Name

Description

Mean

SD

Min

Max

DF

CSXR

Case-Shiller

166.84

38.127

100

226.29

−2.0786

FF_RATE

Federal Funds

2.76

2.057

0.05

6.6

−2.9589

MORT30

30 Year Mortgage

6.185

0.724

4.67

7.63

−0.9999

FOR_US

Foreclosure Rate

0.036

0.031

0.011

0.104

1.0991

UNEMP

Unemployment

5.798

1.721

3.8

10

−1.7074

ARM_RATE

Var. Rate Mort.

4.995

0.98

3.41

7.29

−2.6348

DEFICIT

Gov. Deficit

34.546

77.186

−189.797

220.909

−1.1944

CAP_FLO

Net Capital Flow

474.978

619.792

−1530.35

2729.38

−3.0752

LN_FFR

log(FF_Rate)

0.513

1.248

−2.996

1.887

−1.2216

LN _CSXR

log(CSXR)

5.09

0.236

4.605

5.422

−1.9096

LN_MORT30

log(MORT30)

1.815

0.118

1.541

2.032

−0.6086

LN_FOR_US

log(FOR_US)

−3.644

0.771

−4.547

−2.265

0.0768

LN_UNEMP

log(UNEMP)

1.721

0.262

1.335

2.303

−2.0263

LN_ARM

log(ARM_Rate)

1.59

0.192

1.227

1.987

−2.0894