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 |