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Nobel laureate Robert Shiller breaks down the psychological forces that will determine the severity of the next recession - and says Great Depression parallels are still alive and well

Sep 13, 2019, 00:24 IST

Robert Shiller, one of three American scientists who won the 2013 economics Nobel prize, attends a press conference in New Haven, Connecticut October 14, 2013.REUTERS/Michelle McLoughlin

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  • Robert Shiller - the Nobel laureate and famed Yale University economist - described in a New York Times column how market narratives can infest investor psyche, exacerbating the size and direction of economic events in a sometimes self-fulfilling way.
  • He also explains how Great Depression parallels are still alive and well, and outlines how people tie current trends to historical events in the absence of explanation.
  • Click here for more BI Prime stories.

When it comes to economic cycles, you have a better chance of getting stuck by lightning than predicting the size, severity, and timing of the next recession.

There are simply too many variables, and some of the most important are impossible to accurately quantify. Yet the forecasts persist at a consistent clip.

But Robert Shiller - the Nobel laureate and famed Yale economist - thinks investors are severely limited in their recessionary forecasts. And he believes a thorough examination of market narratives is the key to improving their odds of success.

"The probability that a recession will come soon - or be severe when it does - depends in part on the state of ever-changing popular narratives about the economy," he penned in a recent New York Times column.

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He continued: "These are stories that provide a framework for piecing together the seemingly random bits of information that one picks up from friends, the news or social media."

Shiller's argument stems from peoples' natural instinct to attach explanations and reasoning for every last event that occurs. Those prevailing narratives then, in turn, provide the foundation for forecasts and expectations.

He says we're ultimately influenced by the information we're exposed to. We hear something, and we repeat it. Then it builds and spreads at a rapid pace. Shiller thinks identifying how these psychological elements fit together is key for understanding how booms or busts manifest.

"For consumers, these narratives affect decisions on whether to spend or save, whether to take a demanding or an easy job, whether to take a risk or stick with something safer," Shiller said.

He added: "For businesspeople, the prevailing narratives affect deliberations on whether to hire more help or lay off employees, whether to expand or retrench or even start a new enterprise."

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In other words, Shiller is attributing economic activity - or the lack thereof - to shifts in sentiment and stories. He also places major emphasis on how profound and contagious these ideas are. In his mind, looking at the economic milieu from this lens provides better insight than hard data, as peoples feelings change much faster than underlying fundamentals.

Read more: JPMorgan's investment-strategy chairman lays out 3 reasons why the US will avoid recession through 2020

In his new book, "Narrative Economics: How Stories Go Viral and Drive Major Economic Events," Shiller provides examples of how prevailing narratives can suddenly turn into epidemics, exacerbating the direction, size, and severity of market moves.

He provides a few examples:

  • Public confidence or the lack of it
  • Social norms regarding extravagance or modesty in consumption
  • Real estate booms and busts
  • Stock market bubbles

If these narratives sound familiar, it's because you can tie them to just about any past economic boom or bust. Their influence - although difficult to quantify - determines how much velocity ends up being behind a market move.

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In today's environment, an inverted yield curve and a raging trade war have influential financial personalities and institutions sounding the alarm on a possible recession. Shiller says these negative thoughts tend to feed on each other, turning an idea into a reality that affects economic decision making.

It becomes a self-fulfilling prophecy - a story that turns into a real-life epidemic.

Great Depression parallels

To further his point, Shiller references major historical events like the Great Depression.

"The number of articles in the ProQuest News & Newspapers database containing the words 'Great Depression' rose fivefold from 2007 to 2008," he said.

His point is that, at the height of emotional vulnerability - and in the absence of a material explanation - peoples' familiarity with the story of the Great Depression made for an easy comparison.

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And, regardless of merit, Shiller says it's still going on.

"The Great Depression narrative is still alive, though it does not dominate at the moment," he said in the column. "President Trump's exuberant speeches, if one believes them, still encourage big spending and confidence. Yet older, troubling narratives are waiting to become viral again."

Shiller continued: "New crises that shake up the economy often surprise economists because no exogenous cause appears to be a sufficient explanation for a downturn. People begin to suddenly frame current events in the context of stories they had heard many times before."

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