Fed ProbabilityTaylor RuleLatest vintage: 2024-12
app4_taylor_rule

Federal Funds Rate

Taylor Rule implied rates from app4_taylor_rule, plus hike, hold, and cut probabilities from app_fedprob.

Target Period

2025Q1

Jan 1, 2025

Prob. Increase

0.0%

Hike probability

Prob. Unchanged

0.0%

Pause probability

Prob. Decrease

100.0%

Cut probability

Fed Funds Forecast vs Taylor Rule Implied Rate

Blue Chip consensus and forecast range compared with the Taylor Rule path from app4_taylor_rule

Publication date 2024-12-01
HorizonQuarterFed ConsensusTaylor ConsensusPolicy GapForecasters
Q+11st Qtr 20254.20%1.03%3.17 pp45
Q+21st Qtr 20263.48%1.03%2.45 pp45
Q+32nd Qtr 20253.92%1.02%2.90 pp45
Q+43rd Qtr 20253.71%1.02%2.69 pp45
Q+54th Qtr 20244.58%1.03%3.55 pp45
Q+64th Qtr 20253.57%1.02%2.55 pp45

Rate Change Probability Timeline

Hike / hold / cut odds for the next forecast period by survey vintage

Latest Horizon Breakdown

Hike / hold / cut odds by forecast horizon for 2024-12

Latest Vintage Details

Mean forecast, implied basis-point change, modal direction, and forecaster count

HorizonPeriodHikeHoldCutMean FFDirection
H02024Q40.0%100.0%0.0%4.58%Hold
H12025Q10.0%0.0%100.0%4.20%Cut
H22025Q20.0%0.0%100.0%3.92%Cut
H32025Q30.0%15.6%84.4%3.71%Cut
H42025Q40.0%41.3%58.7%3.57%Cut
H52026Q10.0%66.2%33.8%3.48%Hold

Data Source

This page reads the completed Taylor Rule app from app4_taylor_rule and the Fed rate probability app from app_fedprob.

Rate Methodology

The Taylor Rule chart compares the Blue Chip Fed Funds consensus path with the model-implied policy rate by horizon. The probability charts convert expected rate changes into hike, hold, and cut odds.