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The Time Horizon Of Asset Price Movements To Predict Financial Crises

Table 4:

Time 24 C60
Variables P value Coefficient Z-Stat McFadden R-squared P value Coefficient Z-Stat McFadden R-squared
GDPR 0.8682 1.02728  0.165901 0.000199 0.3082 1.269574  1.019008 0.01412
GDPD 0.0029 1.02986 2.982244 0.081861 0.0001 1.254500  3.874268 0.120801
CPI 0.7552 -1.04538 -0.31185 0.000772 0.0165   1.300188 2.397543 0.038834
CPS 0.659 -1.01450  -0.44129 0.001483 0.0004 1.518765  3.562395 0.088183
LTIR 0.1819 -3.85050  -1.33495 0.012171 0.262 3.156240  1.121767 0.007404
M2 0.2793 -1.00086  -1.082 0.019022 0.5226 -1.255306  -0.63937 0.003942
NEER 0.9923 0.20577 0.009691 0.000001 0.019 -2.739260  -2.34556 0.038625
REER 0.2469 1.00833  -1.15789 0.009073 0.009152 -1.235479  -1.27707 0.2016
STIR 0.3388 0.3564  -0.9565 0.006592 0.0072 0.994390  2.686659 0.048294
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