Updated

This is a rush transcript from "Your World," August 26, 2014. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: You know, to hear New Jersey Governor Chris Christie tell it, Rob Astorino is a lost cause. No way in heck the Republican challenger to New York Governor Andrew Cuomo has any chance of winning, so Christie says he ain't helping.

As chairman of the National Republican Governors Association, Christie has refused to offer Astorino any financial support, even though other prominent Republicans, including Rick Perry and Bobby Jindal, have.

Andrew Cuomo might be loving all of this, but I think it is safe to say that Rob Astorino is not, especially when former New York Governor George Pataki says the Republican challenger has a very legitimate shot.

Mr. Astorino joins us right now.

Sir, very good to have you.

What do you think about the fact that you can't progress when the money just doesn't -- doesn't arrive?

ROB ASTORINO, R-NEW YORK GUBERNATORIAL CANDIDATE: Hey, Neil, how are you?

Well, first of all, I think Governor Pataki was correct when he said that we do have a good chance of winning this race. We have a governor in New York, Andrew Cuomo, who is under federal investigation by the U.S. attorney, federal prosecutors looking into this governor for potential corruption, for obstruction of justice, for witness tampering in shutting down the anti-corruption commission which he established.

And the attorney general deputized the members of that panel to do independent investigations, subpoena power, et cetera. And, all of a sudden, when the bread crumbs on investigations into corruption were going into the governor's office and towards him and his staff and his friends and his allies, the governor abruptly shut this thing down. And so he's under a dark cloud right now. He refuses to speak. He refuses to debate. Whether or not he's not doing that because he's embarrassed of his record of raising taxes, of having the worst economic outlook as a state, has the worst business climate, the most corruption --

CAVUTO: Well, maybe he doesn't want to give you -- maybe he doesn't want to give you any legitimacy.

ASTORINO: Well, I think his criminal defense attorneys are telling him, don't speak. You can't speak.

And that's probably a heavy burden for him, because he could indict himself with some of his public comments.

(CROSSTALK)

CAVUTO: But do you think he's just sitting on a big lead and hoping that you won't take advantage of it?

ASTORINO: Well --

CAVUTO: Because, thus far, for whatever reason, Rob, you have not been able to take advantage of it. In fact, that was one of the reasons why we're told Governor Christie said you were a lost cause. What do you think of that? Does that bother you?

ASTORINO: Well, first, in all due respect to Governor Christie, he doesn't know New York politics.

And Governor Christie was down in the polls and Governor Christie got support from the RGA, who came in and pushed him over the top. And in Westchester County, where I'm the county executive, a million people, it's 2-1 Democrat. I was outspent 5-1, almost $6 million to $1.5 million or so, in 2009, and 30 points down in the polls this time in 2009, and I won by 13 points.

CAVUTO: Oh, no, no, no, there's no doubt. That was one of the arguments Pataki raised when he was with us --

ASTORINO: Yes.

CAVUTO: -- that he too was down almost as much as you are in the polls now and went on to win and beat his father, Andrew Cuomo's father.

ASTORINO: Correct. Sure.

CAVUTO: But why do you think that -- that, in the eyes of many, Chris Christie has it out for you? Because he didn't only refuse to give you money. He dissed you.

ASTORINO: Well, I don't think he has got it out for me. I do believe --

CAVUTO: He called you a lost cause.

ASTORINO: -- we're going to get --

CAVUTO: He didn't say you had any chance.

(LAUGHTER)

ASTORINO: And I probably -- he probably regrets those particular words. But I do believe we're going to get a lot of support.

CAVUTO: Has he called you to say that? No, wait a minute. Has he called you to say he regrets those words?

ASTORINO: No, he hasn't.

But we have got Carly Fiorina, who has joined the team, Women for Astorino. She is going to be doing fund-raising and campaigning for me. Governor Perry and also Governor Jindal is coming in and maybe some other governors. Governor Walker has already been in.

We are now getting some of the Republicans, some of the big donors in New York City who are coming off the sidelines, because what is interesting in the polls -- and I really don't believe in polls at this point because we're not voting tomorrow -- but you can see in the polls Governor Cuomo has very, very soft support.

People are not thrilled with him. They are saying the state is not going in the right direction. His job approval is plummeting. You can also see obviously with the black clouds of this corruption scandal hanging over him, with federal prosecutors maybe indicting him at some point, there's some heavy things hanging over this governor.

And we have a state now that's failed to get out of the losing column under this governor, where we should be one of the most prominent states in America.

CAVUTO: Well, maybe to that point -- I'm sorry, Rob.

Maybe to that point, you can turn things around.

ASTORINO: Yes.

CAVUTO: But, in the meantime, let's -- let's say Chris Christie goes ahead and runs for president.

ASTORINO: Yes.

CAVUTO: Would you support him, whether you win or lose? Would you support him?

ASTORINO: Well, certainly, if he were the Republican candidate for president, our nominee, I most certainly would. And I think he's done a decent job as governor.

His comments were not helpful, but I do think, at the end of the day, the RGA is going to get very involved in this race. You're going to see these polls close dramatically in the next two months.

Look, it's August. There's still a lot of people right now who are at a beach or a lake or somewhere other than where they normally would be because Labor Day hasn't approached. But, in a week, when everything gets back to normal, the kids go back to school, people are going to start focusing on that.

And when they -- and you can see this in the polls too.

CAVUTO: Right.

ASTORINO: When people have heard of the Moreland Commission scandal and what the governor is facing right now, with potential indictments or federal prosecutors, it's an eight-point race.

CAVUTO: All right.

ASTORINO: When people start focusing on the economy in this state and the lack of jobs and the highest taxes and all that other stuff, it's a very close race.

CAVUTO: And it is still early. It is still early.

Rob Astorino --

ASTORINO: And it's still very early.

CAVUTO: -- thank you very much.

ASTORINO: Yes.

CAVUTO: Good seeing you.

ASTORINO: Thank you, Neil.

CAVUTO: By the way, we did put out a call to Governor Cuomo. He has yet to respond.

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