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 1 2 121
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 3 4 6 965
An estimated New Keynesian policy model for Australia 0 0 0 209 4 4 5 469
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 4 9 89
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 1 41 1 4 6 54
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 0 2 26 4 8 15 70
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 2 127 1 2 9 335
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 1 2 4 328
Forecast ranked tailored equity portfolios 0 0 0 22 2 2 3 40
Forecasting Copper Prices with Dynamic Averaging and Selection Models 1 1 1 121 3 3 7 310
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 0 16 3 3 4 97
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 1 105 0 2 4 237
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 1 3 3 65
Macroeconomic Factors and Equity Premium Predictability 0 0 0 43 0 3 6 86
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 1 4 5 596
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 2 3 6 191
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 3 171 1 3 9 406
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 0 1 5 268
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 0 1 2 227
On a Standard Method for Measuring the Natural Rate of Interest 0 0 2 13 1 1 8 37
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 0 0 5 397
The impact of ECB monetary policy decisions and communication on the yield curve 0 0 3 182 2 6 21 732
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 2 2 4 326
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 1 2 3 224
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 1 1 3 70
Total Working Papers 1 1 15 2,465 35 69 155 6,923

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 1 2 382
Equilibrium credit: The reference point for macroprudential supervisors 0 1 4 141 2 3 11 446
Forecast ranked tailored equity portfolios 0 0 1 3 0 1 2 17
Forecasting copper prices with dynamic averaging and selection models 1 1 1 14 3 8 9 122
Global equity market volatility spillovers: A broader role for the United States 0 0 2 18 1 1 4 70
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 0 35 3 5 7 127
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 3 4 8 34
Macroeconomic factors and equity premium predictability 0 0 5 10 0 1 9 67
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 144 1 2 11 419
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 0 1 5 78
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 2 3 5 38
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 1 1 1 35 1 1 3 173
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 2 13 248 3 10 34 693
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 1 1 6 74
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 1 1 3 92
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 1 1 1 134
Total Journal Articles 2 5 27 847 22 44 120 2,966

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Statistics updated 2025-12-06