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Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate

Kawakami, Kei - Department of Economics, Faculty of Business and Economics - 2013

This paper proposes a new method for forecast selection from a pool of many forecasts. The method uses conditional information as proposed by Giacomini and White (2006). It also extends their pairwise switching method to a situation with many forecasts. I apply the method to the monthly...

Persistent link: https://www.econbiz.de/10010903380

Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown".

Henry, O.T.; Olekalns, N.; Summers, P.M. - Department of Economics, Faculty of Business and Economics - 1998

A two regime threshold autogressive model is fitted to a trade weighted index of the Australian real exchange rate in order to identify episodes of exchange rate crisis. We find strong evidence of a threshold in the growth rate of the real exchange reate, with the data being classified into two...

Persistent link: https://www.econbiz.de/10005587736

Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?

Henry, O. - Department of Economics, Faculty of Business and Economics - 1998

properties of Australia's real exchange rate. In contrast to recent work by Olekalns amd Wilkins (1998) we conclude that shocks …

Persistent link: https://www.econbiz.de/10005587777

Exchange Rate Volatility and Macroeconomic Performance in Hong Kong.

Crosby, M. - Department of Economics, Faculty of Business and Economics - 2000

In this paper evidence on whether Hong Kong's currency board arrangement, in place since 1983, has affected volatility of real macroeconomic variables is presented. Simple evidence on the relative volatilities of relevant macroeconomic variables pre and post 1983 is presented, before a more...

Persistent link: https://www.econbiz.de/10005587779

Financial Literacy and Remittance Behavior of Skilled and Unskilled Immigrant Groups in Australia

Karunarathne, Wasana; Gibson, John - Department of Economics, Faculty of Business and Economics - 2013

remitting immigrant groups in Australia – Sri Lankans and Samoans – using surveys designed and supervised by the authors. Paying …

Persistent link: https://www.econbiz.de/10010903420

Credential Changes and Education Earnings Premia in Australia

Coelli, Michael; Wilkins, Roger - Department of Economics, Faculty of Business and Economics - 2008

Australia. This stability is in sharp contrast to the rising college premium observed in the US. The observed stability in … Australia may in part be due to changes in the credentials earned by individuals entering certain professional occupations …-occupation credential changes on estimates of education earnings premia in Australia over time. Our focus is on credential changes within …

Persistent link: https://www.econbiz.de/10005750794

'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports

Cashin, P.; McDermott, C. J. - Department of Economics, Faculty of Business and Economics - 1997

This paper extends the staple theory literature by examining the influence of wool, Australia's dominant primary …

Persistent link: https://www.econbiz.de/10005750810

Environmental Performance and Share Price: an Empirical Study for Australian Industrial Corporations

Alden, D. M.; Saleeba, J. - Department of Economics, Faculty of Business and Economics - 1997

There is evidence that investors value environmental performance disclosure by companies. This paper attempts to determine whether this environmental performance information affects share price. An index of environmental performance is constructed from a survey of the commitment of corporations...

Persistent link: https://www.econbiz.de/10005750811

Common Cycles in Labour Market Separation Rates for Australian States

Dixon, Robert - Department of Economics, Faculty of Business and Economics - 2007

leaving employment and moving to unemployment in the six states of Australia. It is concluded that there is a common cyclical …. These findings strengthen the case for regional labour market policy in Australia. …

Persistent link: https://www.econbiz.de/10005750863

The Cyclical Dynamics and Volatility of Australian Output and Employment

Dixon, Robert; Shepherd, David - Department of Economics, Faculty of Business and Economics - 2006

In this paper we examine the volatility of aggregate output and employment in Australia with the aid of a frequency … to output volatility in Australia which holds that there was a once and for all sustained reduction in output volatility …

Persistent link: https://www.econbiz.de/10005458636