The European Journal of Economics and Economic Policies: Intervention has just published a special issue dedicated to Post-Keynesian stock-flow consistent modeling.
Introduction by Antoine Godin, papers:
Huub Meijers, Joan Muysken and Olaf Sleijpen
– The deposit financing gap: another Dutch disease
Saed Khalil and Stephen Kinsella
– Bad banks choking good banks: simulating balance sheet contagion
Eugenio Caverzasi and Antoine Godin
– Financialisation and the sub-prime crisis: a stock-flow consistent model
Jacques Mazier and Sebastian Valdecantos
– A multi-speed Europe: is it viable? A stock-flow consistent approach
Biagio Ciuffo and Eckehard Rosenbaum
– Comparative numerical analysis of two stock-flow consistent post-Keynesian growth models
A Minskyan-Fisherian SFC model
A new working paper by Ítalo Pedrosa and Antonio Carlos Macedo e Silva, “A Minskyan-Fisherian SFC model for analyzing the linkages of private financial behavior and public debt” is available here
Abstract: This paper builds a stock-flow consistent (SFC) model to analyze how private financial behavior impacts fiscal variables, by exploring the linkages between the financial and productive sides of the economy with prices given by a Phillips curve. We study three different fiscal expenditure regimes: 1. Automatic stabilizer: government expenditures follow an exogenous long run trend; 2. Countercyclical fiscal expenditure; 3. Fiscal austerity: government reduces expenditures when it faces an increase in its debt to capital ratio. The model has three major implications, ratifying Keynesian intuitions. First, an increase in public debt is an unintended consequence of contractionary financial conditions. Second, in most cases countercyclical fiscal expenditures improve both the economic activity and the trajectory of public debt to GDP. Third, austerity policies postpone and magnify the after-shock adjustment, and may not be compatible with fiscal soundness.
New papers using the SFC approach
Ayoze Alfageme kindly offered to update our references database on publications adopting the stock-flow-consistent approach.
The following is a preliminary list of recent papers, that will soon be included in our database:
- Le Heron, E. (2013). Macro-foundations of micro and micro-foundations of macro: Income distribution, increasing risks and household behaviours. Working paper (Limerick SFC Workshops).
- Ehnts, D. H. (2013). Macroeconomic imbalances in an open economy stock-flow consistent model., working paper
- Bernardo, G., & Campiglio, E. (2013). A simple model of income, aggregate demand and the process of credit creation by private banks. Empirica, 1-25.
- Mazier, J., & Valdecantos, S. (2013). A Multi-Speed Europe: is it viable? A Stock-Flow Consistent Approach. Working paper
- Belabed, C. A., Theobald, T., & van Treeck, T. (2013). Income Distribution and Current Account Imbalances. Hans-Böckler-Stiftung. Working paper
- Dafermos, Y., & Papatheodorou, C. Modelling the effects of functional on personal income distribution: A flow-of-funds approach. Working paper
- Kinsella, S. (2013). Are there policy alternatives to Ireland’s austerity?, Working paper.
- Carvalho, L., & Di Guilmi, C. (2013). Macroeconomic instability and microeconomic financial fragility: a stock-flow consistent approach with heterogeneous agents, Working paper.
- de Jager, P. (2014), Fair value accounting, fragile bank balance sheets and crisis: A model, Accounting, Organizations and Society, Volume 39, Issue 2
- Caiani, A., Godin, A. and Lucarelli, S. (2014), A Stock Flow Consistent Analysis of a Schumpeterian Innovation Economy. Metroeconomica, 65: 397–429. doi: 10.1111/meca.12045
- Costa Lima, B. and Grasselli, M.R. (2014). Destabilizing a stable crisis: Employment persistence and government intervention in macroeconomics, Structural Change and Economic Dynamics, Volume 30, September 2014, Pages 30–51
- van Suntum, U. (2014). Böhm-Bawerk meets Keynes: What does determine the interest rate, and can the latter become negative? (No. 65). CAWM Discussion Paper, Centrum für Angewandte Wirtschaftsforschung Münster.
- Caverzasi, E., & Godin, A. (2014). Financialization and the sub-prime crisis: a Stock-Flow Consistent model, Working paper.
- van Suntum, U. (2013). Long Term Effects of Fiscal and Monetary Policy in a Stock-Flow-Consistent Macro-Framework, journal Credit and Capital Markets, Volume 46, issue 2, p 181-212
- Nikolaidi, M. (2014), Margins of Safety and Instability in a Macrodynamic Model with Minskyan Insights (May 2014). Structural Change and Economic Dynamics, Vol. 31, 2014.
- Boik, J.C. (2014). First Microsimulation Model of a LEDDA Community Currency–Dollar Economy, Working paper
- Nikolaidi, M. (2014). Securitisation, wage stagnation and financial fragility: A stock-flow consistent perspective, Working paper
- Caverzasi, E., & Godin, A. (2014). Post-Keynesian stock-flow-consistent modelling: a survey. Cambridge Journal of Economics.
Using FoF data
An excellent piece of analysis of Flow of Funds data at the Bank of England:
Richard Barwell and Oliver Burrows, “Growing fragilities? Balance sheets in The Great Moderation”, Financial Stability Paper No. 10 – April 2011
Flow of funds at the ECB
This article, “Flow-of-funds analysis at the ECB”, provides an excellent technical description of the European system for flow-of-fund statistics, and some good examples of how they are used at the ECB.
I would recommend it for anyone interesed in anyone doing SFC empirical modeling. It is a pity that the authors have not discovered yet the work of Godley and the book Monetary economics, which is well known at the Bank of England.
An empirical SFC model for Greece
An SFC model on Brazil
José Luis Oreiro gave me the link to this paper
Public Debt Management in a Dynamic Stock-Flow Consistent Model: Implications for the Brazilian case
Authors: Breno Santana Lobo – José Luis Oreiro
Abstract:
The existence of floating-rate bonds in the composition of public debt is associated with some factors that tend to negatively affect the trajectory of the economy over time. The main objective of this article is to analyze the changes caused by a change in the public debt composition over the dynamics of a given economy. In order to do that , we built a dynamic stock-flow consistent post-keynesian model, in which the government bond market is modeled to reflect the main features of the Brazilian case. The parameters and initial conditions of the model are calibrated in order to form a baseline scenario that reflects in a satisfactory way the main stylized facts of modern economies. The simulation results indicate that the extinction of floating-rate bonds does not have negative effects on the economy in the short run. In the long run, however, uncontrolled public spending due to an increase in the debt service takes the economy to a path of instability. To stabilize the economy, government should adjust its economic policy to its debt management policy. Fiscal policy, monetary policy and income policy may be used by the government. A restrictive fiscal policy can be useful to stabilize the economy. However, it is associated with smaller growth rates. An active fiscal policy, associated with some specific objective, can reverse this result, suggesting that the fiscal policy can contribute to control inflation. Restrictive monetary policy can also be used to stabilize the economy. However, it is not the best policy to control inflation. Income policy has the best results.
A new paper
Yannis Dafermos (2012) “Liquidity preference, uncertainty, and recession in a stock-flow consistent model”, Journal of Post Keynesian Economics, 34 (4), 749-776.
URL:
http://mesharpe.metapress.com/app/home/contribution.asp?referrer=parent&backto=issue,7,9;journal,1,40;linkingpublicationresults,1:109348,1
DOI: 10.2753/PKE0160-3477340407
Abstract:
This paper develops a stock-flow consistent model that explicitly integrates the role of liquidity preference and perceived uncertainty into the decision-making process of households, firms, and commercial banks. Emphasis is placed on (1) the link between the precautionary motive and the asset choice of the private sector, (2) the effect of perceived uncertainty on the desired margins of safety and borrowing, and (3) the impact of financial obligations on the liquidity preference of households and firms. Performing a simulation experiment, the paper illuminates the channels through which a rise in perceived uncertainty is likely to set off a recessionary process.
Keywords: liquidity preference, perceived uncertainty, recessionary process, stock-flow consistent modeling
An interview with Marc Lavoie
Philip Pilkington is publishing a very interesting interview with Marc Lavoie on Monetary economics