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 1 6 189
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 3 123
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 0 1 14 973
An estimated New Keynesian policy model for Australia 0 0 0 209 1 5 16 481
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 0 2 11 96
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 0 41 2 4 12 61
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 1 1 27 2 5 30 89
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 2 127 0 3 16 346
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 1 3 11 335
Forecast ranked tailored equity portfolios 0 0 0 22 1 4 10 47
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 1 121 0 6 26 331
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 1 1 17 0 8 14 108
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 1 1 1 106 2 10 17 251
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 2 2 12 74
Macroeconomic Factors and Equity Premium Predictability 0 1 1 44 0 5 13 96
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 0 3 13 604
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 1 2 8 195
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 2 171 0 3 14 414
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 0 1 7 233
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 1 12 29 293
On a Standard Method for Measuring the Natural Rate of Interest 0 0 1 13 0 1 8 39
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 0 3 13 407
The impact of ECB monetary policy decisions and communication on the yield curve 1 1 2 183 1 7 25 746
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 2 4 20 343
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 1 3 11 232
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 0 3 10 79
Total Working Papers 2 5 12 2,470 17 102 369 7,185

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 5 386
Equilibrium credit: The reference point for macroprudential supervisors 0 0 3 142 2 11 28 469
Forecast ranked tailored equity portfolios 0 0 0 3 0 0 4 20
Forecasting copper prices with dynamic averaging and selection models 0 0 1 14 1 7 19 133
Global equity market volatility spillovers: A broader role for the United States 0 0 0 18 0 4 9 77
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 1 36 1 10 20 141
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 2 6 14 42
Macroeconomic factors and equity premium predictability 0 0 2 10 2 7 15 78
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 144 1 7 12 429
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 0 0 8 83
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 1 2 10 43
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 2 36 0 2 14 186
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 2 3 9 251 2 5 37 714
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 0 3 12 85
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 0 7 13 103
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 1 7 140
Total Journal Articles 2 3 18 853 12 74 227 3,129

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Statistics updated 2026-06-04