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A Century of Housing Shelter Prices: Is There a Downward Bias in the CPI?

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Author Info
Robert J. Gordon
Todd vanGoethem

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Abstract

Tenant rental shelter is by far the most important component of the CPI, because it is used as a proxy for owner-occupied housing. This paper develops a wide variety of current and historical evidence dating back to 1914 to demonstrate that the CPI rent index is biased downward for all of the last century. The CPI rises roughly 2 percent per year slower than quality-unadjusted indexes of gross rent, setting a challenge for this research of measuring the rate of quality change in rental apartments. If quality increased at a rate of 2 percent per year, the CPI was not biased downward at all, but if quality increased at a slower rate of 1 percent per year, then the CPI was biased downward at a rate of 1 percent. Our analysis of a rich set of data sources goes backward chronologically, starting with a hedonic regression analysis on a large set of panel data from the American Housing Survey (AHS) covering 1975-2003. Prior to 1975, we have large micro data files from the U. S. Census of Housing extending back to 1930. In addition to the hedonic regression data, we stitch together data on the diffusion of important quality attributes of rental units, including plumbing, heating, and electrification, over the period 1918-73. Our final piece of evidence is based on a study of quality-adjusted rents in a single local community, Evanston IL, covering the period 1925-99. Our overall conclusions are surprisingly consistent across sources and eras, that the CPI bias was roughly -1.0 percent prior to the methodological improvements in the CPI that date from the mid-1980s. Our reliance on a wide variety of methodologies and evidence on types of quality change and their importance, while leaving the outcome still uncertain, at least in our view substantially narrows the range of possibilities regarding the history of CPI bias for rental shelter over the twentieth century.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 11776.

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Date of creation: Nov 2005
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Handle: RePEc:nbr:nberwo:11776

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Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
E22 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity
L74 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Construction
N12 - Economic History - - Macroeconomics and Monetary Economics; Growth and Fluctuations - - - U.S.; Canada: 1913-
N62 - Economic History - - Manufacturing and Construction - - - U.S.; Canada: 1913-

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References listed on IDEAS
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  1. Todd Sinai & Nicholas S. Souleles, 2003. "Owner-Occupied Housing as a Hedge Against Rent Risk," NBER Working Papers 9462, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Patrick Bajari & C. Lanier Benkard & John Krainer, 2003. "House Prices and Consumer Welfare," NBER Working Papers 9783, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Randolph, William C, 1988. "Housing Depreciation and Aging Bias in the Consumer Price Index," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 359-71, July.
  4. Karl E. Case & Robert J. Shiller, 2003. "Is There a Bubble in the Housing Market?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(2003-2), pages 299-362. [Downloadable!]
  5. Sheppard, Stephen, 1999. "Hedonic analysis of housing markets," Handbook of Regional and Urban Economics, in: P. C. Cheshire & E. S. Mills (ed.), Handbook of Regional and Urban Economics, edition 1, volume 3, chapter 41, pages 1595-1635 Elsevier. [Downloadable!] (restricted)
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  6. Michael Gort & Jeremy Greenwood & Peter Rupert, 1999. "Measuring the Rate of Technological Progress in Structures," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(1), pages 207-230, January. [Downloadable!] (restricted)
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  7. Antonia Diaz & Maria J. Luengo-Prado, 2006. "On The User Cost And Homeownership," Economics Working Papers we065421, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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  8. Dougherty, Ann & Van Order, Robert, 1982. "Inflation, Housing Costs, and the Consumer Price Index," American Economic Review, American Economic Association, vol. 72(1), pages 154-64, March. [Downloadable!] (restricted)
  9. David Genesove, 2003. "The Nominal Rigidity of Apartment Rents," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 844-853, 09. [Downloadable!] (restricted)
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Cited by:
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  1. Bruce D. Meyer & James X. Sullivan, 2009. "Five Decades of Consumption and Income Poverty," NBER Working Papers 14827, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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