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Reserve Bank will be encouraged by the largest drop in inflation expectations since 2020

Bonds / news
Reserve Bank will be encouraged by the largest drop in inflation expectations since 2020
A man dressed in blue walks up the steps to the Reserve Bank of New Zealand.
Dan Brunskill

A closely watched inflation indicator has fallen into the Reserve Bank’s target range for the first time since 2021, suggesting confidence that inflation will be brought under control. 

The Reserve Bank’s quarterly Survey of Expectations showed businesses expected inflation in two years’ time to be 2.8%, down from 3.3% in the previous survey. 

This falls within the central bank’s inflation target range of between 1% and 3% and demonstrates that influential groups believe the Reserve Bank (RBNZ) will win its war on inflation. 

Every three months, Nielsen surveys 32 business leaders and professional forecasters on behalf of the RBNZ. It acts as a temperature check on what decision-makers are anticipating to happen in the economy, and is a factor in monetary policy decisions. 

It will be one of a range of data points the RBNZ's Monetary Policy Committee considers when it meets later this month to set interest rates and review its policy settings. 

Kelly Eckhold, chief economist at Westpac NZ, said the results were encouraging but the central bank had been paying less attention to this measure in recent years.  

Westpac’s dealing room had been interested, however, and both the NZ dollar and the two year swap rate declined after the data release. The currency was trading at 66.62 US cents down about 0.3%.

“It’s often an indicator that doesn’t get a market reaction, but we have been getting a lot of questions from market participants in the past few days, so there is a sense that people care,” Eckhold said. 

In the survey, respondents’ expectations for one-year-ahead inflation fell from 5.1% to 4.8% in the largest drop recorded since 2020. Five and 10 year expectations never left the target range and were both at 2.3%. 

The vast majority of those surveyed expected the Official Cash Rate to rise to 5.5% by the end of June, but some saw a chance of it being lower. 

By the end of March 2024, views differed widely with rates between 3.5% and 5.5% on the table, but consensus was around 4.8% down from 5% in the previous survey. 

Wage pressure

Also showing promise for the Reserve Bank was the first drop in wage growth expectation since June 2020. The means the one-year-ahead response for wage inflation was 4.8%, down from the 5.5% recorded in the last quarter. 

Unemployment rate expectations also rose to 4.3% in the year ahead, and 4.8% in two years' time, as respondents predicted a short recession. 

Gross domestic product was expected to fall half a percent in the coming year, before bouncing back to 1.7% growth two years ahead.   

The RBNZ said this was the first time since June 2021 that survey respondents expected an increase in two-year-ahead GDP growth. 

Westpac’s Eckhold said the survey results would be comforting but there would be a wider set of factors the Reserve Bank was thinking about.

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31 Comments

What did businesses expect inflation to be in May 2023 a few years ago? Im guessing it wasnt 7 or 8% so what's the value in these surveys?

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Expectations feed into how businesses set prices and workers negotiate wages. So, lower inflation expectations can be a self-fulfilling prophecy. You are right, it doesn't account for supply shocks or dramatic changes in circumstances.

Its an expectation, rather than a forecast. It doesn't predict the future, it shows what people are factoring into their decision-making today.  

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Thanks for the reply Dan.

I get that they are "expectations" i just can't see what the value in knowing them is given that they are likely to be wrong.

I'm sure theres a weather analogy to this but it's friday afternoon...

 

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RBNZ will be making decisions based upon this (and other) data.

So when you realise they are making decisions based upon data that is likely wrong you realise they are continuously flying by the seat of their pants.

The risk of making an error is therefore very high - even though they try to continuously create the illusion of having everything under control. 

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The entire economy is based on human sentiment, so trying to gauge/guide that is a large part of the battle for central banks.

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I understand the implied breakeven inflation rate (essentially the difference in yield between nominal and inflation-linked bonds) is a better predictor of inflation expectations, since people are betting money on the outcome rather than just filling in a survey.

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Yes I’d tend to believe that too. Every piece of information is potentially useful though. 

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Nothing will predict the future with any kind of accuracy. All of these things are indicative only. The RBNZ needs to consider a wide range of stats and opinions and try and guess the future as best as it can. 

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Exactly another game of hit and hope

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Mmmmmm... yesterday an article explained the highest food price inflation since 1987. Am I m issing something?

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Inflation data is backwards looking and inflation expectations are forward looking. The respondents of this survey don't expect that kind of food price inflation to be sustained over the next two years. 

They might be wrong, of course!

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"In the survey, respondents’ expectations for one-year-ahead inflation fell from 5.1% to 4.8%"

Obviously this is overall good news (falling inflation expectations). But that the consensus is that inflation will still be running at nearly 5% this time next year is still very bad!

Not sure if this will change the RBNZ's stance much until the one year expectation is back within the target band. 

If the real time/actual measured CPI is still at the expected rate (4.8%) then where do we think the CPI and mortgage rates will be this time next year?

And if we keep mortgage rates where they are for another year, the damage will be done to the housing market. And then why would you buy if you knew houses will be cheaper this time next year than they are now if the only saving grace is lower mortgage rates - which will come down if you wait anyway as the recession hits?

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Once builders and industry employees are out of work and not spending they won't keep interest rates where they are. 

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Likely so - but given the lag in CPI being measured - and the shift to a recession not being an instantaneous event (it will take time for this to slow down) I do wonder how long this will take to play out. 

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That was my big error in terms of unemployment, recession and a lowering OCR - I underestimated the lag effect big time.

maybe it’s May Day 2024 rather than 2023.

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In the last 2 weeks I have picked up a walk behind compactor, drop saws and roofing tools at nuts low prices.... construction is f ed, i am 100% sure I get my late model low km ford ranger later this year for about 50% off

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This falls within the central bank’s inflation target range of between 1% and 3% and demonstrates that influential groups believe the Reserve Bank (RBNZ) will win its war on inflation.

So... who are these 'influential groups'? Perhaps they are trying to influence the RBNZ right now, via their responses, by telling it what they think it wants to hear?

The RBNZ will win its war on inflation regardless, it's just a matter of time. But some 'influential groups' may no longer be around to see it...

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You don't want to be part of the problem when you're completing the survey.

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What's the historical correlation between this sort of survey and observed inflation?

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Probably about as bad as any other data really. I doubt anything predicted the current situation before it occurred. 

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Jesus things are f en bad when we start celebrating a fall in "EXPECTATION' a day after ACTUAL food price inflation is the highest in 30 years.....  Mr Orr its over to you 25 or 50?

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The future is more important than the present. If food stops going up so much in the near future that is worth celebrating. 

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Its called insurance you can cut by 75 or 100 if you want but he needs to crush actual

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Mr Orr has no way to control the price of fresh food unless he can make the sun shine. Recent food inflation has nothing to do with economic strength of weakness and everything to do with a lot of rain. House prices are falling, fertiliser prices are falling and the general trend for inflation is downward.

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50

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As they say proof is in the pudding. 

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Who can afford pudding these days!

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Either the Reserve Bank is doing something right or the factors behind this inflation are reducing regardless of what the Reserve Bank is doing.

The evidence favours the second alternative.

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Food is an essential. You can't control the cost of it with interest rate rises when we've had so many weather events. 

You can influence the price by increasing competition. The government declined to do this. Our rich list stats are stuffed with supermarket oowners. They can pay for lobbyists. 

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So everyone is bagging the reserve Bank, but it was the trading banks that used the survey to move the dollar and interest rates.

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Nielsen surveys 32 business leaders and professional forecasters 

Just 32? A misprint? Not a representative sample, surely?

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