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The Time Horizon Of Asset Price Movements To Predict Financial Crises

Table 3:

Time C6 C12
Variables P value Coefficient Z-Stat McFadden R-squared P value Coefficient Z-Stat McFadden R-squared
GDPR 0.031409 1.478026 2.037889 0.0416 0.2256 1.09195  1.211781 0.014525
GDPD 0.6399 1.189272 0.467823 0.001466 0.426 1.08870  0.795987 0.005418
CPI 0.6872 -1.149679 -0.40266 0.001256 0.6322 -1.02400  -0.47862 0.002694
CPS 0.4364 -1.124887 -0.77829 0.00468 0.1495 -3.75000  1.441287 0.021389
LTIR 0.4005 2.994914 0.840745 0.005069 0.1057 2.03297  1.617707 0.024309
M2 0.2537 -1.003600 -1.14149 0.024671 0.5939 1.25832  0.533204 0.005118
NEER 0.555 1.007331 0.590223 0.003754 0.6844 1.06508  0.406517 0.001877
REER 0.6003 1.007575 0.523938 0.00173 0.9489 -1.15846  -0.06415 0.000032
STIR 0.5239 -0.215708 -0.63736 0.00263 0.1177 -0.75761  -1.56468 0.023116
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