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Sustainable trends in producer price indices

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  • Kitov, Ivan
  • Kitov, Oleg

Abstract

Previously, linear trends were revealed in the differences between the headline CPI and the price indices for various subcategories of the CPI in the United States. These trends can be continuous, as observed with the price index for medical care, or piecewise with turning points between trends with opposite signs. Similar features are found for the PPI and its components. The presence of sustainable trends in the differences allows prediction of prices for various commodities at time horizons of several years. In addition, it is possible to time the start of transition to the next trend. Accordingly, the trends reduce the uncertainty in forecasting prices for major commodities and also for their small components. The usage of trends in the PPI could bring substantial benefits to producers (planning) and stock market participants (timely investment).

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 15194.

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Date of creation: 12 May 2009
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Handle: RePEc:pra:mprapa:15194

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Keywords: PPI; CPI; US; prediction;

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References

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  1. Kitov, Ivan & Kitov, Oleg, 2008. "Long-term linear trends in consumer price indices," MPRA Paper 6900, University Library of Munich, Germany.
  2. Kitov, Ivan & Kitov, Oleg, 2009. "A fair price for motor fuel in the United States," MPRA Paper 15039, University Library of Munich, Germany.
  3. Kitov, Ivan, 2009. "Apples and oranges: relative growth rate of consumer price indices," MPRA Paper 13587, University Library of Munich, Germany.
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Citations

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Cited by:
  1. Kitov, Ivan & Kitov, Oleg, 2009. "Predicting share price of energy companies: June-September 2009," MPRA Paper 15863, University Library of Munich, Germany.
  2. Kitov, Ivan & Kitov, Oleg, 2009. "PPI of durable and nondurable goods: 1985-2016," MPRA Paper 15874, University Library of Munich, Germany.
  3. Kitov, Ivan, 2009. "Predicting gold ores price," MPRA Paper 15873, University Library of Munich, Germany.
  4. Kitov, Ivan, 2012. "ConocoPhillips’ share price model revisited," MPRA Paper 38261, University Library of Munich, Germany.
  5. Kitov, Ivan & Kitov, Oleg, 2010. "Crude Oil And Motor Fuel: Fair Price Revisited," MPRA Paper 21869, University Library of Munich, Germany.
  6. Kitov, Ivan & Kitov, Oleg, 2012. "Sustainable trends and periodicity in consumer price indices indicate that the era of low energy prices is approaching," MPRA Paper 43392, University Library of Munich, Germany.
  7. Kitov, Ivan, 2009. "ConocoPhillips and Exxon Mobil stock price," MPRA Paper 15334, University Library of Munich, Germany.
  8. Kitov, Ivan, 2010. "Modeling share prices of banks and bankrupts," MPRA Paper 21369, University Library of Munich, Germany.
  9. Kitov, Ivan, 2009. "Predicting the price index for jewelry and jewelry products: 2009 to 2016," MPRA Paper 15875, University Library of Munich, Germany.
  10. Kitov, Ivan & Kitov, Oleg, 2009. "Modelling of selected S&P 500 share prices," MPRA Paper 15862, University Library of Munich, Germany.

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