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 5 5 188
A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) 0 0 0 50 0 1 2 122
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 2 7 13 972
An estimated New Keynesian policy model for Australia 0 0 0 209 2 7 12 476
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 5 13 94
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 1 41 1 3 9 57
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 0 2 26 4 14 28 84
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 2 127 4 8 15 343
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 0 4 8 332
Forecast ranked tailored equity portfolios 0 0 0 22 0 3 6 43
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 1 121 6 15 21 325
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 0 16 1 3 7 100
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 1 105 3 4 8 241
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 3 7 10 72
Macroeconomic Factors and Equity Premium Predictability 0 0 0 43 2 5 8 91
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 1 5 10 601
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 1 2 7 193
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 2 171 2 5 12 411
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 1 5 7 232
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 9 13 18 281
On a Standard Method for Measuring the Natural Rate of Interest 0 0 1 13 0 1 8 38
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 1 7 11 404
The impact of ECB monetary policy decisions and communication on the yield curve 0 0 2 182 1 7 23 739
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 1 13 16 339
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 0 5 8 229
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 2 6 7 76
Total Working Papers 0 0 12 2,465 48 160 292 7,083

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 2 4 384
Equilibrium credit: The reference point for macroprudential supervisors 1 1 4 142 7 12 20 458
Forecast ranked tailored equity portfolios 0 0 1 3 1 3 5 20
Forecasting copper prices with dynamic averaging and selection models 0 0 1 14 2 4 12 126
Global equity market volatility spillovers: A broader role for the United States 0 0 0 18 1 3 5 73
Heterogeneous agents, the financial crisis and exchange rate predictability 1 1 1 36 1 4 10 131
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 0 2 9 36
Macroeconomic factors and equity premium predictability 0 0 4 10 0 4 11 71
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 144 0 3 11 422
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 2 5 9 83
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 0 3 8 41
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 1 2 36 0 11 13 184
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 8 248 5 16 42 709
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 1 8 11 82
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 0 4 6 96
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 5 6 139
Total Journal Articles 2 3 21 850 20 89 182 3,055

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Statistics updated 2026-03-04