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Regression for US Fed Reserve O-N Loan Rate
Dependent variable (+/- SE):
US Fed Reserve O-N Loan Rate
Constant8.042 (+/- 4.134)
p = 0.062*
Nominal GDP growth0.070 (+/- 0.015)
p = 0.0001***
Real disposable income growth0.366 (+/- 0.044)
p = 0.000***
Nominal disposable income growth-0.346 (+/- 0.041)
p = 0.000***
Unemployment Rate0.922 (+/- 0.126)
p = 0.00000***
CPI Inflation Rate0.250 (+/- 0.038)
p = 0.00000***
Dow Total Stock Market Index-0.0001 (+/- 0.00003)
p = 0.0002***
Home Price Index0.112 (+/- 0.014)
p = 0.000***
30-year Treasury Yield-56.186 (+/- 8.909)
p = 0.00000***
LN_30-year Treasury Yield88.674 (+/- 13.224)
p = 0.00000***
20-year Treasury Yield2.302 (+/- 0.795)
p = 0.008***
30-year Treasury Yield_23.969 (+/- 0.736)
p = 0.00001***
Observations40
R20.926
Adjusted R20.897
Residual Std. Error0.249 (df = 28)
F Statistic31.865*** (df = 11; 28)
Note:*p<0.1; **p<0.05; ***p<0.01