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...

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...

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...

This paper present a summary analysis of unpublished longitudinal data on the workforce participation profiles of a group of Australian women, according to their occupational group. The information is rich in detail concerning the timing, frequency and duration of breaks from work life, and the...

The finding from recent analysis in the United States that computer users earn a wage premium of 10 to 15 percent - together with increased usage of computers by high skill workers - has been interpreted as evidence of the role of technological change in generating widening earings differentials...