The Econmist - USA (2021-11-06)

(Antfer) #1
TheEconomistNovember6th 2021
Graphic detail Inflation

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The used-car conundrum


C


onsumer-priceinflation  has  risen  to
5.4%  in  America,  the  highest  in  30
years.  On  November  3rd  the  Federal  Re­
serve said it would taper bond purchases, a
step  towards  higher  interest  rates.  Most
economists  say  that  this  bout  of  inflation
is a result of temporary disruptions caused
by covid­19, and that it will pass. But some
think it presages a longer­term trend.
A  leading  argument  by  inflation  doves
has been that just a few items have caused
a large share of total price increases. In the
quarter  to  August  used  cars,  hotel  rooms
and airfares made up less than 5% of Amer­
ica’s  consumer­price  index,  but  together
accounted for the majority of overall infla­
tion.  “This  is  really  extreme,”  Paul  Krug­
man, an economist, wrote at the time, “and
does suggest transitory bottlenecks rather
than broad­based inflation pressure.”
This  case  rests  on  two  claims,  which
both merit scrutiny. One clearly stands up:
when  compared  with  past  periods  with

similar inflation, current price rises are in­
deed unusually concentrated. The other—
that inflation is likely to slow down as a re­
sult—is also broadly true. However, this ef­
fect is too small for the Fed to breathe easy.
To test these hypotheses, we built a da­
taset  of  price  levels  since  1959  for  every
item—from  housing  to  lottery  tickets—in
the  personal  consumption  expenditures
(pce) index, one of the Fed’s preferred met­
rics.  For  each  rolling  12­month  period,  we
calculated  a  measure  of  how  much  price
changes  vary  between  items:  their  stan­
dard  deviation.  When  a  few  components
account  for  a  large  share  of  inflation,  this
number  is  high.  When  most  items’  prices
change by similar amounts, it is low.
In general, standard deviations are cor­
related with inflation: the higher the aver­
age  increase  in  prices,  the  more  specific
items’ price changes differ from each oth­
er. However, some eras were unusual, with
inflation  that  was  either  low  but  concen­

trated, or high but broad. To identify such
outliers,  we  measured  the  “excess”  con­
centration of inflation in each time period:
the gap between the actual standard devi­
ation of price changes and what you would
expect based on overall inflation.
This  measure  is  now  abnormally  high.
During the year to May inflation was more
excessively  concentrated  than  in  97%  of
rolling  12­month  periods  since  1961.  It  has
dipped slightly as used­car prices have lev­
elled off, but still sits in the 89th percentile.
What  does  this  mean  for  future  infla­
tion? Historically, when excess concentra­
tion has been high, the present has been a
poor guide to the future. When inflation is
above its ten­year average, as it is now, high
excess concentration makes it more likely
to fall. This pattern should lead forecasters
to reduce their predictions for inflation.
The notion that a few big price changes
can lead forecasters astray is hardly new. In
the 1970s economists devised “core” infla­
tion,  which  excludes  food  and  energy.
More recently, “trimmed­mean” measures,
which  drop  the  items  whose  prices  have
swung  the  most,  have  come  into  vogue.
The Dallas Fed has published papers show­
ing  that  its  version,  which  excludes  the
bottom 24% and top 31% of the pceindex,
predicts inflation better than core does.
However,  both  of  these  methods  have

A handful of items are driving inflation in America. Our new measure shows that
this portends lower inflation—but not enough for the Fed to drop its guard

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25 50 75 100

Spectatorsports-5%

Packagetours-2%

Car rental +110%

Petrol +55%
Used cars +52%

Housing+2%

Diningout+5%
Doctors’bills+4%

Inflation in America* by item, % change on a year earlier

→ Concentrated inflation
Year to May 2021
Inflation 4.3%

↓ Broad-based inflation
Year to April 1969
Inflation 4.4%

↓ Typical distribution
Year to April 19 4
Inflation 4.4%

Percentile of price change

Car insurance +57%

Eggs +22%

Year to May 202

Personal computers -1%
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