Estimate a regression of the three-month treasury bill rate

Reference no: EM133613811

Problem: For this problem, you need the Excel file intdef_data and the text document intdef_description. The Excel file contains annual data for 1948-2003 on the three-month Treasury bill rate, the consumer price inflation rate, and the federal budget deficit as a percentage of GDP. See the text document for additional details. Estimate a regression of the 3-month Treasury bill rate on the consumer price inflation rate and the federal budget deficit as a percentage of GDP. Obtain Newey-West standard errors for. Report your results in table form and then interpret your results.

Reference no: EM133613811

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