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 1 6 189
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 3 123
An Estimated, New Keynesian Policy Model for Australia 0 0 0 352 0 3 14 973
An estimated New Keynesian policy model for Australia 0 0 0 209 3 6 15 480
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 3 11 96
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 0 0 41 2 3 10 59
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 1 1 2 27 2 7 29 87
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 2 127 2 7 17 346
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 2 2 10 334
Forecast ranked tailored equity portfolios 0 0 0 22 3 3 9 46
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 1 121 2 12 26 331
Global Equity Market Volatility Spillovers: A Broader Role for the United States 1 1 1 17 4 9 14 108
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 0 105 3 11 15 249
Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models 0 0 0 27 0 3 10 72
Macroeconomic Factors and Equity Premium Predictability 0 1 1 44 2 7 13 96
Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 0 0 0 222 2 4 13 604
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 1 2 7 194
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 2 171 2 5 14 414
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 1 2 7 233
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 7 20 28 292
On a Standard Method for Measuring the Natural Rate of Interest 0 0 1 13 1 1 8 39
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 3 4 14 407
The impact of ECB monetary policy decisions and communication on the yield curve 0 0 1 182 3 7 28 745
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 1 3 18 341
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 6 3 5 10 79
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 64 2 2 10 231
Total Working Papers 2 3 11 2,468 54 133 359 7,168

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 2 2 6 386
Equilibrium credit: The reference point for macroprudential supervisors 0 1 4 142 6 16 29 467
Forecast ranked tailored equity portfolios 0 0 0 3 0 1 4 20
Forecasting copper prices with dynamic averaging and selection models 0 0 1 14 4 8 18 132
Global equity market volatility spillovers: A broader role for the United States 0 0 0 18 4 5 9 77
Heterogeneous agents, the financial crisis and exchange rate predictability 0 1 1 36 6 10 19 140
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 2 4 12 40
Macroeconomic factors and equity premium predictability 0 0 3 10 3 5 14 76
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 144 3 6 11 428
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 0 2 9 83
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 1 1 9 42
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 2 36 0 2 14 186
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 1 8 249 1 8 40 712
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 3 4 12 85
The term structure of interest rates in an estimated New Keynesian policy model 0 0 0 17 2 7 13 103
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 1 1 7 140
Total Journal Articles 0 3 19 851 38 82 226 3,117

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Statistics updated 2026-05-06