The Inflation Update: July 2002
Stephen G. Cecchetti
16 August 2002

Columbus, Ohio

             First a few words about deflation:  Deflation is when prices are falling on average, it is not when some prices rise and some prices fall.  The objective of most central banks is to stabilize prices on average, which means some prices will be falling while some will be rising. Not everyone is going to be happy about this, especially the ones running the companies whose product prices are falling.  And the result will be news reports suggesting that something needs to be done about this “deflation.”  The something is monetary policy easing that will help firms get their prices rising again.  But the reality is that the prices that are falling are just the ones that are below average, and the closer the average is to zero, the more people there will be below zero.  That’s price stability, not deflation. It is a sign of policy success, not policy failure.

             That brings us to this morning’s CPI report in which the BLS reports inflation not deflation.  From June to July the all-items CPI rose a modest 1.3% (annual rate), while core measure increased slightly more.  For the month the CPI excluding food and energy rose 1.9 percent (a.r.) while the Median CPI computed by the Federal Reserve Bank of Cleveland went up by 3.0% (a.r.). 

             Today marked the start of the release of the new BLS “Chained Consumer Price Index” or CCPI.  The new index is designed to reduce the substitution bias arising from the use of fixed expenditure weights in the conventional CPI.  The data begin in January 2000 and because the series is so short, they are not seasonally adjusted (and I haven’t done it myself).  Nevertheless we can use the series to construct 12-month changes and compare them to the other CPI series.  Here’s how it looks for the 12 months ending July 2002. The conventional all-items CPI rose 1.5%, while the CCPI increased 1.1%; excluding food and energy, the conventional index is up 2.2% for the year, while the CCPI ex. food and energy rose 1.6%. While the correlation of the conventional and chained series is very high, gaps of 0.4 to 0.6 percentage points are much bigger than the 0.2 percentage points BLS statements had led us to expect. Instead, they are much closer to the 0.5- to 1.0-percentage point gap between the CPI and the chained PCE price index.  My tentative conclusion is that the bias in the standard CPI-based indices is larger than most of us had thought, and could still be a full percentage point.  That means we are probably looking at “true” inflation of about 1½%.

             Turing to the detail in this month’s report, housing and medical care price increases stand out yet again.  Medical care services prices rose 9% (a.r.) for the month and are up 5.3% over the past year. The concern over housing is now that the index, up 3.4% (a.r.) for the month and 4.2% for the year, is actually understating what’s really going on and that we are in for a shock over the next few months. 

            Overall, the report is no cause for panic.  Yes, the prices of goods are falling, but the prices of services rising.  This is certainly not deflation. What it means is that monetary policymakers can remain focused on reducing interest rates fast enough to ensure that the economy continues growing at a healthy rate of at least 3%.

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

Previous

All Items CPI

CPI ex Food & Energy

Median CPI

1 Month

0.0

1.9

2.3

3 Months

3.4

2.3

3.1

6 Months

2.3

2.1

3.2

12 Months

1.2

2.5

3.6

12 Months ending
July 2001

3.6 2.6 3.7

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Detail for Computation of the Median CPI

July 2002

Component

Annualized 1-month % change

Relative Importance

Cumulative Relative Importance

Car and truck rental       

54.0

0.1

0.1

Processed fruits and vegetables    

17.2

0.3

0.4

Motor fuel         

15.3

2.9

3.3

Motor vehicle insurance     

13.6

2.4

5.7

Motor vehicle fees           

11.3

0.6

6.2

Communication       

11.0

3.0

9.3

Tenants'  and household insurance    

9.3

0.4

9.6

Medical care services        

9.0

4.6

14.2

Fuel oil and other fuels   

8.7

0.2

14.4

Motor vehicle parts and equipment    

8.2

0.4

14.8

Education           

7.9

2.8

17.6

Nonalcoholic beverages and beverage materials

7.2

1.0

18.6

Fresh fruits and vegetables        

5.8

0.9

19.5

Used cars and trucks       

5.7

2.1

21.7

Medical care commodities     

5.3

1.4

23.1

Miscellaneous personal goods          

3.9

0.2

23.3

Miscellaneous personal services      

3.6

1.6

24.9

Owners' equivalent rent of primary residence  

3.4

22.5

47.4

Rent of primary residence   

3.0

6.6

54.0

Personal care services      

2.6

0.9

54.9

Water and sewer and trash collection services

2.1

0.9

55.7

Food away from home         

2.0

6.3

62.0

Meats, poultry, fish, and eggs      

1.5

2.3

64.3

Alcoholic beverages         

1.3

1.0

65.4

Recreation           

1.1

6.0

71.4

Household furnishings and operations  

0.0

4.8

76.2

Men's and boys' apparel      

0.0

1.1

77.3

New vehicles      

0.0

5.0

82.3

Tobacco and smoking products          

-0.5

1.0

83.2

Motor vehicle maintenance and repair 

-1.3

1.4

84.7

Other food at home         

-1.5

1.8

86.5

Cereals and bakery products         

-2.4

1.3

87.8

Dairy and related products          

-2.8

0.9

88.7

Gas (piped) and electricity         

-4.4

3.4

92.1

Personal care products      

-6.0

0.7

92.8

Women's and girls' apparel   

-10.9

1.8

94.6

Lodging away from home      

-12.4

2.7

97.3

Footwear            

-16.4

0.9

98.2

Infants' and toddlers' apparel        

-17.6

0.2

98.4

Jewelry and watches          

-20.2

0.4

98.8

Public transportation        

-22.8

1.2

100.0