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Writer's picturePatrick Ling

Inflation Nowcast

The FOMC meeting is currently ongoing and we will know the latest rate hike in a few hours. It is a given that the Fed will hike by 75bp and it is more or less priced in by the market.


Rate hike expectation for November 2022
Most people expect a 75bp rate hike in November

However, it is what Jerome Powell will signal in his commentary regarding future rate hikes that will move markets. At the moment, the market is almost tied in either a 50bp or 75bp hike in December.


Rate hike expectation for December 2022
Close tie between a 50bp and 75bp hike in December

While we are not able to read the mind of Jerome Powell, we can take stock of the current inflation situation as that is going to guide Jerome's decisions.


Economy


The economy is slowing as can be seen by deteriorating economic data around the world. Housing prices are coming down in most parts of the world. The Baltic Dry Index which measures the general cost of shipping is on the way down.


Baltic Dry Index
Shipping cost diving

The missing link to a recession is the labor market which is still strong. The recent print on job openings went up. This is not going to help the tight labor situation.



Commodity Prices


Commodity prices have come down significantly from the peak. The problem, however, is that prices seem to be stuck at current levels which are still higher than at the start of this year.


CRB Index
CRB Index stuck in a range

OPEC is still trying to defend high oil prices and the Russia/Ukraine situation isn't helping. Soft commodities are also supported by the recent grain export halt.


Enter The Seer


What I've written above so far doesn't paint a clear picture of inflation because there are many conflicting developments. The future is still very uncertain. However, the Federal Reserve of Cleveland seems to be able to see into the near-term inflation picture. They have developed an inflation nowcast tool that attempts to predict the near-term CPI. In their own words, "historically, the Cleveland Fed’s model nowcasts have done quite well—in many cases, they have been more accurate than common benchmarks from alternative statistical models and even consensus inflation nowcasts from surveys of professional forecasters."


So rather than try to guess where inflation is going, let's see what the seer says. Their latest nowcast for Oct and Nov CPI shows a downward trend.


Inflation nowcast from the Federal Reserve of Cleveland
Inflation nowcast from the Federal Reserve of Cleveland

Based on the inflation nowcast, this is what the historical CPI over the recent past looks like.


Historical CPI
Orange bars are nowcast CPI

While it looks like peak inflation is behind us, the question is whether the pace of decline is fast enough for Jerome Powell. Let's hear from him soon. Meanwhile, you can read more about this inflation nowcast tool from this website. https://www.clevelandfed.org/indicators-and-data/inflation-nowcasting

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