HistoryJan 2011 Mar 2021
Convergence

Back-to-Front Convergence

How far apart the panel sits at each forecast horizon, tracked across every monthly round. Opinion is wide six quarters out and tightens as the horizon shortens — the point at which it tightens is the signal.

Monthly Rounds

123

Survey vintages

Horizons

6

Quarters ahead

Spread at 6Q

5.1x

vs 1 quarter out

Rates Covered

15

Short to long term

Convergence History

Federal Funds Rate · panel dispersion by horizon, every monthly round

Rate

Each line is one forecast horizon. When the warm lines sit above the cool ones, the panel agrees about the near term and disagrees about the far term — the pattern that gives the histograms their shape.

Rounds: 123Period: Jan 2011 Mar 2021Wider at 6Q than 1Q: 123 of 123 rounds

Average dispersion by horizon, across all 123 rounds

Dispersion is the standard deviation across the panel for that round and horizon. Individual forecasts are aggregated in the database and never leave it.

What you are looking at

This is the long-run evidence behind the histograms. For every monthly round, we measure how widely the panel disagrees at each of the six forecast horizons. The near-term line sits low — members broadly agree about next quarter — while the far-term lines sit higher, because six quarters out there is far less to anchor on.

Only dispersion is shown. Individual forecasts are aggregated inside the database and never reach the browser, so no panel member's numbers, and no member's identity, appear anywhere on this page.

The 3-month series is LIBOR rather than SOFR: the survey replaced that series later, and the two are not continuous, so it is labelled for what it actually is.