD1
Q*
Q2
Q or R-GDP
In LR, only
prices rise.
AS/AD Model – Hints at 4 types of changes
P
ASLR
AS1
• Inflation with growth due
to rising AD.
• Depression with deflation
due to falling AD.
• Growth with deflation due
to rising AS.
• Depression with inflation
due to falling AS.
(stagflation)
P1
AD1
Q*
Q or R-GDP
Are Monetary Policies Effective?
• In the Short Run:
If they are unexpected.
If wage/price rigidities persist.
Over time, these should be less likely.
• How are expectations formed?
Adaptively.
Rationally.
Velocity of M1, M2 and MZM, 1960-2013
Persistent inflation & inflationary expectations
P3
The Fed tries to
reduce unemployment
and increase output by
MS. This AD.
With a lag, the AS
will decrease so all
we see is P.
P2
The Fed keeps trying,
but now no lag in AS.
P
AS4
AS5
AS3
AS2
AS1
P4
P1
AD2
AD2
AD1
Q*
Q or R-GDP
If the Fed stops
inflationary
expectations
will continue to
AS, now Q.
Monetarist
vs.
Keynesian
How fast can the economy recover from recession?
very fast
not very fast
G source of disruption
Mkt. source of disruption
What are the initial causes of a recession?
MS
Investment
Fed as source
Lack of “animal spirits”
Should the gov’t aid in the recover from recession?
No, use rule
Yes, use discretion
Favor monetary policy
Favor fiscal policy
What is the effect of raising G and raising T?
G dubious effects
G is the key to success
T slows economic growth
T is easily offset by G
Monetarist vs. Keynesian Short Run Aggregate Supply
P
ASLR
The AS is flat in
the Keynesian
view and steep
according to the
Monetarists.
AS - Monetarist
AS - Keynes
So, a decrease in
the AD will have
different
consequences in
the two theories.
P1
AD1
AD2
Q*
Q or R-GDP
Other observations on the Business Cycle
Can we eliminate inflation by AS (short run)?
No, these policies are “doomed to failure.”
Remember, inflation is a monetary phenomenon,
and caused by shifts in the AD.
So, what are these policies?
• Wage & price controls
• Tax-based Incomes policies (TIPs)
• Supply-side incentives to boost output.
• Remove barriers that keep wages/prices from falling.
Other observations on the Business Cycle
To eliminate inflation we must AD.
But, we’ll have to contend with inflationary expectations.
How?
• Gradualism approach
• Going cold turkey
• Indexing
• Wages, mortgage interest rates, taxes …
And, what of the role of government?
Increasing share of GDP & growth is slower, recoveries
taking longer. Benefits of G may not be worth the costs.
Current Problems & Policy Questions
Prices
• Decreased AD sends
us into recession.
ASLR
ASSR
• Fed expands the MS
to stimulate economic
growth. Doesn’t work.
P3
AD’’’
P1
• Eventually, there’s an
overreaction.
AD
P2
AD’’
AD’
Q’
Q*
Q = Real GDP
• Sharply rising AD
leads to high levels of
inflation.
What will be the
effect of the Fed’s
having MB to $4 tr
and TR to $2.6 tr?
Monetary Theory:
The AD/AS Model
ECO 285 – Macroeconomics – Dr. D. Foster