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Details about Daniel Buncic

E-mail:
Homepage:http://www.danielbuncic.com
Workplace:Fachbereich für Mathematik und Statistik (Group for Mathematics and Statistics), School of Economics and Political Science, Universität St. Gallen (University of St. Gallen), (more information at EDIRC)
School of Economics, Australian School of Business, University of New South Wales, (more information at EDIRC)

Access statistics for papers by Daniel Buncic.

Last updated 2013-02-12. Update your information in the RePEc Author Service.

Short-id: pbu128


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Working Papers

2013

  1. Equilibrium Credit: The Reference Point for Macroprudential Supervisors
    Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science Downloads
    Also in Policy Research Working Paper Series, The World Bank (2013) Downloads

2012

  1. Macroprudential stress testing of credit risk: a practical approach for policy makers
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads
    Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science (2011) Downloads View citations (1)

2010

  1. Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach
    University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen Downloads
    Also in Discussion Papers, School of Economics, The University of New South Wales (2010) Downloads

2009

  1. Understanding forecast failure in ESTAR models of real exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels (2009) Downloads View citations (4)

    See also Journal Article in Empirical Economics (2012)

2008

  1. A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
    Discussion Papers, School of Economics, The University of New South Wales Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads
  2. The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (14)

    See also Journal Article in Journal of the European Economic Association (2010)

2007

  1. An estimated New Keynesian policy model for Australia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in Macroeconomics, EconWPA (2005) Downloads View citations (4)

    See also Journal Article in The Economic Record (2008)

Journal Articles

2012

  1. Understanding forecast failure of ESTAR models of real exchange rates
    Empirical Economics, 2012, 43, (1), 399-426 Downloads
    See also Working Paper (2009)

2010

  1. The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
    Journal of the European Economic Association, 2010, 8, (6), 1266-1298 Downloads View citations (5)
    See also Working Paper (2008)

2008

  1. An Estimated New Keynesian Policy Model for Australia
    The Economic Record, 2008, 84, (264), 1-16 Downloads View citations (12)
    See also Working Paper (2007)
 
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