| Dependent variable (+/- SE): | |
| 7-year Treasury Yield | |
| Constant | 6.309 (+/- 0.503) |
| p = 0.000*** | |
| Real GDP growth | -0.147 (+/- 0.047) |
| p = 0.004*** | |
| Nominal GDP growth | 0.128 (+/- 0.044) |
| p = 0.007*** | |
| Unemployment Rate | -0.135 (+/- 0.037) |
| p = 0.001*** | |
| Home Price Index | 0.026 (+/- 0.006) |
| p = 0.0001*** | |
| Commercial Real Estate Price Index | -0.035 (+/- 0.005) |
| p = 0.00000*** | |
| 1-month Treasury Yield | 0.537 (+/- 0.080) |
| p = 0.00000*** | |
| Observations | 40 |
| R2 | 0.886 |
| Adjusted R2 | 0.865 |
| Residual Std. Error | 0.299 (df = 33) |
| F Statistic | 42.576*** (df = 6; 33) |
| Note: | *p<0.1; **p<0.05; ***p<0.01 |