Daniel Buncic
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- Econometric issues with Laubach and Williams' estimates of the natural rate of interest (RePEc:arx:papers:2002.11583)
by Daniel Buncic - On a Standard Method for Measuring the Natural Rate of Interest (RePEc:arx:papers:2103.16452)
by Daniel Buncic - Measuring fund style, performance and activity: a new style-profiling approach (RePEc:bla:acctfi:v:55:y:2015:i:1:p:29-55)
by Daniel Buncic & Jon E. Eggins & Robert J. Hill & David Gallagher - An Estimated New Keynesian Policy Model for Australia (RePEc:bla:ecorec:v:84:y:2008:i:264:p:1-16)
by Daniel Buncic & Martin Melecky - Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models (RePEc:bla:obuest:v:81:y:2019:i:3:p:667-685)
by Daniel Buncic - The impact of ECB monetary policy decisions and communication on the yield curve (RePEc:ecb:ecbwps:2006657)
by Brand, Claus & Turunen, Jarkko & Buncic, Daniel - Measuring the output gap in Switzerland with linear opinion pools (RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171)
by Buncic, Daniel & Müller, Oliver - Forecasting copper prices with dynamic averaging and selection models (RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38)
by Buncic, Daniel & Moretto, Carlo - Macroprudential stress testing of credit risk: A practical approach for policy makers (RePEc:eee:finsta:v:9:y:2013:i:3:p:347-370)
by Buncic, Daniel & Melecky, Martin - Forecast ranked tailored equity portfolios (RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325)
by Buncic, Daniel & Stern, Cord - Global equity market volatility spillovers: A broader role for the United States (RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339)
by Buncic, Daniel & Gisler, Katja I.M. - Equilibrium credit: The reference point for macroprudential supervisors (RePEc:eee:jbfina:v:41:y:2014:i:c:p:135-154)
by Buncic, Daniel & Melecky, Martin - Heterogeneous agents, the financial crisis and exchange rate predictability (RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359)
by Buncic, Daniel & Piras, Gion Donat - The role of jumps and leverage in forecasting volatility in international equity markets (RePEc:eee:jimfin:v:79:y:2017:i:c:p:1-19)
by Buncic, Daniel & Gisler, Katja I.M. - The term structure of interest rates in an estimated New Keynesian policy model (RePEc:eee:jmacro:v:50:y:2016:i:c:p:126-150)
by Buncic, Daniel & Lentner, Philipp - Macroeconomic factors and equity premium predictability (RePEc:eee:reveco:v:51:y:2017:i:c:p:621-644)
by Buncic, Daniel & Tischhauser, Martin - Understanding forecast failure of ESTAR models of real exchange rates (RePEc:eei:rpaper:eeri_rp_2009_18)
by Daniel Buncic - Discovering Stars: Problems in Recovering Latent Variables from Models (RePEc:een:camaaa:2022-52)
by Daniel Buncic & Adrian Pagan - Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner (RePEc:gam:jrisks:v:4:y:2016:i:3:p:24-:d:73356)
by Daniel Buncic - Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models (RePEc:hhs:rbnkwp:0344)
by Buncic, Daniel - Econometric issues with Laubach and Williams’ estimates of the natural rate of interest (RePEc:hhs:rbnkwp:0397)
by Buncic, Daniel - Understanding forecast failure in ESTAR models of real exchange rates (RePEc:pra:mprapa:13121)
by Buncic, Daniel - Understanding forecast failure of ESTAR models of real exchange rates (RePEc:pra:mprapa:16526)
by Buncic, Daniel - Macroprudential stress testing of credit risk: A practical approach for policy makers (RePEc:pra:mprapa:33927)
by Buncic, Daniel & Martin, Melecky - An estimated New Keynesian policy model for Australia (RePEc:pra:mprapa:4138)
by Buncic, Daniel & Melecky, Martin - A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) (RePEc:pra:mprapa:6904)
by Buncic, Daniel - Forecast ranked tailored equity portfolios (RePEc:pra:mprapa:90382)
by Buncic, Daniel & Stern, Cord - Understanding forecast failure of ESTAR models of real exchange rates (RePEc:spr:empeco:v:43:y:2012:i:1:p:399-426)
by Daniel Buncic - A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006) (RePEc:swe:wpaper:2008-02)
by Daniel Buncic - The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve (RePEc:swe:wpaper:2008-11)
by Claus Brand & Daniel Buncic & Jarkko Turunen - Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach (RePEc:swe:wpaper:2010-12)
by Daniel Buncic & Jon E. Eggins & Robert J. Hill - The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve (RePEc:tpr:jeurec:v:8:y:2010:i:6:p:1266-1298)
by Claus Brand & Daniel Buncic & Jarkko Turunen - Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach (RePEc:usg:dp2010:2010-20)
by Daniel Buncic & Jon E. Eggins & Robert J. Hill - Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers (RePEc:usg:econwp:2011:39)
by Buncic, Daniel & Melecky, Martin - Equilibrium Credit: The Reference Point for Macroprudential Supervisors (RePEc:usg:econwp:2013:01)
by Buncic, Daniel & Martin Melecky - Forecasting Copper Prices with Dynamic Averaging and Selection Models (RePEc:usg:econwp:2014:30)
by Buncic, Daniel & Moretto, Carlo - Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability (RePEc:usg:econwp:2014:36)
by Buncic, Daniel & Piras, Gion Donat - Global Equity Market Volatility Spillovers: A Broader Role for the United States (RePEc:usg:econwp:2015:08)
by Buncic, Daniel & Gisler, Katja I. M. - Macroeconomic Factors and Equity Premium Predictability (RePEc:usg:econwp:2015:22)
by Buncic, Daniel & Tischhauser, Martin - Macroprudential stress testing of credit risk : a practical approach for policy makers (RePEc:wbk:wbrwps:5936)
by Buncic, Daniel & Melecky, Martin - Equilibrium credit : the reference point for macroprudential supervisors (RePEc:wbk:wbrwps:6358)
by Buncic, Daniel & Melecky, Martin - An Estimated, New Keynesian Policy Model for Australia (RePEc:wpa:wuwpma:0511026)
by Martin Melecky & Daniel Buncic