The impact of ECB monetary policy decisions and communication on the yield curve C Brand, D Buncic, J Turunen Journal of the European Economic Association 8 (6), 1266-1298, 2010 | 273* | 2010 |
Macroprudential stress testing of credit risk: a practical approach for policy makers D Buncic, M Melecky Journal of Financial Stability 9 (3), 347-370, 2013 | 162 | 2013 |
Forecasting copper prices with dynamic averaging and selection models D Buncic, C Moretto The North American Journal of Economics and Finance 33, 1-38, 2015 | 97 | 2015 |
Global equity market volatility spillovers: A broader role for the United States D Buncic, KIM Gisler International Journal of Forecasting 32 (4), 1317-1339, 2016 | 88 | 2016 |
An Estimated New Keynesian Policy Model for Australia D Buncic, M Melecky Economic Record 84 (264), 1-16, 2008 | 80 | 2008 |
The Role of Jumps and Leverage in Forecasting Volatility in International Equity Markets D Buncic, KIM Gisler Journal of International Money and Finance 79, 1-19, 2017 | 70 | 2017 |
Equilibrium Credit: The Reference Point For Macroprudential Supervisors D Buncic, M Melecky Journal of Banking and Finance 41 (April), 135-154, 2014 | 62 | 2014 |
Heterogeneous agents, the financial crisis and exchange rate predictability D Buncic, GD Piras Journal of International Money and Finance 60, 313-359, 2016 | 35 | 2016 |
Macroeconomic Factors and Equity Premium Predictability D Buncic, M Tischhauser International Review of Economics and Finance 51, 621-644, 2017 | 22 | 2017 |
On Measuring the Natural Rate of Interest D Buncic SSRN Working Paper, 2020 | 18* | 2020 |
Understanding forecast failure of ESTAR models of real exchange rates D Buncic Empirical Economics 43, 399-426, 2012 | 18* | 2012 |
Appropriate capital ratios in major Swedish banks–new perspectives J Almenberg, M Andersson, D Buncic, C Cella, P Giordani, A Grodecka, ... Sveriges Riksbank, 2017 | 16 | 2017 |
Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries: Pre-and post-September 11 A Hatemi-J, E Roca, D Buncic Journal of Applied Business Research 22 (3), 65, 2006 | 15 | 2006 |
Identification and estimation issues in exponential smooth transition autoregressive models D Buncic Oxford Bulletin of Economics and Statistics 81 (3), 667-685, 2019 | 12 | 2019 |
On a standard Method for Measuring the Natural Rate of Interest D Buncic arXiv preprint arXiv:2103.16452, 2021 | 6 | 2021 |
Measuring fund style, performance and activity: a new style‐profiling approach D Buncic, JE Eggins, RJ Hill Accounting & Finance 55 (1), 29-55, 2015 | 5 | 2015 |
Measuring the output gap in Switzerland with linear opinion pools D Buncic, O Müller Economic Modelling 64, 153-171, 2017 | 4 | 2017 |
The term structure of interest rates in an estimated New Keynesian policy model D Buncic, P Lentner Journal of Macroeconomics 50, 126-150, 2016 | 4 | 2016 |
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner D Buncic Risks 4 (3), 24, 2016 | 4 | 2016 |
Macroprudential Stress Testing of Credit Risk D Buncic, M Melecky Practical Approach for Policy Makers. World Bank Policy Research Working …, 2012 | 4 | 2012 |