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How Much Is Priced In? Market Expectations for FOMC Rate Hikes from Different Angles

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Abstract

It is essential for policymakers and financial market participants to understand market expectations for the path of future policy rates because these expectations can have important implications for financial markets and the broader economy. In this post?which is meant to complement prior Liberty Street Economics posts, including Crump et al. (2014a, 2014b ) and Brodsky et al. (2016a, 2016b)?we offer some insights into estimating and interpreting market expectations for increases in the federal funds target range at upcoming meetings of the Federal Open Market Committee (FOMC).

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  • Ryan Bush & Marco Huwiler & Eric LeSueur & Giorgio Topa, 2017. "How Much Is Priced In? Market Expectations for FOMC Rate Hikes from Different Angles," Liberty Street Economics 20171130, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:87230
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    Keywords

    market expectations; Policy rate; Desk surveys;
    All these keywords.

    JEL classification:

    • D8 - Microeconomics - - Information, Knowledge, and Uncertainty
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • G1 - Financial Economics - - General Financial Markets

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