Access Statistics for Daniel Buncic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006) 0 0 0 64 0 0 2 183
A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) 0 0 0 50 0 0 2 120
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 0 0 1 959
An estimated New Keynesian policy model for Australia 0 0 0 209 1 1 2 465
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 2 78 1 5 9 85
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 1 1 3 41 1 1 6 49
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 1 5 25 0 2 13 58
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 0 125 1 3 5 329
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 0 0 0 324
Forecast ranked tailored equity portfolios 0 0 0 22 0 0 0 37
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 0 120 1 1 5 305
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 0 16 0 1 2 94
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 1 2 105 0 1 3 234
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 0 0 1 62
Macroeconomic Factors and Equity Premium Predictability 0 0 0 43 0 2 3 83
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 0 0 1 591
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 1 1 2 187
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 3 169 0 1 11 400
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 1 1 1 226
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 0 1 12 264
On a Standard Method for Measuring the Natural Rate of Interest 0 0 1 12 0 1 4 31
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 0 0 3 393
The impact of ECB monetary policy decisions and communication on the yield curve 0 1 4 181 0 2 12 717
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 0 0 1 323
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 0 1 2 69
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 0 0 0 221
Total Working Papers 1 4 20 2,457 7 25 103 6,809

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Estimated New Keynesian Policy Model for Australia 0 0 0 136 0 0 3 380
Equilibrium credit: The reference point for macroprudential supervisors 0 1 1 138 0 1 3 438
Forecast ranked tailored equity portfolios 0 1 1 3 0 1 2 16
Forecasting copper prices with dynamic averaging and selection models 0 0 0 13 0 1 3 114
Global equity market volatility spillovers: A broader role for the United States 0 0 2 18 0 0 5 68
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 2 35 0 0 7 121
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 0 1 11 28
Macroeconomic factors and equity premium predictability 1 2 3 7 1 4 7 62
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 3 144 5 6 18 417
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 0 0 5 74
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 0 0 2 33
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 0 34 0 2 5 172
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 1 3 14 241 3 7 31 672
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 0 3 8 73
The term structure of interest rates in an estimated New Keynesian policy model 0 0 2 17 0 1 5 90
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 0 0 133
Total Journal Articles 2 7 28 832 9 27 115 2,891

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Statistics updated 2025-05-12