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 2 58 0 0 3 174
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 4 117
An Estimated, New Keynesian Policy Model for Australia 0 1 3 346 1 6 9 946
An estimated New Keynesian policy model for Australia 0 1 1 198 2 5 10 444
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 3 30 0 0 21 30
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 0 5 5 0 2 5 5
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 3 123 0 0 8 315
Equilibrium credit: the reference point for macroprudential supervisors 0 0 1 122 0 0 6 314
Forecast ranked tailored equity portfolios 0 0 1 22 1 1 6 26
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 2 120 0 1 7 285
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 1 16 2 3 11 80
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 3 100 0 1 17 218
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 3 23 2 3 16 40
Macroeconomic Factors and Equity Premium Predictability 0 0 0 40 0 0 6 71
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 1 1 219 1 6 14 578
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 1 2 63 0 3 15 177
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 1 164 1 5 21 372
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 1 57 0 1 5 239
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 2 39 1 5 18 192
On a standard Method for Measuring the Natural Rate of Interest 3 3 3 3 3 4 4 4
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 7 113 1 3 13 372
The impact of ECB monetary policy decisions and communication on the yield curve 1 2 2 172 1 5 17 661
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 0 0 1 316
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 5 0 1 6 62
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 2 6 8 213
Total Working Papers 4 9 47 2,265 19 62 251 6,251


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 0 132 0 2 5 362
Equilibrium credit: The reference point for macroprudential supervisors 0 1 7 124 2 4 33 387
Forecast ranked tailored equity portfolios 0 0 2 2 0 0 7 9
Forecasting copper prices with dynamic averaging and selection models 0 1 2 10 0 3 12 87
Global equity market volatility spillovers: A broader role for the United States 0 0 1 13 0 1 5 50
Heterogeneous agents, the financial crisis and exchange rate predictability 1 1 4 26 3 3 16 86
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 0 1 1 1 10
Macroeconomic factors and equity premium predictability 1 1 2 4 1 3 15 39
Macroprudential stress testing of credit risk: A practical approach for policy makers 2 3 15 115 3 8 48 336
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 7 0 0 7 60
Measuring the output gap in Switzerland with linear opinion pools 0 0 1 2 1 2 7 21
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 1 1 1 25 3 6 22 128
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 2 3 7 204 2 9 23 577
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 3 11 0 2 12 46
The term structure of interest rates in an estimated New Keynesian policy model 0 0 2 14 0 2 5 76
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 1 2 6 125
Total Journal Articles 7 11 47 708 17 48 224 2,399


Statistics updated 2021-05-05