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Figure 1 – uploaded by David Mayes

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Figure 2: Area Under Receiver Operating Curve for In-time sample and Out-of- time Prediction

Figure 2 Area Under Receiver Operating Curve for In-time sample and Out-of- time Prediction

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t-values in parenthesis. In order not to lose observations country dummies were grouped together for Albania and Bosnia, Belarus, Ukraine a Moldova and finally for Bulgaria and Romania. ‘Advanced countries' are EU-10 and Croatia, the rest of countries are labelled as ‘le advanced. All coefficients are in exponent form, the unit is 5% except for EURIBOR where the unit of measurement is 1% change over last year. * > *** indicate significance at the 10, 5 and 1% levels respectively with robust standard errors.
t-values in parenthesis. In order not to lose observations country dummies were grouped together for Albania and Bosnia, Belarus, Ukraine a Moldova and finally for Bulgaria and Romania. ‘Advanced countries' are EU-10 and Croatia, the rest of countries are labelled as ‘le advanced. All coefficients are in exponent form, the unit is 5% except for EURIBOR where the unit of measurement is 1% change over last year. * > *** indicate significance at the 10, 5 and 1% levels respectively with robust standard errors.
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