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Issues and markets from a 'farm field' perspective.
 

Thinking about Bubbles

Posted on January 08, 2010 at 4:16 PM

Several years ago I got invited to a conference for journalists sponsored by an organization called PERC. As the journalists jockeyed for position at the dinner tables, the level of status of the various participants in attendance was quite clear. Writers for the Wall St. Journal high, writers for opinion magazines somewhat lower, and writers for trade journals had to sit by the kitchen door.

As far as I can tell, status for print journalists is highly correlated to how much time they spend on television.

You'll notice I didn't mention where I sat, and that's because no journalist would have me. I ended up sitting with the board members. This was a great blessing, because I sat down by a guy wearing a ponytail, lots of turquoise jewelry, and hand stitched cowboy boots.

His name was Vernon Smith, and he told me he was an economist, specializing in experimental economics. I didn't even know what experimental economics was, so I asked him. He talked about his field for the rest of the meal. It was one the most fascinating evenings I've ever spent.

Experimental economists get a bunch of people in a room, give them some money, some things to buy, some rules, and watch a market being established. Economics always relied on theory to predict human behavior, and as you might have noticed, economists weren't always very good at predicting what people do.

The new field, which my dinner partner helped establish, has done ground breaking work observing how people actually solve economic problems and react to economic stimuli. One of the most famous experiments, done by Smith two decades ago, showed that his experimental, controlled markets often develop bubbles, or irrational and unsustainable increases in prices, even when knowledge is perfect.

A couple of weeks after the dinner, Vernon Smith won the 2002 Nobel Prize for Economics.

I'm reading a book called "Sellout," about the real estate and Wall Street crash of the last couple years. To set the scene for our present difficulties, the author covers two previous mortgage meltdowns and the dot.com bust, along with a famous collapse of a hedge fund that nearly took the financial system with it. He also mentions the junk bond craze that first made Michael Milken the hero of Wall Street and then landed him in jail.

All of this in the past two decades.

The book is a cautionary tale, without, as far as I can tell, too many political axes to grind. The latest bust involved bad legislation, bond raters acting badly, too much money sloshing around in too many places, interfering politicians, and Wall Street "quants", or experts in mathematical models, who were smart enough to be theoretical physicists, but too stupid to remember the mistakes made on Wall Street five years before.

Wall Street fell in love with risk and with leverage, and politicians fell in love with buying votes with easy mortgages and ever increasing house prices. It's not clear to me that we could have solved this problem with better regulation, better laws, or better politicians, because for every new regulation, there are some very bright people figuring out how to circumvent the regulation or suborn the regulator.

Politicians always act in the way that will get them re-elected, and are unlikely to ever stop the fun when bubbles are growing. Market discipline doesn't seem to provide a vaccine against this sort of thing either, as the people involved in the frenzy of sub-prime lending were gradually persuaded to take more and more risk as the billions of profits rolled in year after year. I am sure a little more discipline in monetary policy would have kept the problem from getting quite so big.

It may be that I learned the secret to the financial meltdown all those years ago, taught by a Nobel prize winner in a seminar held just for me. Bubbles are a part of the human condition. I didn't use that insight to short the collateralized mortgage market, I must say. But I do sometimes wonder if the two decade run up in the price of farm land might just possibly be nearing bubble stage. That's the one thing my pal Vernon didn't tell me -- how to tell when the music is about to stop.

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Comments
Posted by ed from morley on January 26 at 3:37 PM  

I wonder abour the land prices and cash rent bids also. Saw a farm sale bill for early in Feb with 5 200+hp tractors all with 1500 hrs or less and a class 8 combine with 250 hrs. I don't know the people or the circumstance but if more than a few of these start to show up it could give a fellow reason take a good look

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