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I Stumbled Upon A Hidden Trove

When hunting around to find something interesting to read about bitcoin I came across this survey:
It was published on June 3, 2021 by Parthajit Kayal, Assistant Professor (Finance Area), Madras School of Economics and Purnima Rohilla, Madras School of Economics (MSE)
This article is a survey of published academic papers about bitcoin. You can download the 21 page article through the link. The list of cited articles is substantial, and most of these have not likely been read by your typical bitcoiner.
I really want @Undisciplined, a real economist, to read the whole thing, including all of the source material, and give us his opinion, but I resent when people give me homework, unsolicited, so I won’t push.

What You Might Find

Even if you’re not an economist, you might find something that draws your attention. For instance, in the section on Price Dynamics, I found this intriguing and questionable passage:
Using Economic Freedom Index, Viglione (2015) studies the role of governance and other related factors in determining the price of Bitcoin as measured by the willingness of users to pay a premium. This work exhibits that real interest rates, tax burden, and investment freedom across different countries is significant in determining Bitcoin prices. In contrast, inflation rates and monetary freedom across boundaries have no impact on Bitcoin prices.
Some of the arguments mentioned in the survey seem ridiculous, like this one:
Bitcoin may have a fixed supply but the digital currency market is not fixed overall. There are more than two thousand digital currencies available to date and new currencies are getting launched often."
Others are prescient, like this one, which seems to support small blockers before the war started:
An older study by Houy (2014) analyses the economics of Bitcoin transaction fees and finds that efficiency is enhanced by implementing transaction fee and limited block size in mining.
Here’s another passage that caught my eye:
As noted by Yermack (2015) and Ali et al. (2014), a fixed supply will lead to deflation which will, in turn, lead to high welfare destroying volatility. It will be a difficult task indeed to match the variation in demand. Ali et al. (2014) propose that a more flexible system is required to respond to varying demands. One way is to have an adjustable growth rate of currency supply and another is a decentralized voting mechanism. While some researchers predict a possibility of deflation, Lo and Wang (2014) throw light on a possible scenario of hyperinflation if the central bank chooses to oversupply currency. These possible scenarios of deflation and inflation are ruled out by Iwamura et al. (2014b) as they argue that fixed supply will only negatively impact the profitability of mining activity but not lead to a deflation-like situation.
I take issue with the assumption that deflation will automatically lead to “welfare destroying volatility.” or the idea of an adjustable growth rate of currency supply to achieve it.

Final Thoughts

I have barely scratched the surface. The survey and articles will provide plenty of rabbit holes for armchair amateur economists like me, and maybe even some professionals like @Undisciplined
I would recommend Josh Hendrickson's working paper from earlier this year,
In it, he explains that what mainstream economists SAY about bitcoin is not the same as what mainstream economics says. Lots of credible commitment, Kocherlakota record-keeping, savings vehicles across time (Thomson/Klein), and debunking bubble or Ponzi claims (since those require inside/private information whereas Bitcoin is fully transparent).
Nice extracts: "given the broad implications of mainstream monetary theory, this (long) discussion reveals that there is nothing about bitcoin that would obviously preclude it from serving as money"
"To my mind, all of these things make Bitcoin worthy of study. And yet, many of my colleagues in the economics profession seem to disagree. A number of prominent voices in the profession enjoy publicly denouncing bitcoin as some sort of scam or an example of a classic asset bubble (many of them don’t understand asset bubbles either, so they can be forgiven for the confusion). This attitude seems to have created a view within the Bitcoin community that mainstream economics cannot help you to understand bitcoin"
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Excellent. Thanks for calling this out, I had not seen it before.
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Thanks very much for adding to the discussion.
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Review of Athey's paper: #727081
I chose this one first because her name immediately caught my attention. I consider her a very good and credible economist, so I wanted to see what she had to say about Bitcoin.
Plus, the paper is a good starting point because it's about what gives Bitcoin its value.
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84 sats \ 0 replies \ @Golu 17 Oct
Noted sir. It looks like we can learn a lot from this. I'll be reading it later on. Bookmarked.
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Your wish is my command, but you should also have petitioned @SimpleStacker to take a looksie.
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Cool, I'll take a look too.
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Great!
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There is a lot here. I may try to take a deeper look at some of the individual sources and make a series of posts about it (article reviews). I'll try to pick ones that may be of interest to the broader bitcoin/SN community as a whole.
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I'm looking forward to reading what you produce.
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Me too. I'm just going to keep working through it and leaving my comments in this post.
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I'm glad you guys are weighing in. When I was reading about "adjustable growth rate of currency supply" in the survey, I wonder if the underlying article got into tail emissions like @petertodd raised here
that caused so much debate?
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As noted by Yermack (2015) and Ali et al. (2014), a fixed supply will lead to deflation which will, in turn, lead to high welfare destroying volatility. It will be a difficult task indeed to match the variation in demand. Ali et al. (2014) propose that a more flexible system is required to respond to varying demands. One way is to have an adjustable growth rate of currency supply and another is a decentralized voting mechanism. While some researchers predict a possibility of deflation, Lo and Wang (2014) throw light on a possible scenario of hyperinflation if the central bank chooses to oversupply currency. These possible scenarios of deflation and inflation are ruled out by Iwamura et al. (2014b) as they argue that fixed supply will only negatively impact the profitability of mining activity but not lead to a deflation-like situation.
This passage really demonstrates how confused modern macro is. Full disclosure: I didn't even peak at a single one of these articles.
In a monetary sense, "deflation" means decreasing supply, so it's directly contradictory to say a fixed money supply is deflationary. Of course, these are the kind of people who start talking about deflation whenever price inflation falls below 2%.
Now, it is true that bitcoin is actually deflationary (or at least it will be), because of lost/stranded bitcoin. The history of prices on the gold standard would seem to directly refute the claim about "welfare destroying volatility", as prices were so stable over the course of centuries that people thought of them as almost innate properties of goods. Compare that to today, when we're constantly shocked at how much prices have changed for everything.
Then, the comment about adjustable growth rates seems to come from someone who doesn't understand one of the core Misesian insights about money: any amount of money is enough to facilitate economic transactions, since money is divisible.
The author of the main article seems to have confused himself talking about hyperinflation and central bankers as though it's a counterpoint to the deflation concerns. It wouldn't be bitcoin that's hyperinflating, or if that's what those authors did say then they're morons. Bitcoin deflating and fiat inflating are completely disconnected phenomena.
The final point about fixed supply ultimately hurting miners' profits might be right. I've read people making it before. It depends on the purchasing power of bitcoin, which would stabilize at full adoption, while competition between miners drives fees down. Until then, mining profits could increase, decrease, or go sideways. Where that author is slightly wrong is in not recognizing that bitcoin really doesn't have a fixed supply.
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prices were so stable over the course of centuries that people thought of them as almost innate properties of goods.
So do my kids, whose only exposure to economic transactions is video games :D
But to your broader point, yes, this paragraph was not very enlightening. The Iwamura paper looks interesting though, since it discusses the long run profitability of mining, one of the key debate topics within Bitcoin.
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Ok, I read the Iwamura (2014) paper as well. It's only 15 pages, unpublished, and not even really a paper per se as there's no model or empirical analysis. It's just the authors discussing bitcoin with words and logic. Not necessarily problematic, but I didn't find anything inside that helped me better understand the long-run viability of bitcoin mining or the debate over deflationary money supply.
When it comes to the issue of deflation and mining profitability, the survey paper seems to be referring to a single paragraph in Iwamura:
Why did Nakamoto (2008) set a limit of total Bitcoin issues? Because he seemed to believe that a decreasing supply of money will not lead to inflation. A geometrical reduction of the money supply rate does not necessarily create deflation. But it will create a sharp drop in the profitability of mining activity, even if we take into account of technological growth based on the Moore’s Law. We think it is this real factor that determines inflation and deflation in the Bitcoin ecosystem.
Honestly, I didn't quite understand that. And it didn't come from a model or data or anything, just stated without evidence. It wasn't really a focus of the paper, and I'm a bit surprised the survey paper included this when discussing deflationary supply.
Interestingly, the paper very much reflects 2014-era thinking: a more idealistic time before the explosion of scam coins. The paper thinks that competition amongst many crypto will be healthy and that ultimately a crypto with better properties will supplant Bitcoin. The authors would definitely get called shitcoiners here on SN :)
The paper even proposes what it thinks would be properties of an "ideal" cryptocurrency, but these are stated in very abstract rather than practical terms. For example:
"The marginal cost of [ideal crypto] production must be discounted by the technological growth via the Moore’s Law and operational specifications of [ideal crypto]."
Not particularly helpful, imo.
All in all, this paper seemed like just a simple discussion of the authors' high-level thoughts and opinions, not a real serious analysis of the issues, so I'm a bit surprised it was cited in the survey paper.
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It seems like the expectations would be for bitcoin mining to approximate perfect competition, regardless of those factors. I'm not sure how someone would get much traction trying to model actual profits.
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Reading through the first cited paper (Aalborg et al. 2019), a couple of things come to mind immediately:
  1. Mainstream economists have a shockingly poor understanding of bubbles (not shocking to me anymore, but you would be shocked, Dear Reader).
  2. Mainstream economists don't realize that when they're doing econometric analysis it is at best an exercise in economic history.
The first point is relevant to the multiple concurring expert opinions that bitcoin is in a speculative bubble, back in 2015, just based on the amount of speculative investment. These people do not understand the role of entrepreneurship at all.
The second point means that economists are going to think the same factors drive Bitcoin trading volume in 2024 as in 2015.
I don't think these authors (or perhaps their reviewers) have much confidence in their methodology, because they avoid describing their findings as "causal" and opt for the safer language of "predicts". They deserve credit for having appropriate humility, but if they aren't making causal claims then I don't need to pick them apart.
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Thanks for this. I was wondering as I was going through it whether it would make a difference if the survey was done from post 2021 papers. I'm sure this stuff is still being cranked out, but it would be tough to find them all in one place.
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It would make a huge difference. One thing to keep in mind is that there are significant lags in research. By the time a paper comes out the data could easily be several years out of date, as well as the approach and hypotheses.
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Here's a passage from the introduction of the Ciaian and Rajcaniova (2016) paper.
Among the BitCoin features, which may facilitate its use as a currency, we have identified low transaction costs, high anonymity and privacy, learning spillover effects, infinite divisibility and no inflationary pressures.
Among the BitCoin features, which may impede its use as a currency include the absence of a legal tender attribute, difficulty to procure BitCoins, relatively high fixed costs of adoption, dependence on network externalities, absence of an institution enforcing dispute resolution, absence of BitCoin denominated credits, deflationary pressure, extremely high price volatility, and issues with cyber security.
I think that's a very fair set of factors, for 2016. Some of the impediments have improved tremendously in the past 8 years and they are all things that can improve (except for deflationary pressure, which is a fake impediment).
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being a virtual currency, BitCoin is more vulnerable to cyber-attacks than traditional currencies
ROFL!
That clearly came from someone with no clue about how either bitcoin or modern banking/finance work.
It's not a particularly important part of the paper, but it's really damn funny.
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This paper discusses the lack of bitcoin credit markets as one of the major obstacles to becoming a medium of exchange. In one sense, I agree with this, but the authors don't seem to understand that you can have functioning credit markets without fractional reserve banking.
Bitcoin credit markets would function exactly like credit markets were supposed to work on the gold standard (bitcoin just prevents the rampant cheating that occurred). A lender (mortgage provider or credit card company, for instance) would have to hold the bitcoin first and would then allow customers to spend it on condition of repaying them with interest. It's not that hard to understand, as it's how most normal people think the current finance system works.
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This Viglione paper looks interesting, but it isn't about bitcoin, per se. The author is taking advantage of bitcoin's properties as a globally available asset, to study how different institutions affect pricing. Bitcoin is ideal for this because it has such low transactions costs (like transportation, for instance) that it should be able to move across borders very easily.
What's important to realize about this paper is that it's about the differences in bitcoin prices across countries (price premia), not about bitcoin's actual purchasing power.
So, inflation being found to be insignificant, doesn't mean that bitcoin doesn't appreciate with inflation. It means that bitcoin doesn't appreciate disproportionately to inflation: i.e. the price premium doesn't increase with inflation.
Here's a nice excerpt from the conclusion of the paper:
Standard finance theory would suggest inter-market price differences exist because of microstructure characteristics like trading volume and bid-ask spreads. These factors do explain part of the price differences, but there is a missing piece to the puzzle that seems to be explained by proxies to a variety of economic freedom measures that cause large enough frictions to limit arbitrage.
The "mystery" being investigate is why there are cross-border price differences in an asset like Bitcoin, when the naive expectation would be that arbitrage would quickly resolve those differences.
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It's a good one. It's not even about Bitcoin, but here are some excerpts:
Can currency be efficiently provided by competitive markets?
If suppliers of currency cannot commit to their future actions, then competition loses its bite. Once agents hold a particular currency, there may be an incentive for the issuer to inflate the price of goods in terms of this currency, thereby reducing its outstanding liabilities.
Cough cough government fiat printing cough
Trust may solve the time inconsistency problem in the supply of money.
With commitment, currency competition achieves the efficient (Friedman rule) monetary equilibrium, as Hayek (1976) envisioned.
With full commitment, Hayek's conjecture that efficient monetary equilibria can be achieved through currency competition is verified.
And, although the paper doesn't mention Bitcoin... we know that one of Bitcoin's key features is its commitment to the future monetary policy. It explains why ossification is important for Bitcoin. It also explains why shitcoins are shit, because there is no trust in the issuer's ability to commit to a future path.
Looks more and more like economic theory is supportive of Bitcoin... I'm looking forward to reviewing this :)
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Excellent. I hope to finish it tomorrow. As always I look forward to your review.
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Sorry Siggy, I lost steam on this and now I'm having trouble loading the paper. We'll just have to wait for @SimpleStacker's much more thoughtful reviews to come out.
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I've been there. I hate homework. The good news is there is no deadline.
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I'm gonna try to do more. Might be hard for me to get to more than 1 or 2 a week though :)
In a way, this is something I should do anyway. If I want to write a bitcoin paper some day, I'll need to know the literature first.
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That seems like a very reasonable schedule. I definitely don't want to read more than one or two of these a week (the papers, not your reviews).
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Looking forward to what you produce, whenever you can find the time.
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Evans (2014) refers to Bitcoin and other digital currencies as a long-lived asset of which the value at any point in time reflects its expectations about the future value and a change in this expectation can change the value further.
The study also claims that even though Bitcoin appears as highly volatile in the short-run, it will stabilize over a longer period of time.
That first chunk is really important and was the motivation for my post Reflections from the Nakamoto Simulator. The time to adoption, as well as the ultimate share of adoption, make a huge difference in present discounted value of bitcoin. I concluded that the current price should be roughly $1M, but someone who thinks adoption will be half as fast will come up with a much lower estimate.
The second chunk is a recurring conclusion that many authors reached and it is what we've seen with additional years of observation.
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By the way, i've bookmarked this post so I can come back to it. I'll try to give a careful reading to as many of the papers as I can.
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Thanks. I'm looking forward to learning from you guys.
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Something that I think the author as well as the cited authors are missing, and it's making the writing confusing, is that the price of bitcoin should be treated like an exchange rate.
They're talking about the supply side dynamics of bitcoin exchange rates, but seem to be confusing themselves by saying bitcoin has a precisely known supply. By that logic, gold and silver have almost perfectly known supplies, because we know how much is in the Earth/Solar System/Universe.
The supply of bitcoin, as it pertains to the exchange rates, is what the current holders are willing to exchange it for. That's much more complicated, since many of us simply will not exchange our bitcoin for dollars, while others are just day-trading, and everything in between.
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It would seem to render the analysis useless then, no? I wonder if there is a way to bring this to mainstream economist's attention. Maybe a co-authored paper from you and @SimpleStacker?
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I'm not a macro guy and I don't think he is either.
Edit: I'm not sure it renders the analysis useless, but it makes it unsurprising that they didn't identify any supply side drivers. They're thinking about bitcoin as something that is being produced for the sake of fiat profits.
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Yeah, not a macro guy either. I would like to write a paper on Bitcoin one day, but that may be a pipe dream given the amount of effort it takes to start a new research agenda.
As to the point on supply curves, I also wouldn't say it renders the paper useless, but it really depends on the papers' goals. Again, i'd have to take a deeper dive which I'm really looking forward to, just gotta find time.
Also, interesting tidbit, Coinbase's UI shows the depth chart of bitcoin, i.e. the current buy orders at each price level and the current sell orders at each price level. I use that to show a visualization of supply and demand in my intro to micro class.
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Coinbase's UI shows the depth chart of bitcoin, i.e. the current buy orders at each price level and the current sell orders at each price level.
No doubt that also has myriad problems, but at least it's the right concept.
Edit: It looks like this Brandvold paper uses exchange information from Mt. Gox to analyze price dynamics.
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Here's a spectacularly stupid tidbit summarizing Baur and Dimplf (2017):
They declare Bitcoin as unfit to be used as currency since the high volatility feature adversely affects its store of the value property.
As though rapid, but volatile, appreciation is less desirable than smooth depreciation, for a store of value.
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