Details about Daniel Buncic

Access statistics for papers by Daniel Buncic.

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

Short-id: pbu128

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
   Also in Policy Research Working Paper Series, The World Bank (2013)

2012

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

2010

3. 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
   Also in Discussion Papers, School of Economics, The University of New South Wales (2010)

2009

4. Understanding forecast failure in ESTAR models of real exchange rates
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels (2009) View citations (4)
   See also Journal Article in Empirical Economics (2012)

2008

5. 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
   Also in MPRA Paper, University Library of Munich, Germany (2008)
6. The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
   Discussion Papers, School of Economics, The University of New South Wales View citations (5)
   Also in Working Paper Series, European Central Bank (2006) View citations (14)
   See also Journal Article in Journal of the European Economic Association (2010)

2007

7. An estimated New Keynesian policy model for Australia
   MPRA Paper, University Library of Munich, Germany View citations (4)
   Also in Macroeconomics, EconWPA (2005) 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
   See also Working Paper (2009)

2010

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

2008

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