πΊπΈ
β Download CSVUnited States
DevelopedCPI [real-monthly]Granger Significant
UIFPI Granger-causes CPI at 1-month lead
- F
- 4.201
- p
- 0.0499
- n
- 31
- Lag
- 1 mo
Calendar-true specification: exact 1-month lags on full-calendar CPI changes, no imputation (permutation p = 0.052 shuffle / 0.069 block). Forward-filling single-month menu gaps with past information only strengthens the result (n = 38, F = 9.05, p = 0.0048). The result is a timing signal, not a level coincidence.
Full multi-lag table & methodology notes βUIFPI vs Official CPI β United States
Lead Time
1months
Ahead of official CPI
Chain Pass-Through
-0.00Ξ²
Cost transmission rate
Independent Pass-Through
Pending
Cost transmission rate
Price Observations
8,378
8344 chain / 34 independent
Months Indexed
36
Since 2018-04
Chain
- Restaurants
- 57
- Price items
- 8344
- Avg. price (USD)
- $8.83
Independent
- Hawker stalls / vendors
- 7
- Price items
- 34
- Avg. price (USD)
- $17.91