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Details about Dalibor Stevanovic

E-mail:
Homepage:http://www.stevanovic.uqam.ca
Workplace:Département des Sciences Économiques (Department of Economics), École des Sciences de la Gestion (ESG) (Business School), Université du Québec à Montréal (UQAM) (University of Quebec in Montreal), (more information at EDIRC)

Access statistics for papers by Dalibor Stevanovic.

Last updated 2021-07-09. Update your information in the RePEc Author Service.

Short-id: pst385


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Working Papers

2021

  1. Can Machine Learning Catch the COVID-19 Recession?
    Papers, arXiv.org Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2021) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
  2. Le Québec économique 9 - Chapitre 12 - Prévision macroéconomique dans l’ère des données massives et de l’apprentissage automatique
    CIRANO Papers, CIRANO Downloads
  3. Le Québec économique 9: Perspectives et défis de la transformation numérique
    CIRANO Papers, CIRANO Downloads
  4. Macroeconomic Data Transformations Matter
    Papers, arXiv.org Downloads View citations (3)
    Also in CIRANO Working Papers, CIRANO (2020) Downloads View citations (4)

2020

  1. Analyse de la connectivité économique du Canada et du Québec
    CIRANO Project Reports, CIRANO Downloads
  2. Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis
    CIRANO Working Papers, CIRANO Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (8)
    Working Paper Series, European Central Bank (2020) Downloads View citations (12)
  3. How is Machine Learning Useful for Macroeconomic Forecasting?
    Papers, arXiv.org Downloads View citations (7)
    Also in CIRANO Working Papers, CIRANO (2019) Downloads View citations (24)
  4. Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
    CIRANO Papers, CIRANO Downloads
  5. Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy
    CIRANO Working Papers, CIRANO Downloads View citations (3)
  6. Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning
    CIRANO Project Reports, CIRANO Downloads
  7. Réflexions pour la relance du Québec: productivité de la main-d’œuvre, investissements et mutations du commerce international
    CIRANO Papers, CIRANO Downloads

2019

  1. Identification des points de retournement du cycle économique au Canada
    CIRANO Project Reports, CIRANO Downloads
  2. Incertitude macroéconomique canadienne: mesure, évaluation et effets sur l’investissement
    CIRANO Project Reports, CIRANO Downloads
  3. Macroeconomic Forecast Accuracy in data-rich environment
    Post-Print, HAL View citations (13)
    See also Journal Article in Journal of Applied Econometrics (2019)
  4. Prévisions de l’activité économique en temps de crise
    CIRANO Project Reports, CIRANO Downloads

2018

  1. A Large Canadian Database for Macroeconomic Analysis
    CIRANO Working Papers, CIRANO Downloads View citations (13)
  2. Mixed frequency models with MA components
    Discussion Papers, Deutsche Bundesbank Downloads
    Also in Working Paper Series, European Central Bank (2018) Downloads View citations (3)
  3. Poverty Among the Elderly: The Role of Public Pension Systems
    Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques Downloads
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018) Downloads

    See also Journal Article in International Tax and Public Finance (2021)

2017

  1. Forecasting economic activity in data-rich environment
    CIRANO Working Papers, CIRANO Downloads View citations (3)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) Downloads View citations (5)

2016

  1. Dynamic Effects of Credit Shocks in a Data-Rich Environment
    CIRANO Working Papers, CIRANO Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (14)
    Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (11)
    Cahiers de recherche, CIRPEE (2013) Downloads View citations (11)
    CIRANO Working Papers, CIRANO (2013) Downloads View citations (13)

    See also Journal Article in Journal of Business & Economic Statistics (2020)
  2. Forecasting U.S. Recessions and Economic Activity
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2016) Downloads View citations (2)
  3. Prévision de l’activité économique au Québec
    CIRANO Project Reports, CIRANO Downloads

2015

  1. Factor augmented autoregressive distributed lag models with macroeconomic applications
    CIRANO Working Papers, CIRANO Downloads View citations (9)
  2. Financial Sector Interconnectedness and Monetary Policy Transmission
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2019)

2014

  1. Selection of the number of factors in presence of structural instability: a Monte Carlo study
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    See also Journal Article in L'Actualité Economique (2015)

2013

  1. Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    Also in CIRANO Papers, CIRANO (2012) Downloads
    Working papers, Banque de France (2012) Downloads View citations (5)
    CIRANO Working Papers, CIRANO (2012) Downloads View citations (2)
  2. Probability and Severity of Recessions
    CIRANO Working Papers, CIRANO Downloads
    Also in Cahiers de recherche, CIRPEE (2013) Downloads
  3. The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    Also in Cahiers de recherche, CIRPEE (2013) Downloads View citations (2)
    Policy Research Working Paper Series, The World Bank (2013) Downloads

2012

  1. An Empirical Study of Credit Shock Transmission in a Small Open Economy
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    See also Journal Article in Canadian Journal of Economics (2017)
  2. CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES
    CIRANO Papers, CIRANO Downloads

Journal Articles

2021

  1. Poverty among the elderly: the role of public pension systems
    International Tax and Public Finance, 2021, 28, (1), 24-67 Downloads
    See also Working Paper (2018)

2020

  1. Dynamic Effects of Credit Shocks in a Data-Rich Environment
    Journal of Business & Economic Statistics, 2020, 38, (2), 272-284 Downloads View citations (2)
    See also Working Paper (2016)
  2. Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy
    Journal of Corporate Finance, 2020, 60, (C) Downloads View citations (2)

2019

  1. FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION
    Macroeconomic Dynamics, 2019, 23, (3), 1074-1101 Downloads View citations (1)
    See also Working Paper (2015)
  2. Macroeconomic forecast accuracy in a data‐rich environment
    Journal of Applied Econometrics, 2019, 34, (7), 1050-1072 Downloads View citations (20)
    See also Working Paper (2019)
  3. Mixed‐frequency models with moving‐average components
    Journal of Applied Econometrics, 2019, 34, (5), 688-706 Downloads View citations (2)

2017

  1. An empirical study of credit shock transmission in a small open economy
    Canadian Journal of Economics, 2017, 50, (2), 541-570 Downloads View citations (3)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (2), 541-570 (2017) Downloads View citations (1)

    See also Working Paper (2012)
  2. The Macroeconomic Effects of Shocks to Large Banks’ Capital
    Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 546-569 Downloads View citations (7)

2016

  1. Common time variation of parameters in reduced-form macroeconomic models
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (2), 159-183 Downloads View citations (7)

2015

  1. SELECTION OF THE NUMBER OF FACTORS IN PRESENCE OF STRUCTURAL INSTABILITY: A MONTE CARLO STUDY
    L'Actualité Economique, 2015, 91, (1-2), 177-233 Downloads View citations (6)
    See also Working Paper (2014)

2013

  1. Factor-Augmented VARMA Models With Macroeconomic Applications
    Journal of Business & Economic Statistics, 2013, 31, (4), 491-506 Downloads View citations (18)
 
Page updated 2021-10-20