Jim,

 

When you refer to "a variety of different inflation-adjusted interest rates,
which differ in terms of risk, illiquidity, the term to maturity, and tax
treatment", that is exactly what I mean. Because: who knows what the hell
that  means? (previously I had left the problem of netting out tax costs out
of consideration).

 

The "real rate of interest" (just like NIPA gross profit beloved of Marxist
economists) turns out to be a theoretical relationship, a statistical
artifact, not a directly observable rate of interest applying to anything
real. 

 

In my view, this is a problem with a lot of economics: actual costs and
ideal prices are conflated with each other.
http://en.wikipedia.org/wiki/Real_prices_and_ideal_prices

 

The next problem is: if the "real rate of interest" is just a statistical
artifact derived from some composite of observed interest rates, how then
can it influence real economic behavior, other than perhaps by influencing
market expectations? And, if this real interest rate is near-zero, how can
it influence anything much?

 

I am sure that the movement of interest rates does affect investment
activity, but those interest rates concern the actual credit costs incurred,
not the "real interest rate" which has very little reality.

 

So, I think we should distinguish between "real economics" which is based on
what actually happens, and "vulgar economics" which is based on imaginary,
stylized data and imaginary, stylized concepts.

 

Jurriaan

 

 

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