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US May Core PCE Inflation May Be Revised Lower Due to Methodology Changes

Created at 29 Jun · 6:38 PM1 source↑ Market-relevant
IN SHORT

Economists suggest that upcoming methodological changes to how the Bureau of Economic Analysis calculates prices for certain services could lead to a downward revision of the May core PCE inflation rate. Goldman Sachs estimates the year-on-year increase could be trimmed to 3.2% from 3.4%.

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Key Numbers

3.2%Goldman Sachs estimate for revised May core PCE inflation
3.4%Reported May core PCE inflation
3.3%JPMorgan estimate for revised May core PCE inflation
2021Year to which revisions will be applied
September 30Date of annual GDP revisions
30Multiple of weight PCE index has over CPI

Who's Involved

Bureau of Economic Analysis
US agency implementing methodology changes
Goldman Sachs
Economists estimating inflation revision
JPMorgan
Economists anticipating inflation revision
Abiel Reinhart
JPMorgan economist commenting on methodology

↳ Why This Matters

These methodological changes are significant because the core PCE price index is the Federal Reserve's preferred inflation gauge. A downward revision could influence the Fed's future monetary policy decisions, potentially impacting interest rate expectations and market sentiment.

Key facts

  • US May core PCE inflation may be revised lower due to upcoming methodological changes by the Bureau of Economic Analysis.
  • The BEA will update calculations for portfolio management, legal services, and computer software and accessories prices.
  • These revisions will be applied retroactively to 2021 as part of the annual GDP revisions on September 30.
  • Goldman Sachs predicts the year-on-year core PCE inflation could be revised to 3.2% from the reported 3.4%.
  • JPMorgan anticipates a slight downward revision to 3.3% after rounding.

The U.S. Bureau of Economic Analysis (BEA) is set to implement methodological changes to its calculation of the Personal Consumption Expenditures (PCE) Price Index, excluding food and energy, later this year. Economists anticipate these changes could lead to a downward revision of the May core PCE inflation rate, which was initially reported at 3.4% year-on-year. Goldman Sachs economists estimate this figure could be trimmed to 3.2%, while JPMorgan expects a mild revision to 3.3% after rounding.

The BEA announced that the revisions, which will be incorporated into the annual gross domestic product (GDP) updates on September 30 and applied retroactively to 2021, will affect the calculation of prices for portfolio management and investment advice services, legal services, and computer software and accessories.

For computer software and accessories, the BEA will transition to a composite price index derived from both Consumer Price Index (CPI) and Producer Price Index (PPI) data, including PPI for game software publishing and IT infrastructure. Previously, only CPI data was used. JPMorgan economist Abiel Reinhart noted that the PCE index carries significantly more weight than the CPI, and the items priced for CPI are not conceptually identical to the PCE definition.

In the case of legal services, the BEA will now utilize PPI components. This change addresses concerns about the use of erratic and uncorroborated data from the Bureau of Labor Statistics (BLS) that exhibited changes inconsistent with other source data. For portfolio management and investment advice services, the BEA will replace the current method of deflating nominal consumer spending with the BLS PPI for these services. The new methodology will initially rely on average hourly earnings growth, with subsequent estimates based on the difference between nominal spending growth and total hours worked, according to Goldman Sachs economists.

Frequently asked questions

The core PCE Price Index excludes volatile food and energy prices and is the Federal Reserve's primary measure of inflation.

The changes will be included in the annual revisions to gross domestic product on September 30 and will be applied retroactively to 2021.

The changes will affect the calculation of prices for portfolio management and investment advice services, legal services, and computer software and accessories.

The core PCE is the Fed's preferred inflation gauge, and a lower reading could influence its decisions on interest rates.

What Happens Next

01The BEA will implement the methodological changes as part of the annual GDP revisions on September 30.
02The revised PCE data will be applied retroactively to 2021.

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How It Developed

The Bureau of Economic Analysis will implement methodological changes to price calculations for portfolio management, legal services, and computer software.
These changes will be incorporated into the annual GDP revisions on September 30, retroactively applied to 2021.
Economists from Goldman Sachs and JPMorgan anticipate a downward revision to the May core PCE inflation rate.
Goldman Sachs estimates the year-on-year core PCE inflation could be revised to 3.2% from 3.4%.
JPMorgan expects a mild downward revision to 3.3% after rounding.
The BEA will shift to a composite index from CPI and PPI for computer software and accessories, moving away from solely CPI data.
For legal services, the BEA will use PPI components, addressing concerns about erratic changes in previously used data.
Portfolio management and investment advice prices will be calculated using BLS employment-based quantity extrapolators and average hourly earnings growth.

Sources

T1
Methodology changes could lower US May core PCE inflation, economists sayReuters

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