Details about Dalibor Stevanovic
Access statistics for papers by Dalibor Stevanovic.
Last updated 2025-03-14. Update your information in the RePEc Author Service.
Short-id: pst385
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Working Papers
2025
- Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
- Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis
CIRANO Papers, CIRANO
- Inflation, Attention and Expectations
CIRANO Working Papers, CIRANO 
Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2024)
- Macroeconomic Impacts of a Canada-U.S. Tariff War
CIRANO Papers, CIRANO
2024
- Pessimism could plunge us into a recession
CIRANO Papers, CIRANO
- Risk Scenarios and Macroeconomic Forecasts
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
- Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy
CIRANO Working Papers, CIRANO
- Scénarios de risque et prévisions macroéconomiques
CIRANO Project Reports, CIRANO
2023
- Confiance et activité économique: analyse d’impact sur l’économie canadienne
CIRANO Project Reports, CIRANO View citations (2)
- Le pessimisme risque de nous plonger dans une récession
CIRANO Papers, CIRANO
2022
- The demand and supply of information about inflation
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (1)
Also in CIRANO Working Papers, CIRANO (2022) View citations (1)
2021
- Analyse du marché du travail à l’aide des données de Google Trends
CIRANO Project Reports, CIRANO
- Can Machine Learning Catch the COVID-19 Recession?
Papers, arXiv.org View citations (17)
Also in CIRANO Working Papers, CIRANO (2021) View citations (17) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (17) Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021) View citations (5)
See also Journal Article CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?, National Institute Economic Review, National Institute of Economic and Social Research (2021) View citations (10) (2021)
- Macroeconomic Data Transformations Matter
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (10)
Also in CIRANO Working Papers, CIRANO (2020) View citations (8) Papers, arXiv.org (2021) View citations (22)
See also Journal Article Macroeconomic data transformations matter, International Journal of Forecasting, Elsevier (2021) View citations (12) (2021)
2020
- A Large Canadian Database for Macroeconomic Analysis
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (1)
Also in CIRANO Working Papers, CIRANO (2018) View citations (18)
See also Journal Article A large Canadian database for macroeconomic analysis, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2022) View citations (5) (2022)
- Analyse de la connectivité économique du Canada et du Québec
CIRANO Project Reports, CIRANO
- Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (7)
Also in Working Paper Series, European Central Bank (2020) View citations (42) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (38) CIRANO Working Papers, CIRANO (2020) View citations (42)
See also Journal Article Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis, International Journal of Forecasting, Elsevier (2022) View citations (16) (2022)
- GDP Forecast Accuracy During Recessions
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
- How is Machine Learning Useful for Macroeconomic Forecasting?
Papers, arXiv.org View citations (30)
Also in CIRANO Working Papers, CIRANO (2019) View citations (45) Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2020) View citations (8)
See also Journal Article How is machine learning useful for macroeconomic forecasting?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (44) (2022)
- Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
CIRANO Papers, CIRANO
- Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy
CIRANO Working Papers, CIRANO View citations (6)
Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2020) 
See also Journal Article Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2022) View citations (6) (2022)
- Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning
CIRANO Project Reports, CIRANO
- Réflexions pour la relance du Québec: productivité de la main-d’œuvre, investissements et mutations du commerce international
CIRANO Papers, CIRANO
2019
- Identification des points de retournement du cycle économique au Canada
CIRANO Project Reports, CIRANO
- Incertitude macroéconomique canadienne: mesure, évaluation et effets sur l’investissement
CIRANO Project Reports, CIRANO
- Macroeconomic Forecast Accuracy in data-rich environment
Post-Print, HAL View citations (37)
See also Journal Article Macroeconomic forecast accuracy in a data‐rich environment, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (40) (2019)
- Prévisions de l’activité économique en temps de crise
CIRANO Project Reports, CIRANO
2018
- Mixed frequency models with MA components
Discussion Papers, Deutsche Bundesbank View citations (2)
Also in Working Paper Series, European Central Bank (2018) View citations (5)
- 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 
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018) 
See also Journal Article Poverty among the elderly: the role of public pension systems, International Tax and Public Finance, Springer (2021) View citations (6) (2021)
2017
- Forecasting economic activity in data-rich environment
CIRANO Working Papers, CIRANO View citations (3)
Also in Working Papers, HAL (2017)  EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) View citations (5)
2016
- Dynamic Effects of Credit Shocks in a Data-Rich Environment
CIRANO Working Papers, CIRANO View citations (11)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (24) Cahiers de recherche, CIRPEE (2013) View citations (20) Staff Reports, Federal Reserve Bank of New York (2013) View citations (11) CIRANO Working Papers, CIRANO (2013) View citations (23)
See also Journal Article Dynamic Effects of Credit Shocks in a Data-Rich Environment, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (10) (2020)
- Forecasting U.S. Recessions and Economic Activity
Working Papers, HAL 
Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) View citations (2) CIRANO Working Papers, CIRANO (2016) View citations (2)
- Prévision de l’activité économique au Québec
CIRANO Project Reports, CIRANO
2015
- Factor augmented autoregressive distributed lag models with macroeconomic applications
CIRANO Working Papers, CIRANO View citations (10)
- Financial Sector Interconnectedness and Monetary Policy Transmission
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (3)
See also Journal Article FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (3) (2019)
2014
- Selection of the number of factors in presence of structural instability: a Monte Carlo study
CIRANO Working Papers, CIRANO View citations (2)
See also Journal Article SELECTION OF THE NUMBER OF FACTORS IN PRESENCE OF STRUCTURAL INSTABILITY: A MONTE CARLO STUDY, L'Actualité Economique, Société Canadienne de Science Economique (2015) View citations (10) (2015)
2013
- Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment
Cahiers de recherche, CIRPEE View citations (2)
Also in CIRANO Papers, CIRANO (2012) View citations (8) CIRANO Working Papers, CIRANO (2012) View citations (9) Working papers, Banque de France (2012) View citations (8)
- Probability and Severity of Recessions
Cahiers de recherche, CIRPEE 
Also in CIRANO Working Papers, CIRANO (2013)
- The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy
CIRANO Working Papers, CIRANO View citations (3)
Also in Cahiers de recherche, CIRPEE (2013) View citations (3) Policy Research Working Paper Series, The World Bank (2013) View citations (3)
2012
- An Empirical Study of Credit Shock Transmission in a Small Open Economy
CIRANO Working Papers, CIRANO View citations (2)
See also Journal Article An empirical study of credit shock transmission in a small open economy, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2017) View citations (8) (2017)
- CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES
CIRANO Papers, CIRANO
Journal Articles
2022
- A large Canadian database for macroeconomic analysis
Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (4), 1799-1833 View citations (5)
See also Working Paper A Large Canadian Database for Macroeconomic Analysis, Working Papers (2020) View citations (1) (2020)
- Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
International Journal of Forecasting, 2022, 38, (2), 596-612 View citations (16)
See also Working Paper Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis, Working Papers (2020) View citations (7) (2020)
- How is machine learning useful for macroeconomic forecasting?
Journal of Applied Econometrics, 2022, 37, (5), 920-964 View citations (44)
See also Working Paper How is Machine Learning Useful for Macroeconomic Forecasting?, Papers (2020) View citations (30) (2020)
- Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy
Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (S1), 379-405 View citations (6)
See also Working Paper Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy, CIRANO Working Papers (2020) View citations (6) (2020)
2021
- CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?
National Institute Economic Review, 2021, 256, 71-109 View citations (10)
See also Working Paper Can Machine Learning Catch the COVID-19 Recession?, Papers (2021) View citations (17) (2021)
- Macroeconomic data transformations matter
International Journal of Forecasting, 2021, 37, (4), 1338-1354 View citations (12)
See also Working Paper Macroeconomic Data Transformations Matter, Working Papers (2021) View citations (10) (2021)
- Poverty among the elderly: the role of public pension systems
International Tax and Public Finance, 2021, 28, (1), 24-67 View citations (6)
See also Working Paper Poverty Among the Elderly: The Role of Public Pension Systems, Cahiers de recherche (2018) (2018)
2020
- Dynamic Effects of Credit Shocks in a Data-Rich Environment
Journal of Business & Economic Statistics, 2020, 38, (2), 272-284 View citations (10)
See also Working Paper Dynamic Effects of Credit Shocks in a Data-Rich Environment, CIRANO Working Papers (2016) View citations (11) (2016)
- Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy
Journal of Corporate Finance, 2020, 60, (C) View citations (3)
2019
- FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION
Macroeconomic Dynamics, 2019, 23, (3), 1074-1101 View citations (3)
See also Working Paper Financial Sector Interconnectedness and Monetary Policy Transmission, Carlo Alberto Notebooks (2015) View citations (3) (2015)
- Macroeconomic forecast accuracy in a data‐rich environment
Journal of Applied Econometrics, 2019, 34, (7), 1050-1072 View citations (40)
See also Working Paper Macroeconomic Forecast Accuracy in data-rich environment, Post-Print (2019) View citations (37) (2019)
- Mixed‐frequency models with moving‐average components
Journal of Applied Econometrics, 2019, 34, (5), 688-706 View citations (3)
2017
- An empirical study of credit shock transmission in a small open economy
Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (2), 541-570 View citations (8)
Also in Canadian Journal of Economics, 2017, 50, (2), 541-570 (2017) View citations (9)
See also Working Paper An Empirical Study of Credit Shock Transmission in a Small Open Economy, CIRANO Working Papers (2012) View citations (2) (2012)
- The Macroeconomic Effects of Shocks to Large Banks’ Capital
Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 546-569 View citations (14)
2016
- Common time variation of parameters in reduced-form macroeconomic models
Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (2), 159-183 View citations (13)
2015
- SELECTION OF THE NUMBER OF FACTORS IN PRESENCE OF STRUCTURAL INSTABILITY: A MONTE CARLO STUDY
L'Actualité Economique, 2015, 91, (1-2), 177-233 View citations (10)
See also Working Paper Selection of the number of factors in presence of structural instability: a Monte Carlo study, CIRANO Working Papers (2014) View citations (2) (2014)
2013
- Factor-Augmented VARMA Models With Macroeconomic Applications
Journal of Business & Economic Statistics, 2013, 31, (4), 491-506 View citations (24)
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