The Inflation Update: February 2005
Stephen G. Cecchetti
23 March 2005

Waltham , Massachusetts

It is now official.  In yesterday’s statement accompanying the announced 25 basis point increase in the federal funds rate target, the FOMC said: “Pressures on inflation have picked up in recent months and pricing power is more evident.”  Within 20 minutes of the 2:15pm (EST) release of the Fed’s decision, the yield 10-year U.S. Treasury note rose from 4.41% to 4.63%.

This morning’s BLS release adds to the accumulated evidence that inflation is rising.  For the month of February, the all-items CPI rose 4.5% at an annual rate (a.r.), and is now up 3.0% in the past 12 months.  And this is not all energy price increases.  Core measures are up as well.  The traditional CPI excluding food and energy rose 3.1% (a.r.) for the month, while the median CPI computed by the Federal Reserve Bank of Cleveland was up 2.7% (a.r.).  Over the past year, these two core inflation indexes are up 2.4% and 2.4% respectively.

The detail of the report includes two noteworthy items.  First, owner equivalent rent (OER) increased 2.7% (a.r.) for the month, above its recent 2.5% trend.  As a result, core service prices (services excluding energy services) accelerated a bit, rising at a 3.7% annual rate in February, substantially above the 3.0% trend of the past 2 years.  Second, core goods prices (commodities excluding food and energy commodities) were unchanged.  This would be good news if it weren’t for the fact that the FOMC told us yesterday that we should be worried about it.

This brings us to monetary policy:  What will happen for the remainder of this year?  Will the FOMC be content to continue with quarter-percentage-point increases?  Will Committee members be happy if the federal funds rate reaches a neutral level of 4 to 4.5% this fall?  Or are policymakers going to tighten more quickly?  As I have pointed out repeatedly, a policy change today affects inflation in 18 to 24 months.  This means if policy were neutral today, we would expect inflation to continue to rise until the end of 2006.  Rise, that is, from a current trend that is slightly over 2.5%.  This suggests that without prompt action, we are headed for inflation of 3%.

Yesterday’s statement has some evidence that at least some FOMC members understand this and are considering picking up the pace.  For those of you who haven’t read it, I recommend taking a minute to read the March 22 statement.  Here’s the link: www.federalreserve.gov/boarddocs/press/monetary/2005/20050322/. 

There are two observations to make about the statement.  First, the Committee is now clear that policy actions will be required to keep the upside and downside risks of inflation equal.  Second, financial markets are being put on notice that increases in inflation will elicit a response that is more aggressive than we have seen thus far.  My own view is that, with inflation heading above 2.5%, now is the time to start moving more quickly.

Consumer Price Inflation, Various Measures
(Through February 2005, all data s.a. at an annual rate)

Previous

All Items CPI

CPI ex Food & Energy

Median CPI

1 Month

4.5

3.1

2.7

3 Months

1.7

2.4

2.7

6 Months

2.9

2.6

2.2

12 Months

3.0

2.4

2.4

12 Months ended February 2004

1.7

1.2

1.9

For previous updates, as well as my occasional essays on current policy issues,Please visit my home page:
www.brandeis.edu/~cecchett

Detail for Computation of the Median CPI

March 2005

Component

1-month percent change

Relative importance (Normalized)

Cumulative relative importance

Motor fuel         

45.97

3.8

3.8

Car and truck rental       

27.46

0.1

3.9

Fuel oil and other fuels   

18.43

0.3

4.2

Lodging away from home      

13.97

3.0

7.2

Miscellaneous personal goods         

13.34

0.2

7.4

Gas (piped) and electricity         

10.51

3.8

11.2

Footwear            

10.29

0.8

11.9

Water and sewer and trash collection services

7.78

0.9

12.9

Medical care services        

7.53

4.7

17.6

Personal care products      

6.45

0.7

18.3

Personal care services      

6.11

0.7

18.9

Education           

5.81

3.0

21.9

Alcoholic beverages         

5.70

1.0

22.9

Tobacco and smoking products          

5.48

0.8

23.8

Medical care commodities     

4.50

1.5

25.3

Food away from home         

3.84

6.2

31.5

Meats, poultry, fish, and eggs      

3.32

2.3

33.8

Motor vehicle parts and equipment    

3.30

0.4

34.1

Rent of primary residence   

2.84

6.2

40.3

Owners' equivalent rent of primary residence  

2.67

23.4

63.8

Tenants'  and household insurance    

2.04

0.4

64.2

New vehicles      

1.74

4.8

69.0

Miscellaneous personal services      

1.62

1.5

70.4

Cereals and bakery products         

1.16

1.2

71.6

Motor vehicle fees          

0.91

0.5

72.1

Used cars and trucks       

0.88

2.1

74.2

Public transportation        

0.58

1.0

75.2

Communication       

0.00

2.9

78.1

Motor vehicle insurance     

-0.36

2.5

80.7

Nonalcoholic beverages and beverage materials

-1.68

0.9

81.5

Motor vehicle maintenance and repair 

-1.75

1.4

82.9

Household furnishings and operations  

-1.89

4.4

87.3

Men's and boys' apparel      

-2.02

1.0

88.3

Recreation           

-2.18

5.8

94.1

Other food at home         

-2.86

1.7

95.8

Jewelry and watches          

-4.60

0.3

96.1

Women's and girls' apparel   

-7.28

1.6

97.7

Infants' and toddlers' apparel        

-7.75

0.2

97.9

Processed fruits and vegetables    

-7.85

0.3

98.2

Fresh fruits and vegetables        

-8.29

1.0

99.1

Dairy and related products          

-9.40

0.9

100.0