9
H index
9
i10 index
435
Citations
Sveriges Riksbank | 9 H index 9 i10 index 435 Citations RESEARCH PRODUCTION: 16 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Buncic. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 2 |
Year | Title of citing document |
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2024 | HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. (2024). Chassot, Jonathan ; Audrino, Francesco. In: Papers. RePEc:arx:papers:2406.08041. Full description at Econpapers || Download paper |
2024 | On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures. (2024). Wang, Zian ; Li, Xinshu. In: Papers. RePEc:arx:papers:2409.08355. Full description at Econpapers || Download paper |
2024 | COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning. (2024). Wang, Zian ; Lu, Xinyi. In: Papers. RePEc:arx:papers:2409.08356. Full description at Econpapers || Download paper |
2024 | Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046. Full description at Econpapers || Download paper |
2024 | Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium. (2024). Ivanova, Nadezhda ; Sinyakov, Andrey ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:119-144. Full description at Econpapers || Download paper |
2024 | A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994. Full description at Econpapers || Download paper |
2024 | Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39. Full description at Econpapers || Download paper |
2024 | Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534. Full description at Econpapers || Download paper |
2024 | Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2024). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105. Full description at Econpapers || Download paper |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper |
2024 | Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167. Full description at Econpapers || Download paper |
2024 | Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers || Download paper |
2024 | Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Blotevogel, Robert ; Hudecz, Gergely ; Vangelista, Elisabetta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791. Full description at Econpapers || Download paper |
2024 | Can you hear me now? Identifying the effect of Chinese monetary policy announcements. (2024). Shieh, Harrison. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000652. Full description at Econpapers || Download paper |
2024 | Is copper a safe haven for oil?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Qin, Meng ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642. Full description at Econpapers || Download paper |
2024 | The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218. Full description at Econpapers || Download paper |
2024 | International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Wang, Jiqian ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71. Full description at Econpapers || Download paper |
2024 | Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711. Full description at Econpapers || Download paper |
2024 | The impact of carbon transition risk concerns on stock market cycles: Evidence from China. (2024). Zeng, Qing ; Huang, Dengshi ; Lu, Xinjie ; Luo, Qin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006255. Full description at Econpapers || Download paper |
2024 | How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone. (2024). Brana, Sophie ; Vaubourg, Anne-Gal ; de Comres, Quentin Bro. In: Post-Print. RePEc:hal:journl:hal-04986898. Full description at Econpapers || Download paper |
2025 | Monetary Policy Transmission in the Euro Area: Is this Time Different? Chapter I: Lags and Strength. (2025). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202501. Full description at Econpapers || Download paper |
2024 | Liquidity Traps: A Unified Theory of the Great Depression and Great Recession. (2024). Eggertsson, Gauti ; Egiev, Sergey. In: NBER Working Papers. RePEc:nbr:nberwo:33195. Full description at Econpapers || Download paper |
2024 | Forecasting the equity premium using weighted regressions: Does the jump variation help?. (2024). Zhang, Yaojie ; Wang, Yudong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8. Full description at Econpapers || Download paper |
2024 | Forward Guidance and Credibility. (2024). Linta, Tanja. In: TSE Working Papers. RePEc:tse:wpaper:129332. Full description at Econpapers || Download paper |
2024 | Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017. Full description at Econpapers || Download paper |
2025 | Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets. (2025). Zhang, Yaojie ; He, Mengxi ; Lei, Likun. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:547-555. Full description at Econpapers || Download paper |
2025 | Forecasting Realized Volatility: The Choice of Window Size. (2025). Zhang, Yaojie ; Feng, Yuqing. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:692-705. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Econometric issues with Laubach and Williams estimates of the natural rate of interest In: Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Econometric issues with Laubach and Williams’ estimates of the natural rate of interest.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | On a Standard Method for Measuring the Natural Rate of Interest In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Measuring fund style, performance and activity: a new style-profiling approach In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2008 | An Estimated New Keynesian Policy Model for Australia In: The Economic Record. [Full Text][Citation analysis] | article | 37 |
2007 | An estimated New Keynesian policy model for Australia.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2005 | An Estimated, New Keynesian Policy Model for Australia.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2019 | Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
2017 | Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2006 | The impact of ECB monetary policy decisions and communication on the yield curve In: Working Paper Series. [Full Text][Citation analysis] | paper | 152 |
2008 | The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | paper | |
2010 | The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve.(2010) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | article | |
2017 | Measuring the output gap in Switzerland with linear opinion pools In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2015 | Forecasting copper prices with dynamic averaging and selection models In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 45 |
2014 | Forecasting Copper Prices with Dynamic Averaging and Selection Models.(2014) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2013 | Macroprudential stress testing of credit risk: A practical approach for policy makers In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 41 |
2011 | Macroprudential stress testing of credit risk: A practical approach for policy makers.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2011 | Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers.(2011) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2012 | Macroprudential stress testing of credit risk : a practical approach for policy makers.(2012) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2019 | Forecast ranked tailored equity portfolios In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2018 | Forecast ranked tailored equity portfolios.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Global equity market volatility spillovers: A broader role for the United States In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 45 |
2015 | Global Equity Market Volatility Spillovers: A Broader Role for the United States.(2015) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2014 | Equilibrium credit: The reference point for macroprudential supervisors In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
2014 | Equilibrium Credit: The Reference Point for Macroprudential Supervisors.(2014) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2013 | Equilibrium credit : the reference point for macroprudential supervisors.(2013) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2016 | Heterogeneous agents, the financial crisis and exchange rate predictability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
2015 | Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability.(2015) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2017 | The role of jumps and leverage in forecasting volatility in international equity markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 46 |
2016 | The term structure of interest rates in an estimated New Keynesian policy model In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2017 | Macroeconomic factors and equity premium predictability In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Macroeconomic Factors and Equity Premium Predictability.(2015) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2009 | Understanding forecast failure of ESTAR models of real exchange rates In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
2009 | Understanding forecast failure in ESTAR models of real exchange rates.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Understanding forecast failure of ESTAR models of real exchange rates.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | Understanding forecast failure of ESTAR models of real exchange rates.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2022 | Discovering Stars: Problems in Recovering Latent Variables from Models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner In: Risks. [Full Text][Citation analysis] | article | 0 |
2008 | A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006).(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Mutual 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper |
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