Company / Analytics

Analytics, 12 October 2022

NY Fed survey shows falling inflation expectations

As the Fed continues to hike interest rates to curb inflation aggressively, a survey by the New York Fed indicates that inflation expectations and the outlook for household spending growth fell sharply in September. Consumers’ expectation of the inflation rate has fallen to a 12-month low of 5.4%, a decline from 5.75% in August, according to the latest New York Fed Survey of Consumer Expectations.

Since peaking at 6.8% in June, consumers expect the inflation rate has been coming down, thanks to successive hikes of interest rates totaling 3 percentage points. Markets largely expect the Fed to continue raising rates until it brings inflation down to its long-run target of 2%.

Other surveyed areas included household spending, with respondents to the survey indicating that they expected a household spending growth of 6% for the next year, a steep fall from August’s 7.8% projection. That was the lowest expectation level since January.

Expectations for growth in home prices continued to decline in September and are now at their lowest levels since June 2020. Households’ expectations about future credit access one year from now improved somewhat.

Summary of takeaways from the survey

Inflation

The near-term Consumers’ expectation of inflation seems to have improved in recent months. For the month of September, the Median one-year-ahead Consumer Inflation expectation declined by 0.3 percentage points to 5.4%, its lowest reading since September 2021. Not much has changed in the long term, however, with the three-year-ahead inflation expectations rising slightly to 2.9% from 2.8% in August. Further into the long term, with the median five-year-ahead inflation expectations, an increase of 0.2 percentage points to 2.2% was recorded. Disagreement across respondents in their five-year-ahead inflation expectations declined in September.

Another important surveyed item was the Median home price growth expectations, which was recorded to have declined by 0.1 percentage point to 2.0, its lowest reading since June 2020.

Other surveyed expectations about year-ahead price changes indicated a rise of 0.4 percentage points for gas (to 0.5%), 1.0 percentage points for food (to 6.9%), 0.6 percentage points for college education (to 9.0%) and 0.1 percentage point for rent (to 9.7%). The median expected change in the cost of medical care, on the other hand, fell by 0.1 percentage point (to 9.2%).

Household Spending

Expectations in terms of growth in household income remain unchanged in the month with respondents sticking to a median expected growth in household income of 3.5%.

With heightened interest rates, however, the Median household spending growth expectations fell sharply to 6.0% from 7.8% in August, its steepest one-month decline since the series’ inception in June 2013, and its lowest reading since January of this year. Personal consumption expenditures in inflation-adjusted dollars rose just 0.1% in August while the rate of savings growth is declining, according to the Bureau of Economic Analysis.

Despite the fact that there was no change in how customers perceived credit access year-on-year, it was generally harder to obtain credit than one year ago. In contrast, expectations for future credit availability improved, with the share of respondents expecting it will be harder to obtain credit in the year ahead falling sharply.

In terms of stocks and investing, the mean perceived probability that U.S. stock prices will be higher 12 months from now decreased by 1.1 percentage points to 35.3%.

Market Reaction

Stocks reacted positively to the news, as the survey eased in on investors who are now looking forward to a key consumer report that will inform the pace of the Federal Reserve’s rate hikes going forward. The Dow Jones Industrial Average gained 169 points or 0.58%. The S&P 500 rose 0.28%, bolstered by a 10% jump in shares of Moderna, the top-gaining stock in the index. The Nasdaq Composite ticked up 0.12%.

Investors will now be looking forward to the September consumer price index report that is to be released on Thursday. The CPI number is a measure of price changes in a basket of common consumer goods and services.

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