Table 6

Robustness of raw IMUGI under alternative crisis-definition thresholds and anticipation windows

ThresholdAnticipationAUCBrierAdvance warningImmediate capture
(%)(days)Rate (%)Rate (%)
1550.85980.11710.00.0
1590.74880.113850.00.0
15150.68850.11500.00.0
2050.91700.115666.733.3
2090.90550.117566.733.3
20150.91420.117366.733.3
2550.91740.133366.70.0
2590.90640.135666.70.0
25150.91400.136766.70.0

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