PCE Chain Deflator - Cousin of CPI

Today investors cheered reductions in the PCE deflator and and ISM prices paid components. Regarding the PCE deflator, they should pay attention to the fine print.

First, The CPI is a Laspeyres index, while the BEA product is a Fisher Ideal index. Second, the two indexes have different underlying concepts. The BLS product measures the prices paid by (urban) consumers, while the BEA product measures the prices of final consumption goods, wherever they are purchased.

Finally, even when there is significant agreement across indexes in the broad outlines of coverage, differences in how the detailed components are implemented lead to differences in how prices are measured and differences in the weights attached to specific indexes.

Upon
further review of todays report, Table 8 in the report indicates that personal consumption expenditures in chained dollars are way up. Table 6 indicates that personal income and disposable income are way down.

Income down, disposable income down, consumption expeditures up, sounds like a nice stagflation squeeze to me. Yet the hook in mouth media glory boys trumpeted "a lowered PCE chain deflator, signaling that core inflation is in check."

Combine these numbers with the food and energy cost exclusion in the PCE and thats case closed on another statistical contrivance and econometric canard being foisted on a gullible and unsuspecting public.

Comments