The Inflation Update: February 2002
Stephen G. Cecchetti

21 March 2002

Columbus, Ohio

We are facing a constant barrage of forecast revisions.  Analysts now predict high growth with low inflation of into the “foreseeable” future.  But the record for economic forecasting over all but the shortest horizon is not very good, and so the foreseeable future isn’t very distant.  Still, prognosticators now see interest rate increases through the remainder of the year, with the funds rate reaching 3% by the beginning of 2003.  I find the psychology of this all very interesting. People that spend their days in financial markets have an amazing ability to change their minds, discarding what they thought, said and wrote just a few days earlier.  I have a much harder time breaking with my previous ideas – my understandings of economic fundamentals just don’t change that easily. What that means today is that I continue to believe that inflation and real growth are converging to a level just over 3 percent, and so the trend in nominal growth is heading to 6 percent.

February’s CPI report is not “benign,” to use a term common among policymakers.  For the month, the headline CPI increased by 2.7% at an annual rate (a.r.), but with energy prices falling, core measures rose by even more.  The CPI excluding food and energy was up 3.2% (a.r.), while the Median CPI of the Federal Reserve Bank of Cleveland jumped by 4.2% (a.r.).  Over the past twelve months, the two core measures are up 2.6% and 3.9% respectively.

The detail of the report confirms the fears expressed in last month’s update.  There I wrote that the primary risk we faced was that goods prices would stop falling and services prices would continue rising at the rate they had established.  Well, after reading this morning’s CPI report, I am even more convinced of that view. After falling steadily for some time, core good prices, as measured by the price of commodity excluding food and energy commodities were flat last month. Meanwhile, core service prices (services excluding energy services) rose a startling 5.2% (a.r.).  As I feared, this acceleration is a result of housing price inflation. The shelter index, which includes the housing costs for both renters and homeowners and accounts for 40% of the CPI excluding food and energy, was up 6% (a.r.) for the month, and is now 4.7% above its level of February 2001 

It could be that I’m just being stubborn, and should really take a lesson in mental agility from my forecaster friends.  But I can’t seem to shake the view that the medium-term inflation trend is 3%.  Every month I keep hoping that the data will dissuade me of this view, and start building a case for the predictions that core CPI inflation will fall below 2% by the end of the year.  I continue to believe that controlling inflation will require substantial monetary policy tightening this year with the federal funds rate returning to a neutral level of at least 5% by mid-2003. If inflation continues to rise through the summer, then interest rates may have to go even higher.


Consumer Price Inflation, Various Measures
(Through February 2002, all data at an annual rate)

Previous

All Items CPI

CPI ex Food & Energy

Median CPI

1 Month

2.7

3.2

4.2

3 Months

1.1

2.1

3.3

6 Months

0.7

2.6

3.6

12 Months

1.1

2.6

3.9

12 Months ending
February 2001

3.5 2.8 3.3

For previous updates, as well as my occasional essays on current policy issues,
Please visit my home page:
 Steve Cecchetti's Homepage

Detail for Computation of the Median CPI

February 2002

Component

Annualized 1-month % change

Relative Importance

Cumulative Relative Importance

Tobacco and smoking products          

56.7

0.9

0.9

Fresh fruits and vegetables        

43.5

1.0

1.9

Car and truck rental       

38.9

0.1

2.0

Infants' and toddlers' apparel        

23.3

0.2

2.2

Lodging away from home      

22.5

2.7

4.9

Footwear            

18.5

0.9

5.8

Women's and girls' apparel   

18.0

1.8

7.6

Motor vehicle insurance     

14.1

2.3

9.9

Education           

10.3

2.8

12.7

Medical care commodities     

5.3

1.4

14.1

Cereals and bakery products         

5.0

1.3

15.4

Owners' equivalent rent of primary residence  

4.6

22.4

37.9

Tenants'  and household insurance    

4.6

0.4

38.2

Motor vehicle maintenance and repair 

4.6

1.4

39.7

Rent of primary residence   

4.4

6.5

46.2

Processed fruits and vegetables    

4.3

0.3

46.5

Food away from home         

4.2

6.3

52.8

Alcoholic beverages         

4.0

1.0

53.8

Medical care services         

2.5

4.5

58.4

Personal care products      

2.3

0.7

59.1

Miscellaneous personal services      

2.2

1.6

60.7

Dairy and related products          

1.4

0.9

61.6

Recreation           

1.1

6.1

67.7

Water and sewer and trash collection services

1.1

0.9

68.5

Personal care services      

0.6

0.9

69.5

Motor vehicle fees          

0.0

0.6

70.0

Men's and boys' apparel      

-1.0

1.1

71.1

Motor vehicle parts and equipment    

-1.1

0.4

71.6

Motor fuel         

-1.2

2.5

74.1

Household furnishings and operations  

-1.8

4.9

78.9

Meats, poultry, fish, and eggs      

-2.2

2.3

81.2

Communication       

-3.8

3.1

84.4

Nonalcoholic beverages and beverage materials

-4.2

1.0

85.3

Miscellaneous personal goods         

-4.9

0.2

85.6

Other food at home          

-5.8

1.8

87.4

Public transportation        

-6.7

1.2

88.6

Used cars and trucks       

-8.2

2.2

90.8

New vehicles      

-10.5

5.1

95.9

Fuel oil and other fuels   

-14.3

0.2

96.1

Gas (piped) and electricity         

-14.9

3.5

99.6

Jewelry and watches          

-46.4

0.4

100.0