Click to Login
Regression for Moody's BAA Curve
Dependent variable (+/- SE):
Moody's BAA Curve
Constant1.179 (+/- 0.142)
p = 0.000***
Real disposable income growth-0.008 (+/- 0.002)
p = 0.003***
BBB corporate yield0.925 (+/- 0.036)
p = 0.000***
3-month Treasury Yield-0.202 (+/- 0.028)
p = 0.00000***
Observations40
R20.950
Adjusted R20.946
Residual Std. Error0.138 (df = 36)
F Statistic226.839*** (df = 3; 36)
Note:*p<0.1; **p<0.05; ***p<0.01