Home · Beta · Federal Reserve Survey of Professional Forecasters — GDP / inflation accuracy

Beta · Analyst firms · cited; not independently recomputed

Federal Reserve Survey of Professional Forecasters — GDP / inflation accuracy

Source class
Analyst firms
Metric
Real-time forecast error vs. final-revised outcome (RMSE per horizon; coverage of probability ranges)
Reported value
public — Philadelphia Fed maintains historical SPF data + accuracy reports back to 1968
Measured
2026-04-27

Context

The Federal Reserve Bank of Philadelphia's Survey of Professional Forecasters is the longest-running quarterly survey of US macroeconomic forecasts. The Philadelphia Fed publishes per-horizon forecast accuracy statistics (RMSE for point forecasts; probability-range coverage for binned probability questions like recession in next 4 quarters). Cross-vertical Phase 1 reference for analyst-class calibration.

Citation

Federal Reserve Bank of Philadelphia, Survey of Professional Forecasters — Documentation and Forecast Accuracy.

https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/survey-of-professional-forecasters

What Phase 1 launch will add

Calibration Ledger has not independently recomputed the value above. Phase 1 launch (target Q3 2027, gated on prerequisites) will add for this source class:

  • Independent recomputation from the original outcome data, under data-licensing agreement
  • Time-windowed breakdown (rolling 3-month, 12-month, lifetime)
  • Cross-domain calibration (does this source calibrate uniformly across topical verticals?)
  • Append-only timestamp anchoring of every score so retroactive revisions are visible
  • Per-source citation page with full Murphy decomposition (Reliability − Resolution + Uncertainty)

Other findings in the same source class

All other findings

Related

Last verified: 2026-04-28. Cited; Calibration Ledger has not independently recomputed this finding. Independent recomputation in Phase 1 (Q3 2027). Operator: Paulo de Vries. Contact: contact@calibrationledger.com.