April 29, 2025

US: Pre-May 2025 FOMC Meeting Package

Main points:

  • Recent data have been roughly as expected relative to the Fed staff’s forecast implied by the latest FOMC minutes. There has been no improvement in the distribution of price changes, which continues to be inconsistent with the inflation target.

Figure 1. Core CPI MoM prices change distributions.

  • The medium-term forecast has been revised upward; pi* remains higher than target. Compared to the previous projection, the medium-term model-based forecast is higher, reflecting the upcoming effect of tariffs. The estimate for pi* remains around 2½%.

Figure 2. Current and previous FOMC round “main” model forecast of core PCE price inflation.

  • The estimate of “underlying inflation” (pi*) remains higher than target. According to our models, pi* is at 2.6 percent. Pi* is very persistent by nature and remains above the Fed target.

Figure 3. Evolution of the estimate of pi*.

  • Path of the Federal Funds (FF) rates. The FF rate path implied by the March SEP is below all rules. Assuming that core PCE reaccelerates this year, and the unemployment rate ticks up, inertial, non-inertial Taylor rules, and the FRB-US model suggest that the Fed is “on hold” until it becomes clear which side of the mandate dominates.

Note: Figure 4 does not reflect the latest available FRB-US dataset, as we are waiting for the BEA release of Q1. We will circulate an update in the next 2 days. In any case, we do not expect the main message to change. 

Figure 4. FRB-US model forecast

Note: red-dashed lines = model forecast, blue dots = March SEP.

As usual, we would be more than happy to schedule a meeting to discuss the details.

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