Contact Information

Daniel Buncic, PhD
Assistant Professor
Inst. of Mathematics & Statistics
University of St. Gallen
Bodanstrasse 6
9000 St. Gallen
Switzerland
Official Uni of St. Gallen website:
www.mathstat.unisg.ch/dbuncic.

Room	:	28-302
Phone	:	+41 71 224 2604
Fax	:	+41 71 224 2894
Mobile	:	+41 77 472 3443
Emma's	:	+41 77 472 3257
Email	:
Web	:	www.danielbuncic.com.

Hello!

I am an Assistant Professor in the Institute of Mathematics and Statistics (part of the Department of Economics) at the University of St. Gallen.

What's New

• I am planning to produce a webpage with some macro and financial forecasts. The site will hopefully go online in the next 6 months. .
• Equilibrium Credit paper with Martin Melecky is out as World Bank Working Paper No. 6358.
• Benchmarking paper has been updated to September 2012 version.
• Macroprudential Stress Testing paper with Martin Melecky is forthcoming in the Journal of Financial Stability.

Topics for Masters students

I am interested to work with students in areas that fit my research interests given below. As an initial point of contact, write me an email to see what I am up to.

Research Areas

My broad research interests are in empirical macroeconomics and finance.
Particular areas of interest are the following:

• Realised volatility and covariance modelling
• Exchange rate modelling and forecasting, particularly commodity currencies.
• Credit risk modelling, stress testing, equilibrium credit modelling, Modelling non-performing loans, bank profits.
• Bayesian state-space models, Bayesian variable selection and VAR modelling.
• Benchmarking and evaluation of mutual fund managers.

Pages and Profiles

My RePEc research page is found here. My Google Scholar page is here.
My Linked in page is here.