ECON 151 – Macroeconomics Instructor: Bob DiPaolo Inflation Chapter 7 Materials include content from McGraw-Hill/Irwin which has been modified by the instructor and displayed with permission of the publisher. All rights reserved. Introduction In 1923, prices in Germany rose a trillion times over. Prices in Russia, Bulgaria, and some other nations have witnessed a tenfold increase in a year. In the 1990’s and early 2000’s the U.S. inflation rate has risen only 1 to 4 percent a year. Introduction This chapter focuses on the following: What kinds of price increases are referred to as inflation? Who is hurt (or helped) by inflation? What is an appropriate goal for price stability? Inflation is an increase in the average level of prices, not a change in any specific price. A rise in the average price is called inflation. A fall in the average price is called deflation. Relative Prices vs. the Price Level A relative price is the price of one good in comparison with the price of other goods. By reallocating resources in the economy, relative price changes are an essential ingredient of the market mechanism. A general inflation doesn’t perform this market function. Changes in relative prices may occur in a period of stable average price, or in periods of inflation or deflation. Price Effects Price changes are the most familiar effect of inflation. Although inflation makes some people worse off, it makes some people better off. The effect on economic welfare is shown in the difference between nominal and real income. Price Effects Nominal income is the amount of money income received in a given time period, measured in current dollars. Real income is income in constant dollars: nominal income adjusted for inflation. Two basic lessons about inflation: Not all prices rise at the same rate during inflation. Not everyone suffers equally from inflation. Price Changes in 2000 Prices That Rose (percent) Gasoline +28.5 Prices That Fell (percent) Coffee –0.5 Lettuce +9.5 Video rentals –1.5 Airfares +9.4 Women’s dresses –6.9 Textbooks +7.0 Oranges –14.7 Cable TV +4.8 Computers –23.2 College tuition +4.1 Average inflation rate: +3.4% Income Effects Even if all prices rose at the same rate, inflation would still redistribute income. Redistributive effects originate both in expenditure and income patterns. What looks like a price to a buyer looks like an income to a seller. If prices are rising, incomes must be rising too. Wealth Effects Winners and losers from inflation depend on the form of wealth they own. You lose when inflation reduces the real value of wealth. Asset Percentage change in value: 1984 - 1994 Asset Percentage change in value: 1984 - 1994 Stocks 326 U.S. farmland –17 Housing 145 Silver –12 Bonds 141 Stamps –8 Gold –26 Oil –6 The average price level increased 41% Redistributions Inflation acts like a tax, taking income or wealth from one group and giving it to another. The redistributive mechanics of inflation include price effects, income effects, and wealth effects. Price Effects People who prefer goods and services that are increasing in price least quickly end up with a larger share of income. Income Effects People whose nominal income rise faster than inflation end up with a larger share of total income. Wealth Effects Owners of assets that increase in real value end up better off than others. Social Tensions Because of redistributive effects, inflation increases social and economic tensions. Tensions between labor and management, between government and the people, and among consumers may overwhelm a society and its institutions. Psychotherapists report that inflation stress leads to more frequent marital spats, pessimism, diminished self-confidence, and even sexual insecurity. Money Illusion The use of nominal dollars rather than real dollars to gauge changes in one’s income or wealth is called the money illusion. Even people whose nominal incomes keep up with inflation often feel oppressed by rising prices. They feel cheated when they discover that their higher nominal wages don’t buy additional goods. Macro Consequences Inflation has macroeconomic effects as well as the effects on income and wealth redistribution. Inflation can alter the rate and mixes of output by changing consumption, work, saving, investment, and trade behavior. Uncertainty One of the most immediate consequences of inflation is uncertainty. Uncertainties created by changing price levels affect consumption and production decisions. Shortened Time Horizons People tend to shorten their time horizons in the face of inflation uncertainties. Time horizons are shortened as people attempt to spend money before it loses further value. During the German hyperinflation, workers were paid two or three times a day so that they could buy goods in the morning before prices increased in the afternoon. Hyperinflation is an inflation rate in excess of 200 percent, lasting at least one year. Speculation If you expect prices to rise, it makes sense to buy things now for resale later. Few people will engage in production if it is easy to make speculative profits. People may be encouraged to withhold resources from the production process, hoping to sell them later at higher prices. As such behavior becomes widespread, production declines and unemployment rises. Bracket Creep Under our progressive tax system, taxes go up when prices rise. Savings, investment, and work effort decline. Inflation tends to increase everyone’s income pushing them into a higher tax bracket. Bracket creep is the movement of taxpayers into higher tax brackets (rates) as nominal incomes grow. Deflation Dangers Deflation — a falling price level — might not make people happy either. Deflation reverses the redistributions caused by inflation. Lenders win and creditors lose. When prices are falling, people on fixed incomes and long-term contracts gain more real income. Deflation Dangers Falling price levels have similar macro consequences. Time horizons get shorter. Businesses are more reluctant to borrow money or to invest. People lose confidence in themselves and public institutions when declining price levels deflate their incomes and assets. Consumer Price Index (CPI) The CPI is the most common measure of inflation. The consumer price index (CPI) is a measure (index) of changes in the average price of consumer goods and services. Consumer Price Index (CPI) By observing the extent of price increases, we can calculate the inflation rate. The inflation rate is the annual percentage rate of increase in the average price level. Constructing the CPI The Bureau of Labor Statistics constructs a market basket of goods and services that consumers usually buy. Specific goods and services are itemized within the broad categories of expenditures. The CPI is usually expressed in terms of what the market basket costs in a specific base period. Constructing the CPI The base period is the time period used for comparative analysis — the basis of indexing, for example, of price changes. The relative importance of a product in the CPI is reflected in its item weight. Item weight is the percentage of total expenditure spent on a specific product; used to compute inflation indexes. Constructing the CPI The impact on the CPI of a price change for a specific good is calculated as follows: percentage change in CPI = item weight X percentage change in price of item The Market Basket Transportation 19.0% Housing 32.6% Food 13.6% Insurance and pensions 9.3% Clothing 4.7% Entertainment 5.1% Miscellaneous 10.5% Health care 5.3% Producer Price Indexes There are three producer price indexes (PPI) which keep track of average prices received by producers. One includes crude materials, another intermediate goods, and the last covers finished goods. Producer Price Indexes PPIs are watched as a clue to potential changes in consumer prices. In the short run, the PPIs usually increase before the CPI. The PPIs and the CPI generally reflect the same inflation rate over long periods. The GDP Deflator: The GDP deflator is a price index that refers to all goods and services included in GDP. It is the broadest price index is the GDP deflator. It covers all output including consumer goods, investment goods, and government services. The GDP Deflator: The GDP deflator usually registers a lower inflation rate than the CPI. Unlike the CPI and PPI, the GDP deflator is not limited to a fixed basket. Its value reflects both price changes and market responses to those changes. Real vs. Nominal GDP The GDP deflator is used to adjust nominal output values for changing price levels. Nominal GDP is the value of final output produced in a given period, measured in the prices of that period (current prices). Real GDP is the value of final output produced in a given period, adjusted for changing prices. Changes in real GDP are a good measure of how output and living standards are changing. Real vs. Nominal GDP Nominal and Real GDP are connected by the GDP deflator: nominal GDP Real GDP = GDP deflator nominal GDP 2000 real GDP = GDP deflator $10 trillion $8.06 trillion 1.24 The Goal: Price Stability Every U.S. president since Franklin Roosevelt has decreed price stability to be a foremost policy goal. An explicit numerical goal for price stability was established by the Full Employment and Balanced Growth Act of 1978. Price stability is the absence of significant changes in the average price level; officially defined as an inflation rate of less than 3 percent. Unemployment Concerns Congress chose the 3 percent rate because of its concern about unemployment. The government might have to restrain spending in the economy to keep prices from rising. This could lead to cutbacks in production and an increase in joblessness. Unemployment Concerns A little bit of inflation might be the “price” the economy has to pay to keep unemployment rates from rising. Some unemployment may be the “price” society has to pay for price stability. Quality Changes The CPI is not a perfect measure of inflation because an increase in price may caused by quality improvements. Over time, the goods themselves change as a result of quality improvements. New Products The CPI is biased upward when new products whose prices are falling are left out of the market basket. The Historical Record In the long view of history, the U.S. has done a good job in maintaining price stability. Upon closer inspection, however, our inflation performance is very uneven. The Historical Record 20 Inflation 16 A 12 8 4 B 0 4 8 Deflation 12 1920 1930 1940 1950 1960 1970 1980 1990 2000 Cause: Demand-Pull Inflation Demand-pull inflation results from excessive pressure on the demand side of the economy. “Too much money chases too few goods” enabling producers to raise prices. Cause: Cost-Push Inflation The pressure on price could also originate on the supply side. Higher production costs put upward pressure on product prices. Protective Mechanisms Low rates of inflation don’t have the drama of hyperinflation, but they still redistribute real wealth and income. For example, if prices rise by an average of just 4 percent a year, the real value of $1,000 drops to $822 in five years and to only $676 in ten years. COLAs Market participants can protect themselves by indexing their nominal incomes. A COLA protects real income from inflation. Cost-of-living adjustments (COLAs) are automatic adjustments of nominal income to the rate of inflation. COLAs are commonly used by landlords as well as in labor agreements and government transfer programs. ARMs An adjustable-rate mortgage (ARM) is a mortgage (home loan) that adjusts the nominal interest rate to changing rates of inflation. ARMs were developed to protect lenders against losses during long term rises in inflation. The objective is to maintain a stable rate of real interest. ARMs The real interest rate is the nominal interest rate minus the anticipated inflation rate. Real interest rate = nominal interest rate – anticipated interest rate If prices rise faster than interest accumulates, the real interest rate will be negative. The Cost of Mismeasurement Proliferation of COLAs and ARMs makes the CPI a critical statistic in today’s economy. If CPI goes up, so do government transfer payments, union wages, and nominal interest rates. According to experts, the CPI overstates inflation by about one percentage point. Quality improvements, new products, and changes in expenditure patterns may cause inflation to be overestimated. The Cost of Mismeasurement The CPI’s market basket of goods and services was overhauled in 1998. Based on 1993-1995 expenditure patterns, it included more new products and new adjustments for quality improvements. Historical Stability On the eve of the first world war, prices in Britain were on average no higher than at the time of the fire of London in 1666. During those 250 years, the longest unbroken run of rising prices was six years. Since 1946, by contrast, prices in Britain have risen every year, and the same is true of virtually every other OECD country. Inflation is currently hovering around 3-4%. The best inflation rate is one that least affects the behavior of companies, investors, shoppers and workers. ECON 151 - MACROECONOMICS Inflation End of Chapter 7