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Mismeasurement in the Consumer Price Index: An Evaluation

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Author Info
Matthew D. Shapiro
David W. Wilcox

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Abstract

A number of analysts have claimed recently that the consumer price index overstates the annual increase in the cost of living. This paper develops a framework for studying measurement problems in the consumer price index and systematically analyzes the available evidence concerning the magnitude of these problems. It concludes that the CPI overstates increases in the cost of living. The evidence suggests that the bias is centered on 1.0 percentage point per year. The extent of this bias is not known exactly. To take into account this uncertainty, the estimated bias is presented in terms of a probability distribution rather than a point estimate or range. We estimate that there is a 10 percent chance that the bias is less than 0.6 percentage point and a 10 percent chance that it is greater than 1.5 percentage points per year. CPI procedures overstate the rate of inflation for medical procedures that are subject to technological improvement. To illustrate this point and to show how better to measure medical care prices, the paper presents a prototypical price index for cataract surgery. This price index grows much more slowly than a price index for cataract surgery constructed using the methodology of the CPI. The paper discusses implications of CPI mismeasurement for monetary and fiscal policy as well as for other official statistics. It also offers some suggestions for improving the CPI.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 5590.

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Date of creation: May 1997
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Publication status: published as NBER Macroeconomics Annual 1996, Ben S. Bernanke and Julio Rotemberg, eds.,p. 93, (Cambridge: MIT Press, 1996).
Handle: RePEc:nbr:nberwo:5590

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Find related papers by JEL classification:
C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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  1. Matthew D. Shapiro & David W. Wilcox, 1996. "Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI," NBER Technical Working Papers 0196, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Mark Bils & Peter J. Klenow, 2001. "Quantifying Quality Growth," American Economic Review, American Economic Association, vol. 91(4), pages 1006-1030, September. [Downloadable!] (restricted)
    Other versions:
  3. Gottschalk, Peter, 1997. "Inequality, Income Growth, and Mobility: The Basic Facts," Journal of Economic Perspectives, American Economic Association, vol. 11(2), pages 21-40, Spring. [Downloadable!] (restricted)
  4. Robert J. Gordon, 2000. "The Boskin Commission Report and its Aftermath," NBER Working Papers 7759, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Martha López, 2006. "Algunos Criterios Para Evaluar Una Meta De Inflación De Largo Plazo," BORRADORES DE ECONOMIA 001967, BANCO DE LA REPÚBLICA. [Downloadable!]
  6. Michael J. Dueker & Andreas M. Fischer, 1997. "The FOMC in 1996: "watchful waiting"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 7-23. [Downloadable!]
  7. Charles R. Hulten, 1997. "Quality change in the CPI," Review, Federal Reserve Bank of St. Louis, issue May, pages 87-100. [Downloadable!]
  8. Martin Eichenbaum & Jonas D.M. Fisher, 2003. "Testing the Calvo model of sticky prices," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 40-53. [Downloadable!]
  9. Zvi Griliches, 1997. "The Commission Report on the Consumer Price Index (panel discussion)," Review, Federal Reserve Bank of St. Louis, issue May, pages 169-173. [Downloadable!]
  10. Mark Doms, 2003. "Communications equipment: what has happened to prices?," Working Papers in Applied Economic Theory 2003-15, Federal Reserve Bank of San Francisco. [Downloadable!]
  11. Alan B. Krueger & Aaron Siskind, 1998. "Assessing the Bias in the Consumer Price Index from Survey Data," NBER Working Papers 6450, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Jason G. Cummins & Giovanni L. Violante, 2002. "Investment-specific technical change in the US (1947-2000): measurement and macroeconomics consequences," Finance and Economics Discussion Series 2002-10, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  13. Bernanke, Ben S & Mishkin, Frederic S, 1997. "Inflation Targeting: A New Framework for Monetary Policy?," Journal of Economic Perspectives, American Economic Association, vol. 11(2), pages 97-116, Spring. [Downloadable!] (restricted)
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  14. M. Martin Boyer, 2003. "Is the Demand for Corporate Insurance a Habit? Evidence from Directors' and Officers' Insurance," CIRANO Working Papers 2003s-42, CIRANO. [Downloadable!]
  15. Deaton, Angus, 1998. "Getting Prices Right: What Should Be Done?," Journal of Economic Perspectives, American Economic Association, vol. 12(1), pages 37-46, Winter. [Downloadable!] (restricted)
  16. John S. Greenlees, 1997. "A Bureau of Labor Statistics perspective on bias in the consumer price index (panel discussion)," Review, Federal Reserve Bank of St. Louis, issue May, pages 175-178. [Downloadable!]
  17. Jan van Dalen & Ben Bode, 2004. "Quality-corrected price indices: the case of the Dutch new passenger car market, 1990-1999," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1169-1197, June. [Downloadable!] (restricted)
  18. Meijers,Huub & Hollanders,Hugo, 2003. "Sources of Growth: Measuring the Knowledge Based Economy," Research Memoranda 032, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology. [Downloadable!]
  19. Martha López, . "Algunos criterios para evaluar una meta de inflación de largo plazo," Borradores de Economia 386, Banco de la Republica de Colombia. [Downloadable!]
  20. Athanasios Orphanides, 1998. "Monetary policy evaluation with noisy information," Finance and Economics Discussion Series 1998-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  21. Ricardo Reis, 2005. "A Cost-of-Living Dynamic Price Index, with an Application to Indexing Retirement Accounts," NBER Working Papers 11746, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Shiratsuka, Shigenori, 1999. "Measurement Errors in the Japanese Consumer Price Index," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 69-102, December. [Downloadable!]
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