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 0 1 183
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 1 120
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 1 2 2 961
An estimated New Keynesian policy model for Australia 0 0 0 209 0 0 1 465
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 1 78 0 0 7 85
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 2 41 1 1 6 50
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 0 5 26 0 3 14 62
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 2 2 127 1 3 8 333
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 1 2 2 326
Forecast ranked tailored equity portfolios 0 0 0 22 0 1 1 38
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 0 120 2 2 6 307
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 0 16 0 0 1 94
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 1 105 0 1 2 235
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 0 0 1 62
Macroeconomic Factors and Equity Premium Predictability 0 0 0 43 0 0 3 83
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 1 1 2 592
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 0 1 3 188
Macroprudential stress testing of credit risk: a practical approach for policy makers 1 2 5 171 1 3 12 403
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 0 3 5 267
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 0 0 1 226
On a Standard Method for Measuring the Natural Rate of Interest 0 1 2 13 2 5 8 36
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 2 3 6 397
The impact of ECB monetary policy decisions and communication on the yield curve 0 1 4 182 0 5 18 726
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 1 1 2 324
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 0 0 2 69
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 0 1 1 222
Total Working Papers 1 6 22 2,464 13 38 116 6,854

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 2 381
Equilibrium credit: The reference point for macroprudential supervisors 1 1 3 140 1 2 8 443
Forecast ranked tailored equity portfolios 0 0 1 3 0 0 1 16
Forecasting copper prices with dynamic averaging and selection models 0 0 0 13 0 0 2 114
Global equity market volatility spillovers: A broader role for the United States 0 0 2 18 1 1 5 69
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 1 35 1 1 4 122
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 0 2 6 30
Macroeconomic factors and equity premium predictability 2 2 6 10 2 3 11 66
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 144 0 0 13 417
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 0 2 6 77
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 0 2 3 35
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 0 34 0 0 2 172
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 4 14 246 1 6 31 683
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 0 0 7 73
The term structure of interest rates in an estimated New Keynesian policy model 0 0 1 17 0 1 4 91
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 0 0 133
Total Journal Articles 3 7 28 842 6 20 105 2,922

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Statistics updated 2025-09-05