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R EFLECTIONS ON THE
D ISINFLATIONARY
M ETHODS OF P OINCARÉ
AND T HATCHER
James Bullard
Federal Reserve Bank of St. Louis

Money Marketeers of New York University Inc.
Aug. 2, 2022
New York, N.Y.
Any opinions expressed here are my own and do not necessarily reflect those of the FOMC.

1

Introduction

2

I NFLATION NEAR 1970 S

LEVELS

Inflation is running near 1970s levels in the U.S. and the euro
area (EA).
How will the Federal Reserve and the European Central Bank
(ECB) return inflation to the target level of 2%?

3

Percent

I NFLATION IN THE U.S.

16
14
12
10
8
6
4
2
0
-2
1960

AND THE

EA

U.S. PCE
EA HICP
Germany CPI
France CPI

1970

1980

1990

2000

2010

2020

Sources: BEA, Eurostat and IMF. Last observations: June 2022 and July 2022.
4

D ISINFLATION AHEAD

Rhetoric from the Fed and the ECB suggests disinflationary
monetary policy ahead.
The Fed is raising its policy rate sharply and allowing its balance
sheet to decline, while the ECB recently started raising its key
policy rates.
With inflation near 1970s levels, will the Fed and the ECB be able
to disinflate relatively easily and quickly, or will a substantial
recession occur as was the case of the Fed under Volcker?
Many financial market observers and participants are arguing
that a substantial recession is likely.

5

I NCREDIBLE DISINFLATIONS

This talk reviews selected literature post-Volcker on credible
versus incredible disinflations.
The Volcker disinflation was incredible: Initially, few believed
that the Fed was serious about reducing inflation after an entire
decade of allowing inflation to build.
For instance, see Lindsey, Orphanides and Rasche (StL Fed
Review, 2005, “The Reform of October 1979”), Nelson (working
paper, 2022, “The Great Inflation of the 1970s”), Goodfriend and
King (JME, 2005, “The Incredible Volcker Disinflation”), and
Sargent (Goodfriend conference volume, 2022, “Rational
Expectations and Volcker’s Disinflation”).

6

C REDIBLE DISINFLATIONS
The post-Volcker literature turned to analyze credible
disinflations, inspired by Sargent (1982, “The Ends of Four Big
Inflations,” and 1981, “Stopping Moderate Inflations: The
Methods of Poincaré and Thatcher”).
Available in Sargent (2013), Rational Expectations and Inflation, 3rd
ed., Princeton University Press.

This literature explored the idea that credible disinflations do not
have large output costs.
Rather, because of rational expectations, they can be costless.
When real-world disinflations are costly, it is because the central
bank has to “earn credibility.”
Credible disinflations also tend to be relatively rapid, not
gradual.
“If you have to cut off the tail of a dog, don’t do it one inch at a
time.”

7

L ESSON FOR THE COMING DISINFLATION

The current situation for the EA and the U.S. seems to fall more
closely under the rubric of a “credible disinflation,” rather than
the “incredible disinflation” experienced by Volcker.
Since modern central banks have more credibility than their
counterparts in the 1970s, it appears that both the Fed and the
ECB may be able to disinflate in an orderly manner and achieve
a relatively soft landing.

8

Pure Phillips Curve Disinflation

9

D ISINFLATION AND

UNEMPLOYMENT
Let’s suppose we begin with a pure Phillips curve analysis (not
something I advocate).
Current estimates for the U.S. point to an essentially flat Phillips
curve.
For instance, Stock and Watson (JMCB, 2020) report a slope of
0.03 for both core and headline PCE inflation post-2000.
Nakamura (Keynote talk at Asia Monetary Policy Forum, 2022,
“Inflation, Monetary Policy and the Phillips Curve”) uses a
slope of 1/3.

Strictly speaking, using this mechanism alone with either one of
these estimates would require unemployment to go to very high
levels to get inflation to return to 2% in the U.S.
While precise estimates could vary, this is the genesis of the idea
that there will have to be a large recession to get inflation under
control in the U.S.
But this is a mechanical calculation that says nothing about
inflation expectations.
10

T HE ROLE OF EXPECTATIONS
The New Keynesian Phillips curve (NKPC) has two arguments,
an output gap term as well as an inflation expectations term.
The NKPC has a coefficient near unity on the inflation
expectations component, which theoretically suggests that the
relationship between actual inflation and expected inflation
should be very close.
The following chart seems to confirm that this relationship holds
in broad terms.
These considerations suggest that inflation expectations may
play a large role in the coming disinflation, as opposed to the
size of the output gap or the level of unemployment.

11

A CTUAL AND EXPECTED

INFLATION

6
5

5-year breakeven inflation rate
Core PCE inflation

Percent

4
3
2
1
0
-1
-2
2005

2010

2015

2020

Sources: St. Louis Fed and BEA. Last observations: July 2022 and June 2022.
12

T HE ROLE OF EXPECTATIONS

The NKPC inflation expectations term is for near-term inflation
expectations—strictly speaking, one period ahead.
When expectations are discussed in policy circles, the emphasis
is often on longer-term inflation expectations and the notion that
longer-term expectations remain “well anchored.”
Nearer-term inflation expectations in the U.S. have been on the
move.

13

S URVEY- BASED

INFLATION EXPECTATIONS MOVED

HIGHER

4
1-yr U.S. CPI inflation SPF forecast
1-yr EA HICP inflation SPF forecast

Percent

3
2
1
0
2019

2020

2021

2022

Sources: Philadelphia Fed and ECB. Last observations: 2022:Q2 and 2022:Q3.
14

M ARKET- BASED INFLATION EXPECTATIONS

Percent

4

VOLATILE

1yr-1yr fwd. U.S. CPI inflation swap
1yr-1yr fwd. EA HICP inflation swap

3
2
1
0
Jan 2020

Jan 2021

Jan 2022

Source: Barclays. Last observation: July 27, 2022.
15

Costless Disinflations

16

S ARGENT ON THE IMPORTANCE OF EXPECTATIONS
Important arguments concerning the role of expectations were
going on in macroeconomics during the early 1980s disinflation.
Sargent (1981, 1982) emphasized the role of expectations in a
credible disinflationary process: It is the credibility of the future
policy that causes substantial adjustment in inflation
expectations today, and hence in actual inflation today.
In “Methods of Poincaré and Thatcher,” he drew a contrast
between the successful and rapid monetary-fiscal adjustment of
Poincaré in France in 1926 and the then-proposed slow and
gradualist approach of the monetarist Thatcher government in the
U.K. circa 1980.
In “The Ends of Four Big Inflations,” he documented how ongoing
hyperinflations came to sudden ends following credible
monetary-fiscal adjustments in post-WWI economies.

Sargent emphasized that the historical episodes included both
monetary and fiscal adjustment.

17

F URTHER S ARGENT COMMENTARY

Goodfriend and King (2005) stressed the idea that Volcker had to
take actions to earn credibility.
In recent comments on Goodfriend and King, Sargent (2022)
notes that there can be little concept of “earning credibility”
under rational expectations.
The subtext is that one has to back off of the rational expectations
assumption to discuss how a policymaker could be earning
credibility.
Financial markets would have to be learning about the intentions
of the policymaker, as opposed to knowing those intentions with
certainty under rational expectations.

18

L EARNING AND CREDIBILITY
A literature subsequent to Sargent (1981, 1982) investigated
credible disinflations in models.
Credibility: Ireland (JMCB, 1997, “Stopping Inflations, Big and
Small”), Goodfriend and King (2005), Sargent (2022), Bonomo and
Carvalho (JMCB, 2010), Walsh (working paper presented at BOJ,
May 2022, “Inflation Surges and Monetary Policy”).
Learning: Barnett and Ellison (JMCB, 2013), Cogley, Matthes and
Sbordone (JME, 2015), Nunes (MD, 2009), Schaling and
Hoeberichts (DE, 2010), Bomfim, Tetlow, Von zur Muehlen and
Williams (working paper, 1997), Nicolae and Nolan (JMCB, 2006),
Gibbs and Kulish (EER, 2017), Lu, King and Pasten (JME, 2016),
Wieland (book chapter, 2009).

As one example, Gibbs and Kulish (EER, 2017, “Disinflations in a
Model of Imperfectly Anchored Expectations”) consider a model
with learning along with evolving credibility, and they fit the
model to a range of observed disinflations across time and place.
Their model attributes the cost of disinflation to the degree of
credibility.
19

Disinflation Today

20

C ENTRAL BANK CREDIBILITY TODAY
Compared with central banks in the 1970s, modern central banks
have considerable credibility.
This point is stressed especially by Nelson (2022).
Modern central banking is characterized by inflation targeting,
including the explicit naming of numerical inflation targets, and
a track record of trying to achieve those targets. This was not
part of the monetary policy regime in the 1970s.
Modern central banks also have political backing, by treaty in the
case of the ECB for the European Monetary Union, and by
statute in the U.S., to provide low and stable inflation outcomes
for their respective jurisdictions.
These developments largely occurred after and in response to the
1970s inflation.
However, Sargent emphasized the monetary-fiscal mix, not just
the credibility of the central bank.

21

T HE MONETARY- FISCAL MIX TODAY
The COVID-19 pandemic induced large-scale deficit spending
combined with accommodative monetary policy, including a
policy rate near zero along with large-scale asset purchases.
The spirit of the macroeconomic policy response to the pandemic
was to err on the side of too much rather than too little.
This could be thought of as risking a high-inflation regime, as the
monetary authority did not attempt to offset the inflationary
impulse unleashed by the fiscal authority.
In keeping with the spirit of Sargent (1981, 1982), what is now
required is a regime switch back to the previous, pre-pandemic
regime that featured inflation near target.
Is such a switch occurring?

22

D ISINFLATION TODAY

The regime shift back to the pre-pandemic monetary-fiscal mix
does appear to be taking shape in the U.S.
Fiscal situation in the U.S.: Additional large-scale deficit
spending appears to be less likely going forward.
Monetary situation in the U.S.: The Fed is committed to an
inflation target, and it has taken actions to increase the policy
rate sharply and to begin quantitative tightening (QT).
This might be interpreted as a regime switch back to the
pre-pandemic monetary-fiscal policy mix.
Is there a similar narrative for the EA?

23

T HE FINANCIAL MARKET REACTION

Financial markets have taken on board the probabilities around a
changed fiscal stance as well as the more aggressive Fed.
Consequently, medium- and longer-term inflation expectations
currently tend to be lower than shorter-term inflation
expectations, suggesting markets presently expect inflation to
come under control in the quarters and years ahead.

24

M EDIUM - AND LONG - TERM INFLATION EXPECTATIONS
LOWER THAN SHORT- TERM EXPECTATIONS

Percent

4
3

1yr-1yr fwd. U.S. CPI infl. swap
5yr-5yr fwd. U.S. CPI infl. swap
1yr-1yr fwd. EA HICP infl. swap
5yr-5yr fwd. EA HICP infl. swap

2
1
0
Jan 2020

Jan 2021

Jan 2022

Source: Barclays. Last observation: July 27, 2022.
25

Summary and Conclusion

26

S UMMARY

Here is a 2x2 matrix intended to illustrate the spirit of the
post-Volcker literature:

Private-sector
assessment

High

of Fed credibility

Low

Fed actions
Enhancing credibility
Reducing credibility
Poincaré: costless disinflation;
Erosion of credibility
soft landing
1970s: High and variable inflation
Volcker: costly disinflation
& volatile real economy

27

C ONCLUSION
Current inflation in the U.S. and the EA is near 1970s levels.
The Volcker disinflation was costly, but it was not credible
initially—Volcker had to earn credibility.
Sargent initiated a literature on costless disinflation (“soft
landings”) that emphasized inflation expectations as the key
variable, not the Phillips curve.
Subsequent literature illustrated how credibility might be earned
in models that depart from rational expectations.
The Fed and the ECB have considerable credibility compared
with their 1970s counterparts, suggesting that a soft landing is
feasible in the U.S. and the EA if the post-pandemic regime shift
is executed well.

28

R EFERENCES
[1] Barnett A. and M. Ellison (2013). “Learning by Disinflating,” Journal of
Money, Credit and Banking, 45(4), 731-46.
[2] Bomfim A., R. Tetlow, P. Von zur Muehlen, and J. Williams (1997).
“Expectations, Learning and the Costs of Disinflation. Experiments
using the FRB/US Model,” Board of Governors of the Federal Reserve
System FEDS Working Paper No. 1997-42.
[3] Bonomo M. and C. Carvalho (2010). “Imperfectly Credible Disinflation
under Endogenous Time-Dependent Pricing,” Journal of Money, Credit
and Banking, 42(5), 799-831.
[4] Cogley T., C. Matthes, and A.M. Sbordone (2015). “Optimized Taylor
Rules for Disinflation When Agents Are Learning,” Journal of Monetary
Economics, 72, 131-47.
[5] Gibbs C.G. and M. Kulish (2017). “Disinflations in a Model of
Imperfectly Anchored Expectations,” European Economic Review, 100,
157-74.
[6] Goodfriend M. and R.G. King (2005). “The Incredible Volcker
Disinflation,” Journal of Monetary Economics, 52(5), 981-1015.
29

R EFERENCES ( CONT.)

[7] Ireland P.N. (1997).“Stopping Inflations, Big and Small,”Journal of
Money, Credit and Banking, 29(4, pt. 2), 759-75.
[8] Lindsey D.E., A. Orphanides, and R.H. Rasche (2005). “The Reform of
October 1979: How It Happened and Why,” Federal Reserve Bank of St.
Louis Review, 87(2), 187-235.
[9] Lu, Y.K., R.G. King, and E. Pasten (2016). “Optimal Reputation Building
in the New Keynesian Model,” Journal of Monetary Economics, 84, 233-49.
[10] Nakamura E. (2022). “Inflation, Monetary Policy and the Phillips
Curve," keynote talk at the 9th Asian Monetary Policy Forum, May 27,
2022.
[11] Nelson E. (2022) “How Did It Happen?: The Great Inflation of the 1970s
and Lessons for Today,” Board of Governors of the Federal Reserve
System FEDS Working Paper No. 2022-037.
[12] Nicolae A. and C. Nolan (2006). “The Impact of Imperfect Credibility in
a Transition to Price Stability,” Journal of Money, Credit and Banking,
38(1), 47-66.
[13] Nunes R. (2009). “Learning the Inflation Target,” Macroeconomic
Dynamics, 13(2), 167-88.
30

R EFERENCES ( CONT.)

[14] Sargent T.J. (1981. “Stopping Moderate Inflations: The Methods of
Poincaré and Thatcher,” in T.J. Sargent (2013), Rational Expectations and
Inflation, 3rd ed., Princeton University Press.
[15] Sargent T.J. (1982). “The Ends of Four Big Inflations,” in T.J. Sargent
(2013), Rational Expectations and Inflation, 3rd ed., Princeton University
Press.
[16] Sargent T.J. (2022). “Rational Expectations and Volcker’s Disinflation,”
in Essays in Honor of Marvin Goodfriend: Economist and Central Banker, ed.
by R.G. King and A.L. Wolman, 279-87. Federal Reserve Bank of
Richmond.
[17] Schaling E. and M. Hoeberichts (2010). “Why Speed Doesn’t Kill:
Learning to Believe in Disinflation,” De Economist, 158, 23-42.
[18] Stock J.H. and M.W. Watson (2020). “Slack and Cyclically Sensitive
Inflation,” Journal of Money, Credit and Banking, 52(S2), 393-428.
[19] Walsh C.E. (2022). “Inflation Surges and Monetary Policy,” Bank of
Japan IMES Discussion Paper No. 2022-E-12.

31

R EFERENCES ( CONT.)

[20] Wieland V. (2009). “Learning, Endogenous Indexation, and Disinflation
in the New-Keynesian Model,” in Monetary Policy under Uncertainty and
Learning, ed. by K. Schmidt-Hebbel and C.E. Walsh, 413-50. Central
Bank of Chile.

32