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 1 1 960
An estimated New Keynesian policy model for Australia 0 0 0 209 0 1 2 465
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 2 78 0 1 9 85
Econometric issues with Laubach and Williams' estimates of the natural rate of interest 0 1 2 41 0 1 5 49
Econometric issues with Laubach and Williams’ estimates of the natural rate of interest 0 1 5 26 1 2 13 60
Equilibrium Credit: The Reference Point for Macroprudential Supervisors 0 0 0 125 0 2 6 330
Equilibrium credit: the reference point for macroprudential supervisors 0 0 0 123 0 0 0 324
Forecast ranked tailored equity portfolios 0 0 0 22 1 1 1 38
Forecasting Copper Prices with Dynamic Averaging and Selection Models 0 0 0 120 0 1 5 305
Global Equity Market Volatility Spillovers: A Broader Role for the United States 0 0 0 16 0 0 2 94
Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability 0 0 1 105 0 0 2 234
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 0 0 1 591
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 0 65 0 1 2 187
Macroprudential stress testing of credit risk: a practical approach for policy makers 0 0 3 169 0 0 11 400
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 45 0 1 1 226
Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach 0 0 0 59 3 3 9 267
On a Standard Method for Measuring the Natural Rate of Interest 0 0 1 12 0 0 4 31
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 0 0 0 121 1 2 5 395
The impact of ECB monetary policy decisions and communication on the yield curve 1 1 5 182 4 8 19 725
Understanding forecast failure in ESTAR models of real exchange rates 0 0 0 113 0 0 1 323
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 1 1 1 222
Total Working Papers 1 3 19 2,459 12 26 108 6,828

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 3 381
Equilibrium credit: The reference point for macroprudential supervisors 0 1 2 139 0 3 6 441
Forecast ranked tailored equity portfolios 0 0 1 3 0 0 2 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 0 0 4 68
Heterogeneous agents, the financial crisis and exchange rate predictability 0 0 2 35 0 0 5 121
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models 0 0 0 2 0 0 6 28
Macroeconomic factors and equity premium predictability 0 2 4 8 0 2 8 63
Macroprudential stress testing of credit risk: A practical approach for policy makers 0 0 1 144 0 5 14 417
Measuring fund style, performance and activity: a new style-profiling approach 0 0 0 8 2 3 6 77
Measuring the output gap in Switzerland with linear opinion pools 0 0 0 3 0 0 1 33
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner 0 0 0 34 0 0 3 172
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve 3 5 16 245 4 12 34 681
The role of jumps and leverage in forecasting volatility in international equity markets 0 0 0 14 0 0 8 73
The term structure of interest rates in an estimated New Keynesian policy model 0 0 2 17 0 0 4 90
Understanding forecast failure of ESTAR models of real exchange rates 0 0 0 19 0 0 0 133
Total Journal Articles 3 8 30 838 6 26 106 2,908

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04