Producer Price Index April 2008 = 0.2%, 0.4% Core

How was that for odd? The Core Rate was much higher than the headline — 0.4% versus 0.2%.

Why?

It has to do with the way seasonal adjustments are calculated — and not, as some have suggested, a drop in energy prices.

Follow this if you will: Each year in the Spring, we get a fairly large seasonal adjustment. If memory serves, its about a ~7% increase in Energy for April. This year, however, energy prices are up so much in advance of April, that we only got a "modest" one month energy increase of 5.2%. In other words, the market ran up in advance of the usual seasonal gains. Hence, a 5.2% increase looks like a reduction after seasonal adjustments. (Note: I need to double check the precise #s).

To get the NSA, we go to the Year over Year data from BLS: "From April 2007 to April 2008, finished goods prices rose 6.5%, finished energy goods index advanced 17.5%, (finished goods less foods and energy increased 3.0%), and the index for finished consumer foods climbed 5.2%.  For the 12 months ended April 2008, prices received by manufacturers of intermediate goods advanced 10.5%, and the crude goods index jumped 34.3%."  The charts below are quite informative as to these year over year gains.

Inflation contained? Hardly . . .

>

Producer Price Index, April 2008, YoY
Ppiyoy_52008
Crude, Intermediate, and Finished Goods, April 2008 YoY

Ppiapril

charts by Jake

>


Sources:
Producer Price Indexes – April 2008   
BLS, May 20, 2008
http://www.bls.gov/news.release/ppi.nr0.htm

CPI Seasonal Adjustments
http://www.bls.gov/cpi/cpisaqanda.htm

Print Friendly, PDF & Email

What's been said:

Discussions found on the web:
  1. Bruce commented on May 20

    This is exactly what economists tell us about tax cuts or rebates or whatever…that there is a significant downstream effect…that when the fed raises rates you don’t see the real effects for 6 months or more…well, today’s headlines indicate that Deere, Snapple, others..(many others) are all considering raising prices because of increased fuel and raw materials prices…inflation is gathering steam, not subsiding here…this is Arthur Burns and deja vu all over again….

  2. UrbanDigs commented on May 20

    Barry – interesting article in Post today, yea I know Im quoting a Post article, regarding the end of the BLS wizadry for these reports.

    We have 1 more month of adjustments, and then its done! Starting in July, June’s data wont be embellished with seasonal adjustments.

    Oh I wonder how markets will react when reality rears its ugly head.

  3. Jim Haygood commented on May 20

    Rick Santelli said this morning that the guy who invented “core inflation” (presumably Robert Gordon, in his 1975 paper) has disowned the concept.

    And well he should. If the alleged problem is excessive volatility, there are so many better ways — medians, trimmed means, even moving averages — to smooth volatility without excluding essential data. Food and energy not only account for nearly a quarter of the economy; they also have leading-indicator characteristics.

    The fact that Gordon published his paper in 1975 — just after Oil Shock I and a burst of double-digit inflation — is telling. “Core inflation” is just a way of fudging statistics to understate inflation. Let’s consign the “core rate” to its richly deserved resting place in history’s dustbin.

  4. Steve Barry commented on May 20

    Jim,

    It would make sense to filter out food and oil, if they were highly volatile and mean reverting, yet followed the general trend of inflation closely. Then you are filtering out noise. But when they are on an incredible uptrend, far outpacing other inflation categories, excluding them is utter nonsense.

  5. Vermont Trader commented on May 20

    Pretty interesting comparison between current situation and 2001 bear mrkt just came across my desk.

    In 2001 the market rallied off the low set in the 3rd week of March and crossed its 200 moving avg on Friday May 18th.

    This year the market rallied off a low set ing the 3rd week of MArch and crossed its 200 day moving avg yesterday, May 19.

    In 2001 the market then sold off 26% through September.

    Crazy world.

  6. Michael Donnelly commented on May 20

    I’ve got no beef with the seasonal adjustment this month. For all 62 April’s since 1947 the average Gasoline price increase is 3.2%. The average gas price in April 2008 was 3.2%. So gas SA is 0%

    Not much surprise that energy is flat.

    But Retail gasoline was up 6.5% in April. That’s a sweet, sweet profit increase of 3.3%.

    Expect profits in oil to continue to dominate the S&P 500

  7. blin commented on May 20

    Speaking of possible recessions, did anybody happen to hear/find the Soros interview on BBC4 that was mysteriously lost today?

  8. Steve Barry commented on May 20

    $129 for oil…la la la la la

    I still say there is a point coming soon that oil causes a non-linear stock event…only a gut feeling though.

  9. mhm commented on May 20

    Steve Barry’s “Then you are filtering out noise. But when they are on an incredible uptrend…”

    Exactly. Nowadays it seems that everything that disturbs a flat line must be noise…

    The arithmetic adjustments is what drives me mad. You can’t subtract some magic number and turn the energy cost increase negative while everybody can see they are paying more for it.

    It breaks whatever confidence is left in government statistics, even if it makes theoretical sense.

  10. BG commented on May 20

    Personally, I think these monthly government metrics have long since outlasted their usefullness. They are massaged, adjusted, rounded, averaged, manipulated and eliminated when going in the wrong direction to the point, they are useless. Totally useless.

    And only God knows how much money is spent by the government to produce this useless garbage every month just to convince me that when I go to the gas station or to the grocery store, it is all just my imagination.

    End this charade and send all of these people home including the idiots that came up with it in the 1st place.

  11. Moe Gamble commented on May 20

    Barry, when do you see finished prices rising at the same rate as crude prices? How much profit is there left to squeeze?

  12. blin commented on May 20

    Very interesting find Vermont Trader.

    Definitely looks like a ‘Sell in May and Go Away’ year.

  13. Kurt commented on May 20

    Steve Barry,
    I agree re: Oil. At some point, $130, $140, people will collectively realize “Holy shite, there’s a gorilla in the room. Who let him in?”

    Demand, what Demand?
    http://suddendebt.blogspot.com/2…aily- biker.html

  14. DL commented on May 20

    May 20, 2008 11:19:25 AM

    Definitely looks like a ‘Sell in May and Go Away’ year.

    Good advice … At least until the VIX gets back up to 30.

  15. me commented on May 20

    :”According to the Ned Davis (NDR) database, starting in 1950, $10,000 invested in the S&P 500 Index every May 1st and then liquidated every October 31st would only be worth $10,026 today. That’s right: had you stayed out of the stock market from November through April and only been in the market from May through October, you would have had no change during the last 57 years. 21 of those years would have been negative; 36 were positive. This happened during the same period that stock prices were rising about 75% of the time and markets made extended upward moves.

    “Definitely looks like a ‘Sell in May and Go Away’ year.”

    Consider this:

    “Consider the results of the reverse strategy. Buy the S&P 500 Index on November 1st and sell all your stocks on May 1st. The outcome is dramatically different. Your original $10,000 would now be worth $372,890 as of April 30th closing prices in 2008. Out of the 58 periods you would have had positive results in 45 of them and negative results in only 13 years.”

    http://unlawflcombatnt.proboards84.com/index.cgi?board=financial&action=display&thread=3090&page=1

  16. Bob A commented on May 20

    Interesting related chart over on Minyanville Buzz&Banter post by Mr Practiacl: ppi finished less crude

Posted Under