The Fed cutting into rising unemployment

In every month the federal funds rate had been falling for a quarter while unemployment was rising, what did unemployment do over the following year?

35 windows met these conditions and completed 12 months. US Unemployment Rate was higher 12 months later in 16 of them and lower in 18. The middle half of outcomes fell between -0.6 and 1.5. 1 further window has not yet run their full horizon.

What followed, across 35 completed windows

Higher after
16
Lower after
18
Middle half
-0.6 to +1.5
Full range
-1.6 to +3.3

Change in US Unemployment Rate over the 12 months after each match. Windows are listed below so any one can be checked.

Term structure

US Unemployment Rate measured 1, 3, 6 and 12 months after each matched episode, with the count of completed windows at each horizon — not a forecast path, the same distribution above asked again at three more calendar distances.

HorizonNHigher / lowerMiddle halfFull range
1m3611 / 18-0.1 to +0.1-0.3 to +0.6
3m3614 / 17-0.2 to +0.2-0.5 to +1.5
6m3618 / 17-0.32 to +0.43-1 to +7.4
12m3516 / 18-0.6 to +1.5-1.6 to +3.3

N is windows with a complete outcome at that horizon; a window that runs past the end of the record is excluded from it, not filled in. A horizon below the 5-window floor is marked thin the same way the 12 months result above is.

The conditions, in full

Generated from the same object that produced the numbers, so the description cannot drift from the computation.

  1. condition: FEDFUNDS falling over 3 observations
  2. condition: UNRATE rising over 3 observations
  3. align: each condition is put onto the measured series' dates, taking the last observation on or before each, so windows and spans count in the measured series' own periods
  4. measure: UNRATE over the following 12 observations
  5. matches within 3 observations count as one episode

Every matching window

36 episodes, each dated. Consecutive months meeting the conditions count once.

BeganRan forUS Unemployment Rate thenAfterChange
Dec 19562 mo4.25.2+1
Jul 19571 mo4.27.5+3.3
Dec 19578 mo5.26.2+1
Mar 196011 mo5.46.9+1.5
May 19611 mo7.15.5-1.6
Nov 19633 mo5.74.8-0.9
Oct 19641 mo5.14.2-0.9
Jan 19672 mo3.93.7-0.2
Jun 19671 mo3.93.7-0.2
Jan 197013 mo3.95.9+2
Dec 19734 mo4.97.2+2.3
Sep 19749 mo5.98.4+2.5
Dec 19761 mo7.86.4-1.4
May 19804 mo7.57.50
Mar 19811 mo7.49+1.6
Sep 19815 mo7.610.1+2.5
May 19828 mo9.410.1+0.7
Jun 19852 mo7.47.2-0.2
Feb 19863 mo7.26.6-0.6
Jun 19891 mo5.35.2-0.1
Oct 19894 mo5.35.9+0.6
May 199027 mo5.46.9+1.5
Aug 19951 mo5.75.1-0.6
Jan 19961 mo5.65.3-0.3
Dec 19961 mo5.44.7-0.7
Sep 19981 mo4.64.2-0.4
Jun 19991 mo4.34-0.3
Jan 200114 mo4.25.7+1.5
Nov 20023 mo5.95.8-0.1
Jun 20032 mo6.35.6-0.7
Jun 200731 mo4.65.6+1
Jun 20111 mo9.18.2-0.9
Jan 20131 mo86.6-1.4
Dec 20197 mo3.66.7+3.1
Mar 20251 mo4.24.3+0.1
Sep 20253 mo4.4still running

Recompute this

Fetch FEDFUNDS UNRATE from the API or from FRED, apply each condition on the same dates, collapse consecutive matches, and measure the change over the following 12 months. The full rule is in the claims ledger.

This page counts and dates. It does not say what will happen next, and no window above is presented as more likely than another — MacroRadar publishes historical indicators, never forecasts.