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Jeremiah 31 is one of my favorite in Tanach. In very poetic language, the chapter describes God's love for his people and the future redemption of the Israelite nation. I wrote a bit about this chapter in an answer to a different question here.

The subject of this chapter is unambigiously "Ephraim," one of the twelve tribes of Israel:

There will be a day when watchmen cry out on the hills of Ephraim, ‘Come, let us go up to Zion, to the Lord our God.’” (31:6 NIV)

See, I will bring them from the land of the north and gather them from the ends of the earth. ...I will lead them beside streams of water on a level path where they will not stumble, because I am Israel’s father, and Ephraim is my firstborn son. (8-9)

I have surely heard Ephraim’s moaning: ‘You disciplined me like an unruly calf, and I have been disciplined. Restore me, and I will return, because you are the Lord my God. (18)

“A voice is heard in Ramah [should be translated: a voice is heard on high], mourning and great weeping, Rachel weeping for her children and refusing to be comforted, because they are no more.” (15)

Rachel, one of Jacob's wives, is the grandmother of Ephraim.

In general, Ephraim is used as a synecdoche to refer to the whole Northern Kingdom of Israel. The tribe of Ephraim inhabited the northern part of Israel. Jeroboam, the first king of the Northern Kingdom was from the tribe of Ephraim and the later prophets often refer to the Northern Kingdom by the name Ephraim (eg: most of the prophecies in Hoshea are addressed to Ephraim).

Jeremiah functions as a prophet until after the destruction of the Southern Kingdom around the year 586 BCE which means he was born well after the northern kingdom of Israel was destroyed and exiled in the year 722 BCE (136 years earlier). So why is Jeremiah suddenly addressing himself to Ephraim? What is the signficance of this chapter? Is there an implicit message that the Southern Kingdom is supposed to take from this?

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Could it be that Ephraim ( A great company of nations...The USA ) will soon loose her "fatness and become lean"? And during her mourning will return to the land of her youth? –  Todd Sep 24 '14 at 15:36

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Ephraim is Jacob's eldest son by 'adoption', replacing Reuben who he rejects:

5And now your two sons, who were born to you in the land of Egypt before I came to you in Egypt, are mine; Ephraim and Manasseh shall be mine, as Reuben and Simeon are. ESV

According to Jacob's blessing he hopes for Ephraim to carry on his name (despite Joseph's protestations that it should be his firstborn, Manassah who has the role):

15And he blessed Joseph and said, “The God before whom my fathers Abraham and Isaac walked, the God who has been my shepherd all my life long to this day, 16the angel who has redeemed me from all evil, bless the boys; and in them let my name be carried on, and the name of my fathers Abraham and Isaac; and let them grow into a multitude in the midst of the earth.” ESV

You mention that 'Ephraim' becomes a name for the entire Northern Kingdom, which is also true of the name 'Israel' (though unlike 'Ephraim', the latter is later used to refer to Judah after the northern Kingdom is destroyed).

Why is Jeremiah 31 addressed to Ephraim?

I don't think it is 'addressed' to Ephraim, rather it is about the fulfilment of God's promises to Abraham - Jeremiah is looking forward to the future 'day' when God will gather together the remnant of his people who have been disciplined by him and scattered.

Now judgement has fallen on Judah as well (though there is more to come), it is no longer an option for them to believe that they are the 'true' Israel and that all the other tribes have been rejected - for God to gather a people for himself, He must do it from among the people he has judged - hence the constant question/tension from Genesis 12 onwards, "Who will inherit the promises to Abraham" takes another twist and a word from God is given through Jeremiah (among others):

2“Thus says the Lord, the God of Israel: Write in a book all the words that I have spoken to you. 3For behold, days are coming, declares the Lord, when I will restore the fortunes of my people, Israel and Judah, says the Lord, and I will bring them back to the land that I gave to their fathers, and they shall take possession of it.” ESV

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Bit late, but I'm curious about your statement that the term "Israel" is used to refer to Judah after the norther kingdom is scattered. There are many places where house of Judah and house of Israel are separated in the same verse. Jer 31:27,31 says "house of Judah/Israel" and then v33 says ONLY "house of Israel". So, regarding the question, Jer 31:2-22 mentions only things specific to Ephraim: their famous vineyards, mountains of Samaria, a voice in Ramah (in north) and repeated mentions of Ephraim. Why would Jeremiah, during Judah's exile, identify them by the name of their enemy, Israel? –  Joshua Bigbee Nov 22 '14 at 3:28

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