EH.Net Mailing List Archive: SocSec

[SocSec] PE ratio of 100 to have a 6.5 percent return on PRA

Andrew Samwick (andrew.samwick at dartmouth.edu)

Wed Feb 2 10:27:28 EST 2005

Krugman's calculations hold that dividend yields will remain at about 3   
percent over the projection period.  This generates an exploding PE   
ratio.  Instead, the inconsistency he is pointing out might be   
rephrased as:  
  
"Because of the low rate of economic growth, those holding to a 6.5   
percent return are assuming an unrealistically high dividend yield."  
  
On my blog, http://voxbaby.blogspot.com, I consider the possibility   
that dividend yields will rise as the elderly, with their high marginal   
propensities to consume, comprise more of the population.  In a   
nutshell, the elderly demand higher dividend payouts so they can   
consume their wealth, and this allows the PE ratio to remain stable,   
even with solid returns to capital and low economic growth.  
  
Andrew  
  
*****  
  
Professor Andrew A. Samwick  
Director, The Nelson A. Rockefeller  
   Center at Dartmouth College