Диссертация (1138320), страница 25
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http://research.stlouisfed.org/fred2/ – Федеральный резервный банкСент-Луис (Federal Reserve Bank of St. Louis).114. http://www.rita.dot.gov/bts/ – Бюро транспортной статистики США(Bureau of Transportation Statistics).115. http://sifma.org – Ассоциация участников индустрии ценных бумаг ифинансовыхрынков(Securitiesindustryandfinancialmarketsassociation, SIFMA).116. http://raexpert.ru/ - Рейтинговое агентство «Эксперт РА».117. http://www.standardandpoors.com/en_US/web/guest/home – Рейтинговоеагентство Standard & Poor’s.118. http://www.usinflationcalculator.com/inflation/consumer-price-index-andannual-percent-changes-from-1913-to-2008/ – Калькулятор инфляцииСША (U.S. Inflation Calculator).-146-Приложение 1.
Статистические поквартальные данные за 2000 – 2008 года для факторов и объясняемойпеременной авторского эконометрического исследования, проведенного в отношении американского рынкаценных бумаг, обеспеченных активами автолизингаГод / факторRRRVF-RVRMV2000 Q10,5742-0,11 0,5110382000 Q20,5764-0,12000 Q30,5785-0,12000 Q4NASinASSgDPI per capita IRA / IrconsAIgNACEinACE0,848875 1,061017311930,645349 1,0111110,6381230,518730,878853 1,054885314390,663787 1,0222220,671510,520680,87092 1,063161317210,695087 1,0333330,6610940,5807-0,09 0,5284370,801582 1,027119317440,683688 1,0444440,6127792001 Q10,5624-0,07 0,5230320,84188 1,065902319410,669343 1,0454550,6411182001 Q20,5441-0,05 0,5168950,846542 1,057478318390,65188 1,0464650,6377882001 Q30,5258-0,03 0,5100260,819853 1,018295325060,626415 1,0474750,6210252001 Q40,5075-0,01 0,5024250,854712 0,974028320210,622821 1,0484850,697282002 Q10,5075-0,01 0,5024250,835517 1,000997327290,606532 1,0494950,6628362002 Q20,50750,50750,829849 0,991675328220,615752 1,0505050,6333412002 Q30,51110,02 0,5213220,842798 0,976471326960,606886 1,0515150,6494272002 Q40,51110,02 0,5213220,851163 0,996461327730,599673 1,0525250,6505792003 Q10,49790,02 0,5078070,840348 0,968345328000,607692 1,0257580,650892003 Q20,48460,02 0,4942920,823802 0,984447332000,5783430-147-0,998990,6520582003 Q30,47140,01 0,4760640,8316180,98993336610,564745 0,9722220,6456272003 Q40,45810,01 0,4626810,822504 1,028764337160,569758 0,9454550,63412004 Q10,45460,0225 0,4647770,833718 1,032602338960,565657 0,9348480,6499782004 Q20,45100,035 0,4667850,83631 1,070289341560,544915 0,9242420,6293342004 Q30,44750,0375 0,4642290,826154 1,104985342500,544925 0,9136360,6253092004 Q40,44390,05 0,4660950,837001 1,079212345920,5667230,903030,6342662005 Q10,45870,0325 0,4736340,833333 1,128066341860,571191 0,9287880,6299582005 Q20,47360,015 0,4806530,860759 1,140778343830,574274 0,9545450,6600462005 Q30,48840,482270,879221 1,163709344730,579378 0,9803030,6744772005 Q40,5032-0,03 0,4881040,883997 1,228265346690,621757 1,0060610,6596052006 Q10,5176-0,035 0,4994840,880722 1,330508353830,606732 1,0282830,6710912006 Q20,53200,510720,871162 1,319143353570,604134 1,0505050,6704442006 Q30,5464-0,035 0,5272760,880109 1,313559353670,641129 1,0727270,6762332006 Q40,5608-0,04 0,5383680,885572 1,326022357370,634107 1,0949490,6720222007 Q10,5677-0,04 0,5449920,914286 1,279212358920,628247 1,0964650,6848842007 Q20,5746-0,04 0,5516160,898513 1,282403358830,6320831,097980,6750942007 Q30,5815-0,040,558240,896814 1,228764358830,6251 1,0994950,6543012007 Q40,5884-0,04 0,5648640,896681 1,20807635823-0,0125-0,04-148-0,6241781,101010,6726532008 Q10,5871-0,0425 0,5621240,891582 1,185693360040,636045 1,0292930,6624242008 Q20,5858-0,045 0,5593910,905867 1,139482366790,614004 0,9575760,6733672008 Q30,5844-0,0475 0,5566650,92489 1,128564357540,602787 0,8858590,6482332008 Q40,5831-0,04 0,5597760,894251 1,096361358930,617133 0,8141410,618765-149-Приложение 2.
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