Sunday 8 August 2021

When Will Asset Prices Crash? - Part 5

In Part 4, I discussed the way that, in response to the crisis of overproduction of capital, in the 1970's, capital did what it always does, in such phases of the long wave cycle, and engaged in technological innovation, introducing labour-saving technologies, which created a relative surplus population, reduced wages and raised profits, and which also reduced the value of constant capital, thereby raising the rate of profit, as well as causing a release of capital, which becomes available for additional consumption or accumulation. As capital moves from a regime of extensive accumulation to intensive accumulation, during this period, the result is a lower rate of growth of gross output, but a faster rate of growth of net output. Surplus value grows at a faster rate than accumulation, causing interest rates to fall. Asset prices rise, and gambling and speculation is encouraged, leading to asset price bubbles and the subsequent bursting of those bubbles.

A look at the relative figures for economic growth, and of asset prices during these various periods illustrates the point. In the period of the post-war boom, between 1950 and 1980, US GDP rose by 848%, whilst the Dow Jones rose by 312%, and the S&P 500 by 537%. In other words, nominal asset prices rose by only about half the rise in nominal GDP. Compare that to the period 1980 to 2000. During that period, nominal GDP rose by just 256%, whilst the Dow Jones rose by 1,322%, and the S&P 500 by 1,261%. This shows the extent to which asset prices do not reflect the health of the economy, as manifest by growth in GDP, but if anything, have a negative correlation to it. It is the material foundation of the mantra of the financial speculator that “Bad news is good news!”

It is also the time when gambling on stock markets, and in other assets, begins. But, the shift even to an average rate of interest is enough to burst any existing bubbles created on that basis. So, for example, there was a stock market crash in 1962. A look at the inflation adjusted Dow Jones during these periods, further illustrates the point. It rises to around, 1965, and then as interest rates rise, it falls. From the mid 1980's, as interest rates again begin to fall, for the reasons described earlier, it begins its steady rise higher. This explains why asset prices over the longer-run move in the opposite directions to the real economy, and capital accumulation. Whilst, on the one hand, rising surplus value and profits makes possible increased payments of dividends, interest and rent, which acts to increase asset prices, it also acts to bring about the conditions of boom, in which there is extensive rather than intensive accumulation, and, during which period, the demand for money-capital exceeds the supply causing interest rates to rise. The rising interest rates causes any existing asset price bubbles to burst, and exerts a downward pressure on the capitalised value of revenue producing assets.

When interest rates rose in 1987, the existing stock market bubble burst spectacularly; in 1990, in the UK a rise in interest rates caused a large house price bubble to burst, with prices falling by 40% in a matter of months; in the same year, the Japanese stock market bubble was burst, and over the next two years, its property market bubble crashed by up to 90%; in 1994, rising interest rates in the US, caused its bond market bubble to burst, as the bond vigilantes rebelled; in 1997 financial bubbles in Asia burst, followed by a financial crash in Russia; in 2000, the NASDAQ Index fell by 75%, and other indices of technology based and small cap stocks crashed by large amounts across the globe; and of course, in 2007-8, rising interest rates led to the global financial meltdown; in 2018, as global economic expansion again began to break through the limits imposed by fiscal austerity, and attempts to divert money into asset markets, and central banks were led to even just taper their QE programmes, stock markets fell by 20% in the US, with similar falls across the globe.

But, a look at another correlation illustrates why this is the case. It is the correlation with interest rates. In the immediate post-war period, all of the technological innovations created during the previous Innovation Cycle, which peaked in 1935, came into play. All of the technologies based around the internal combustion engine, the development of petrochemicals and plastics, as well as of electric motors, assembly lines, and so on that revolutionised production, in what came to be called Fordism, brought about a huge rise in productivity and output. The social-working day was expanded, as workers were induced to work overtime, married women were brought into the workforce, as new consumer household products replaced much of their domestic labour, and welfare states took on the other tasks of domestic labour, by socialising health and social care, nursery and education provision, and so on. In the US, large flows of black workers from Southern states were encouraged to move to the Northern industrial states, to provide labour in Motown, Chicago and elsewhere, whilst migrants also moved across the border from Mexico into California into its agricultural production. Britain encouraged migration from its colonies to fill labour shortages, and similar patterns occurred across Europe, into France and Germany.

All this meant that absolute surplus value expanded along with this expansion of the social working-day. Relative surplus value expanded, because this rise in productivity continued to cheapen wage goods. Central banks printed money tokens so that money wages rose rather than fell, and together with rising living standards, as workers were able to buy more wage goods – and a rapidly expanding range of wage goods – both because the value of those commodities was falling in real terms, and because, now households comprised two rather than one wage earner, disguised the fact that alongside this the rate of exploitation was rising sharply. That meant that the supply of money-capital, from realised profits, increased more or less in proportion to the demand for money-capital to finance accumulation. So, there is no pressure on interest rates to rise. As Marx describes this cycle.

On the whole, then, the movement of loan capital, as expressed in the rate of interest, is in the opposite direction to that of industrial capital. The phase wherein a low rate of interest, but above the minimum, coincides with the "improvement" and growing confidence after a crisis, and particularly the phase wherein the rate of interest reaches its average level, exactly midway between its minimum and maximum, are the only two periods during which an abundance of loan capital is available simultaneously with a great expansion of industrial capital. But at the beginning of the industrial cycle, a low rate of interest coincides with a contraction, and at the end of the industrial cycle, a high rate of interest coincides with a superabundance of industrial capital. The low rate of interest that accompanies the "improvement" shows that the commercial credit requires bank credit only to a slight extent because it is still self-supporting.”

(Capital III, Chapter 30)

In this same section, Marx sets out the mechanisms by which this operates. In a period of prosperity, the demand for money-capital is reduced, because the capitalists provide each other with commercial credit, and,

When we examine this credit detached from banker’s credit, it is evident that it grows with an increasing volume of industrial capital itself. Loan capital and industrial capital are identical here.”

(ibid)

It is largely self cancelling, with money or bankers credit only required to settle outstanding balances, and so does not imply any additional demand for money-capital, beyond that.

A large quantity of credit within the reproductive circuit (banker’s credit excepted) does not signify a large quantity of idle capital, which is being offered for loan and is seeking profitable investment. It means rather a large employment of capital in the reproduction process. Credit, then, promotes here 1) as far as the industrial capitalists are concerned, the transition of industrial capital from one phase into another, the connection of related and dovetailing spheres of production; 2) as far as the merchants are concerned, the transportation and transition of commodities from one person to another until their definite sale for money or their exchange for other commodities.”

(ibid)

And,

As long as the reproduction process is continuous and, therefore, the return flow assured, this credit exists and expands, and its expansion is based upon the expansion of the reproduction process itself.”

(ibid)

During the 1950's, therefore, the industrial expansion itself creates this expansion of commercial credit, which finances part of accumulation, without recourse to a corresponding demand for money-capital, which would have caused interest rates to rise. This period ended around 1962. It is when all of the advantages of the technological innovations of the 1920's and 30's, begin to wane, and the period of intensive accumulation gives way to a period of extensive accumulation. In a period of intensive accumulation, when firms replace worn out fixed capital, they bring in the new machines, rather than simply replace equipment on a like for like basis. My father was an engineer, and in the 1930's, worked in car factories across the Midlands. After the war, when he came to work again in North Staffordshire, he said that the machines that were being introduced, in the engineering shops where he worked, were the same machines he had worked with 20 years earlier in the car factories. This illustrates, a process of combined and uneven development. But, overall, this period of extensive accumulation, sees fixed capital increasingly being replaced on a like for like basis, which means, necessarily that the productivity gains of the previous period begin to disappear.

In fact, my dad's work experience, during this period, is a good proxy for these changes. In the 1950's, although he always opposed overtime working, like his fellow workers, he found himself working, often, from 7.00 a.m., in the morning, until 7.00 p.m., and sometimes 9.00 p.m., at night, as well as working half day on Saturday. We were unusual in that my mother did not work, whilst most of the other married women in the street, during that period, did take up employment. By the 1960's, however, wages had started to rise, as hourly wages, and a consequence was that it was increasingly unnecessary to work overtime, first manifest by a reluctance to work weekends, and then extended hours during the week. As Marx describes in Theories of Surplus Value, Chapter 21, this is one way in which, first, absolute surplus value stops rising, as the individual working-day is reduced, and also relative surplus value is reduced, as employers have to pay increased overtime rates for any such extension of the working-day, and so on.

The consequence of this is that from the mid 1960's, capital is compelled to accumulate at a rapid pace, as it enters the boom phase of the cycle. But, wage share rises, both in terms of increased hourly wages, and increased volumes of employment, as productivity growth slows, and also in terms of a growth of the social wage represented by the creation and expansion of welfare states, which socialise large areas of what had previously been domestic labour, bringing them into the realm of commodity production and exchange value. The extensive accumulation of capital, now begins to run ahead of the increase in the supply of money-capital from realised profits.

To this is now added the great expansion of fixed capital in all forms, and the opening of new enterprises on a vast and far-reaching scale. The interest now rises to its average level.”

(ibid)

In the previous period, the low rate of interest encouraged gambling and speculation.

... those cavaliers who work without any reserve capital or without any capital at all and who thus operate completely on a money credit basis begin to appear for the first time in considerable numbers.”

(ibid)

In Part 6, I will look at this in greater detail.

Back To Part 4

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