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Regression for US Fed Reserve O-N Loan Rate
Dependent variable (+/- SE):
US Fed Reserve O-N Loan Rate
Constant3.277 (+/- 0.532)
p = 0.00000***
Real disposable income growth0.665 (+/- 0.109)
p = 0.00000***
Nominal disposable income growth-0.618 (+/- 0.103)
p = 0.00001***
Unemployment Rate-0.847 (+/- 0.059)
p = 0.000***
CPI Inflation Rate0.379 (+/- 0.084)
p = 0.0001***
BBB corporate yield-0.582 (+/- 0.148)
p = 0.0005***
20-year Treasury Yield7.411 (+/- 0.596)
p = 0.000***
LN_20-year Treasury Yield-16.146 (+/- 1.382)
p = 0.000***
Observations40
R20.923
Adjusted R20.907
Residual Std. Error0.386 (df = 32)
F Statistic55.039*** (df = 7; 32)
Note:*p<0.1; **p<0.05; ***p<0.01