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 1 1 7 190
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 3 123
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 0 0 13 973
An estimated New Keynesian policy model for Australia 0 0 0 209 0 1 16 481
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 0 0 11 96
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 0 41 0 2 12 61
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 0 1 27 0 2 27 89
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 0 127 0 2 16 348
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 1 3 12 337
Forecast ranked tailored equity portfolios 0 0 0 22 1 2 10 48
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 1 121 1 3 29 334
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 1 17 1 1 15 109
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 1 1 106 0 2 16 251
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 0 4 14 76
Macroeconomic Factors and Equity Premium Predictability 0 0 1 44 0 1 14 97
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 1 1 14 605
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 0 1 7 195
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 1 171 0 0 12 414
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 1 1 8 234
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 0 1 26 293
On a Standard Method for Measuring the Natural Rate of Interest 0 0 0 13 0 1 6 40
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 2 2 14 409
The impact of ECB monetary policy decisions and communication on the yield curve 0 1 1 183 2 4 23 749
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 0 2 20 343
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 0 1 10 232
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 1 1 11 80
Total Working Papers 0 2 7 2,470 12 39 366 7,207

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 5 386
Equilibrium credit: The reference point for macroprudential supervisors 0 0 3 142 0 2 27 469
Forecast ranked tailored equity portfolios 0 0 0 3 0 1 5 21
Forecasting copper prices with dynamic averaging and selection models 0 0 1 14 3 4 22 136
Global equity market volatility spillovers: A broader role for the United States 0 0 0 18 1 1 10 78
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 1 36 1 3 22 143
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 1 1 3 0 4 14 44
Macroeconomic factors and equity premium predictability 0 0 2 10 0 2 14 78
Macroprudential stress testing of credit risk: A practical approach for policy makers 1 1 1 145 1 2 13 430
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 0 0 6 83
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 0 1 8 43
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 2 36 0 0 14 186
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 2 4 7 253 3 6 36 718
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 1 2 14 87
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 0 0 12 103
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 0 7 140
Total Journal Articles 3 6 18 857 10 28 229 3,145

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07