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 2 2 3 185
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 2 6 8 967
An estimated New Keynesian policy model for Australia 0 0 0 209 1 5 6 470
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 3 6 12 92
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 1 41 1 5 7 55
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 0 2 26 6 13 20 76
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 2 127 2 4 11 337
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 1 3 5 329
Forecast ranked tailored equity portfolios 0 0 0 22 0 2 3 40
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 1 1 121 4 7 10 314
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 0 16 1 4 5 98
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 1 105 0 1 4 237
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 1 4 4 66
Macroeconomic Factors and Equity Premium Predictability 0 0 0 43 1 3 7 87
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 1 5 6 597
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 1 4 6 192
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 2 171 2 5 9 408
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 0 1 2 227
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 0 1 5 268
On a Standard Method for Measuring the Natural Rate of Interest 0 0 1 13 1 2 8 38
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 3 3 8 400
The impact of ECB monetary policy decisions and communication on the yield curve 0 0 2 182 1 6 19 733
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 1 3 5 327
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 2 3 5 72
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 0 1 3 224
Total Working Papers 0 1 12 2,465 37 100 183 6,960

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 2 3 383
Equilibrium credit: The reference point for macroprudential supervisors 0 1 4 141 1 4 11 447
Forecast ranked tailored equity portfolios 0 0 1 3 0 1 2 17
Forecasting copper prices with dynamic averaging and selection models 0 1 1 14 0 8 9 122
Global equity market volatility spillovers: A broader role for the United States 0 0 0 18 1 2 3 71
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 0 35 1 6 7 128
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 0 4 7 34
Macroeconomic factors and equity premium predictability 0 0 5 10 1 2 10 68
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 144 1 3 9 420
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 5 7 40
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 1 2 2 36 6 7 9 179
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 1 11 248 5 12 36 698
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 4 5 10 78
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 1 2 4 93
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 2 3 3 136
Total Journal Articles 1 5 24 848 26 67 135 2,992

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Statistics updated 2026-01-09