Determining crisis indicators based on historic crisis data for 12 emerging markets between 1993 - 2002 using Random Forest
- CRISIS - whether country is in crisis the observable year
- PCRISIS1 - whether country is in crises the next year (t+1)
- ROAA - return on average assets
- NPLGROSSLOANS - non-performing loans (sovereign)
- PER - price-to-earnings ratio
- CREDITGDP - credit-to-GDP
- GDPG - GDP growth
- GFGFG - investment growth (gross fixed capital formation)
- GFCFGDP - investment-to-GDP ratio
- HFCEG - household consumption growth
- HFCEGDP - household consumption growth to GDP ratio
- CAGDP - current account-to=GDP ratio
- INFL - inflation
- REALRATE - real interest rate
- DEPRATE - deposit rate
