: Annual Price Indexes
Some time series data for the R.O.K. macroeconomic variables are available annually and quarterly while some are not available quarterly or at all. Various annual price data for R.O.K. are available. The statistics were calculated from logarithmically transformed and then H-P-filtered data.
Correlation of Annual Price Indexes with Real Gross Domestic Product over Time
| Variable | SD% | Cross Correlation of Output with | |||||||||||||
| X(-5) | X(-4) | X(-3) | X(-2) | X(-1) | X[Kor] | X(1) | X(2) | X(3) | X(4) | X(5) | |||||
| GDP | 0.232 | -0.052 | -0.166 | -0.129 | 0.031 | 0.468 | 1.000 | 0.468 | 0.031 | -0.129 | -0.166 | -0.052 | |||
| PPI | 2.494 | -0.270 | -0.128 | -0.099 | -0.244 | -0.518 | -0.654 | -0.331 | -0.028 | 0.253 | 0.407 | 0.416 | |||
| GPPI | 2.532 | -0.275 | -0.136 | -0.098 | -0.225 | -0.497 | -0.642 | -0.326 | -0.030 | 0.255 | 0.415 | 0.409 | |||
| SPPI | 0.401 | -0.145 | 0.577 | 0.605 | -0.115 | -0.607 | -0.702 | 0.164 | 0.409 | 0.431 | 0.483 | 0.095 | |||
| SPI | 1.175 | 0.046 | -0.005 | -0.028 | 0.084 | -0.195 | -0.377 | -0.175 | -0.108 | 0.049 | 0.217 | 0.115 | |||
| RISPI | 1.431 | 0.039 | 0.022 | -0.035 | 0.080 | -0.196 | -0.337 | -0.112 | -0.129 | 0.011 | 0.168 | 0.062 | |||
| RSPI | 2.964 | 0.018 | -0.001 | -0.040 | -0.009 | -0.162 | -0.127 | -0.014 | -0.128 | -0.039 | 0.097 | 0.085 | |||
| ISPI | 1.275 | 0.046 | 0.028 | -0.041 | 0.099 | -0.191 | -0.387 | -0.140 | -0.121 | 0.022 | 0.175 | 0.042 | |||
| FSPI | 0.831 | 0.096 | -0.038 | 0.000 | 0.102 | -0.158 | -0.482 | -0.387 | -0.066 | 0.156 | 0.323 | 0.232 | |||
| CPI | 1.912 | -0.251 | -0.234 | -0.210 | -0.337 | -0.541 | -0.611 | -0.270 | 0.085 | 0.307 | 0.405 | 0.410 | |||
Notes
SD%: The square root of (average of (cycle/trend)^2 ); GDP: Gross Domestic Product; PPI: Producer Price Indexes of All items (Basic Groups), 2010=100, 1965-2017; GPPI: Producer Price Indexes of Goods (Basic Groups), 1965-2017; SPPI: Producer Price Indexes of Services (Basic Groups), 1995-2017; SPI: Domestic Supply Price Indexes (Basic Groups) 2010=100, 1980-2017; RISPI: Domestic Supply Price Indexes of Raw & intermediate materials (Basic Groups); RSPI: Domestic Supply Price Indexes of Raw materials (Basic Groups); ISPI: Domestic Supply Price Indexes of Intermediate materials (Basic Groups); FSPI: Domestic Supply Price Indexes of Final goods and services (Basic Groups); CPI: Consumer Price Indexes of Total items, 2015=100, 1965-2017