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 |