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 2 8 191
A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) 0 0 0 50 1 1 4 124
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 0 0 12 973
An estimated New Keynesian policy model for Australia 0 0 0 209 1 1 17 482
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 2 2 13 98
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 0 41 1 1 12 62
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 1 1 2 28 4 4 31 93
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 0 127 0 2 15 348
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 0 2 11 337
Forecast ranked tailored equity portfolios 0 0 0 22 0 1 10 48
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 1 121 4 7 31 338
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 1 17 2 3 17 111
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 1 106 2 2 18 253
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 1 3 15 77
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 0 1 13 605
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 0 0 7 195
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 0 171 0 0 11 414
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 0 1 8 234
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 1 1 27 294
On a Standard Method for Measuring the Natural Rate of Interest 0 0 0 13 2 3 6 42
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 0 2 12 409
The impact of ECB monetary policy decisions and communication on the yield curve 0 0 1 183 1 4 24 750
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 0 0 19 343
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 1 2 12 81
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 0 0 10 232
Total Working Papers 1 1 7 2,471 24 46 377 7,231

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 1 1 6 387
Equilibrium credit: The reference point for macroprudential supervisors 1 1 3 143 2 2 28 471
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 2 5 24 138
Global equity market volatility spillovers: A broader role for the United States 0 0 0 18 0 1 9 78
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 1 36 1 3 22 144
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 1 1 3 0 2 14 44
Macroeconomic factors and equity premium predictability 0 0 0 10 1 1 13 79
Macroprudential stress testing of credit risk: A practical approach for policy makers 1 2 2 146 1 2 14 431
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 1 1 7 84
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 0 0 8 43
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 2 36 1 1 15 187
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 2 7 253 1 5 36 719
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 1 3 15 88
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 1 1 13 104
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 0 7 140
Total Journal Articles 2 6 17 859 13 29 236 3,158

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Statistics updated 2026-09-10