Tags: Eichengreen | data | economy | policy

Eichengreen: Big Data Hold Promise of Better Economic Policy

Monday, 18 May 2015 07:00 AM EDT

Economic models have their place, but they also have their limits, says Barry Eichengreen, professor of economics at the University of California, Berkeley.

Neither simple models nor complex models are "useful for providing the practical advice that policymakers need in a crisis," he writes on Project Syndicate. "To make them useful, evidence is required."

And indeed, "an evidentiary revolution is already underway" in economics, Eichengreen explains. Big data is one example. It "promises to enhance our ability to understand and even predict" phenomena such as how prices respond to economic news, he says.

"A second approach relies not on big data but on new data," Eichengreen writes. "Economists are using automated information-retrieval routines, to scrape bits of novel information about economic decisions from the [Internet]."

Third, there's historical evidence. "The global financial crisis was good for economic history, because it directed attention to previous crises and to the insights that could be gleaned from studying them," Eichengreen notes.

Elsewhere on the economic front, with the Vanguard Total Bond Market Index Fund now the world's biggest mutual fund in the fixed-income space, its manager Greg Davis reigns as the new king of the bond market.

So what does his royal highness think of the economy and Federal Reserve policy? Economic growth is "relatively muted," he told CNBC. GDP expanded just 0.2 percent in the first quarter, and the Atlanta Fed's forecasting model puts second-quarter growth at only 0.7 percent.

"One in nine Americans are still underemployed. You don't see a ton of strength in the labor market," Davis said. The unemployment rate totaled 5.4 percent in April. Meanwhile, inflation remains low, he notes. Consumer prices slid 0.1 percent in the 12 months through March.

Davis sees growth of about 2.5 percent for the year as a whole. And what does that mean for the Fed?

"Our best estimate is for them to start the rate hike cycle sometime in September or December," he said, matching the forecast of many other experts.

Davis expects the 10-year Treasury yield "to stay anchored below 2.5 percent or so," as investors seek a safe haven. The yield stood at 2.19 percent Friday morning.

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StreetTalk
Economic models have their place, but they also have their limits, says Barry Eichengreen, professor of economics at the University of California, Berkeley.
Eichengreen, data, economy, policy
360
2015-00-18
Monday, 18 May 2015 07:00 AM
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