Daniel Buncic : Citation Profile


Are you Daniel Buncic?

Universität St. Gallen

6

H index

4

i10 index

120

Citations

RESEARCH PRODUCTION:

11

Articles

19

Papers

RESEARCH ACTIVITY:

   11 years (2005 - 2016). See details.
   Cites by year: 10
   Journals where Daniel Buncic has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 16 (11.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbu128
   Updated: 2017-11-18    RAS profile: 2016-12-17    
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Relations with other researchers


Works with:

Melecký, Martin (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Buncic.

Is cited by:

Melecký, Martin (9)

Ehrmann, Michael (9)

de Haan, Jakob (8)

Fratzscher, Marcel (8)

Addo, Peter Martey (6)

Billio, Monica (6)

Jansen, David-Jan (6)

GUEGAN, Dominique (5)

Blinder, Alan (5)

Hubert, Paul (4)

Jakubík, Petr (4)

Cites to:

Diebold, Francis (14)

Gürkaynak, Refet (14)

Melecký, Martin (13)

Swanson, Eric (9)

Sarno, Lucio (9)

Campbell, John (8)

pagan, adrian (8)

Chinn, Menzie (7)

West, Kenneth (7)

Turunen, Jarkko (7)

Rossi, Barbara (7)

Main data


Where Daniel Buncic has published?


Working Papers Series with more than one paper published# docs
Economics Working Paper Series / University of St. Gallen, School of Economics and Political Science6
MPRA Paper / University Library of Munich, Germany5
Discussion Papers / School of Economics, The University of New South Wales3
Policy Research Working Paper Series / The World Bank2

Recent works citing Daniel Buncic (2017 and 2016)


YearTitle of citing document
2016From Silence to Voice: Monetary Policy, Central Bank Governance and Communication. (2016). Romelli, Davide ; masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1627.

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2016Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:16-37.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2016Credit risk stress testing for EU15 banks: a model combination approach. (2016). Papadopoulos, Savas ; Sager, Thomas . In: Working Papers. RePEc:bog:wpaper:203.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

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2016Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach. (2016). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:313-323.

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2017Sector-specific analysis of non-performing loans in the US banking system and their macroeconomic impact. (2017). Ghosh, Amit . In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:29-45.

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2017The role of jumps and leverage in forecasting volatility in international equity markets. (2017). , Katja ; Buncic, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:1-19.

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2016Assessing labor market frictions in a small open economy. (2016). Wang, Ben ; Sheen, Jeffrey. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:231-251.

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2017Forecasting copper prices by decision tree learning. (2017). Liu, Chang ; Hu, Zhenhua . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:427-434.

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2017Macroeconomic factors and equity premium predictability. (2017). Buncic, Daniel ; Tischhauser, Martin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:621-644.

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2016ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates. (2016). Bibinger, Markus ; Linzert, Tobias . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:31:y:2016:i:4:p:613-629.

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2016Asset market response to monetary policy news from SNB press releases. (2016). Huning, Hendrik . In: HWWI Research Papers. RePEc:zbw:hwwirp:177.

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Works by Daniel Buncic:


YearTitleTypeCited
2015Measuring fund style, performance and activity: a new style-profiling approach In: Accounting and Finance.
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article0
2008An Estimated New Keynesian Policy Model for Australia In: The Economic Record.
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article24
2007An estimated New Keynesian policy model for Australia.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 24
paper
2005An Estimated, New Keynesian Policy Model for Australia.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 24
paper
2015Forecasting copper prices with dynamic averaging and selection models In: The North American Journal of Economics and Finance.
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article6
2014Forecasting Copper Prices with Dynamic Averaging and Selection Models.(2014) In: Economics Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2013Macroprudential stress testing of credit risk: A practical approach for policy makers In: Journal of Financial Stability.
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article13
2011Macroprudential stress testing of credit risk: A practical approach for policy makers.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 13
paper
2011Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers.(2011) In: Economics Working Paper Series.
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This paper has another version. Agregated cites: 13
paper
2012Macroprudential stress testing of credit risk : a practical approach for policy makers.(2012) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 13
paper
2016Global equity market volatility spillovers: A broader role for the United States In: International Journal of Forecasting.
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article2
2015Global Equity Market Volatility Spillovers: A Broader Role for the United States.(2015) In: Economics Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2014Equilibrium credit: The reference point for macroprudential supervisors In: Journal of Banking & Finance.
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article10
2014Equilibrium Credit: The Reference Point for Macroprudential Supervisors.(2014) In: Economics Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
2013Equilibrium credit : the reference point for macroprudential supervisors.(2013) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
2016Heterogeneous agents, the financial crisis and exchange rate predictability In: Journal of International Money and Finance.
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article2
2015Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability.(2015) In: Economics Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2016The term structure of interest rates in an estimated New Keynesian policy model In: Journal of Macroeconomics.
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article1
2009Understanding forecast failure of ESTAR models of real exchange rates In: EERI Research Paper Series.
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paper8
2009Understanding forecast failure in ESTAR models of real exchange rates.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 8
paper
2009Understanding forecast failure of ESTAR models of real exchange rates.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 8
paper
2012Understanding forecast failure of ESTAR models of real exchange rates.(2012) In: Empirical Economics.
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This paper has another version. Agregated cites: 8
article
2016Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner In: Risks.
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article0
2008A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) In: MPRA Paper.
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2008A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006).(2008) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
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2008The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve In: Discussion Papers.
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paper54
2010The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve.(2010) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 54
article
2010Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach In: Discussion Papers.
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2010Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach.(2010) In: University of St. Gallen Department of Economics working paper series 2010.
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This paper has another version. Agregated cites: 0
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2015Macroeconomic Factors and Equity Premium Predictability In: Economics Working Paper Series.
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