← All authors Daniel Bunčić University of Cologne (per OpenAlex) · ORCID · OpenAlex
20 papers in scope · 18 published · 2 on the econ.EM arXiv · 588 citations · h-index 9 (over the papers listed here)
Papers (2 of 20)
Econometric issues in the estimation of the natural rate of interest
published 2024 · Economic Modelling · 7 citations
working paper 2021 · arXiv · 2 citations · first circulated 2020
working paper 2020 · arXiv · 3 citations
Forecast ranked tailored equity portfolios
published 2019 · Journal of International Financial Markets Institutions and Money · 2 citations · first circulated 2018
with C Stern
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
published 2018 · Oxford Bulletin of Economics and Statistics · 9 citations · first circulated 2016
The role of jumps and leverage in forecasting volatility in international equity markets
published 2017 · Journal of International Money and Finance · 84 citations · first circulated 2016
with Katja Gisler
Macroeconomic factors and equity premium predictability
published 2017 · International Review of Economics & Finance · 5 citations
with Martin Tischhauser
Measuring the output gap in Switzerland with linear opinion pools
published 2017 · Economic Modelling · 3 citations · first circulated 2016
with Oliver Müller, Oliver MMller
The term structure of interest rates in an estimated New Keynesian policy model
published 2016 · Journal of Macroeconomics · 3 citations
with Philipp Lentner
Global equity market volatility spillovers: A broader role for the United States
published 2016 · International Journal of Forecasting · 96 citations · first circulated 2015
with Katja Gisler
Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner
published 2016 · Risks · 5 citations
Heterogeneous agents, the financial crisis and exchange rate predictability
published 2015 · Journal of International Money and Finance · 40 citations
with Gion Donat Piras
Forecasting copper prices with dynamic averaging and selection models
published 2015 · The North American Journal of Economics and Finance · 84 citations · first circulated 2014
with Carlo Moretto
Equilibrium credit: The reference point for macroprudential supervisors
published 2014 · Journal of Banking & Finance · 33 citations · first circulated 2013
with Martin Melecký
Measuring fund style, performance and activity: a new style-profiling approach
published 2013 · Accounting and Finance · 5 citations
with Jon E. Eggins, Robert Hill
Macroprudential stress testing of credit risk: A practical approach for policy makers
published 2012 · Journal of Financial Stability · 30 citations
with Martin Melecký
Understanding forecast failure of ESTAR models of real exchange rates
published 2011 · Empirical Economics · 15 citations · first circulated 2009
Bootstrap Causality Tests Of The Relationship Between The Equity Markets Of The US And Other Developed Countries: Pre-And Post-September 11
published 2011 · Journal of Applied Business Research (JABR) · 7 citations
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
published 2010 · Journal of the European Economic Association · 85 citations · first circulated 2006
with Claus Brand, Jarkko Turunen
An Estimated New Keynesian Policy Model for Australia*
published 2008 · Economic Record · 70 citations · first circulated 2005
with Martin Melecký
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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