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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 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pst385


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Working Papers

2025

  1. 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 Downloads
  2. Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis
    CIRANO Papers, CIRANO Downloads
  3. Inflation, Attention and Expectations
    CIRANO Working Papers, CIRANO Downloads
    Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2024) Downloads
  4. Macroeconomic Impacts of a Canada-U.S. Tariff War
    CIRANO Papers, CIRANO Downloads

2024

  1. Pessimism could plunge us into a recession
    CIRANO Papers, CIRANO Downloads
  2. Risk Scenarios and Macroeconomic Forecasts
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management Downloads
  3. Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy
    CIRANO Working Papers, CIRANO Downloads
  4. Scénarios de risque et prévisions macroéconomiques
    CIRANO Project Reports, CIRANO Downloads

2023

  1. Confiance et activité économique: analyse d’impact sur l’économie canadienne
    CIRANO Project Reports, CIRANO Downloads View citations (2)
  2. Le pessimisme risque de nous plonger dans une récession
    CIRANO Papers, CIRANO Downloads

2022

  1. The demand and supply of information about inflation
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2022) Downloads View citations (1)

2021

  1. Analyse du marché du travail à l’aide des données de Google Trends
    CIRANO Project Reports, CIRANO Downloads
  2. Can Machine Learning Catch the COVID-19 Recession?
    Papers, arXiv.org Downloads View citations (17)
    Also in CIRANO Working Papers, CIRANO (2021) Downloads View citations (17)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads View citations (17)
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021) Downloads 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) Downloads View citations (10) (2021)
  3. Macroeconomic Data Transformations Matter
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management Downloads View citations (10)
    Also in CIRANO Working Papers, CIRANO (2020) Downloads View citations (8)
    Papers, arXiv.org (2021) Downloads View citations (22)

    See also Journal Article Macroeconomic data transformations matter, International Journal of Forecasting, Elsevier (2021) Downloads View citations (12) (2021)

2020

  1. A Large Canadian Database for Macroeconomic Analysis
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2018) Downloads 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) Downloads View citations (5) (2022)
  2. Analyse de la connectivité économique du Canada et du Québec
    CIRANO Project Reports, CIRANO Downloads
  3. 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 Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2020) Downloads View citations (42)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (38)
    CIRANO Working Papers, CIRANO (2020) Downloads 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) Downloads View citations (16) (2022)
  4. GDP Forecast Accuracy During Recessions
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management Downloads
  5. How is Machine Learning Useful for Macroeconomic Forecasting?
    Papers, arXiv.org Downloads View citations (30)
    Also in CIRANO Working Papers, CIRANO (2019) Downloads View citations (45)
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2020) Downloads View citations (8)

    See also Journal Article How is machine learning useful for macroeconomic forecasting?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) Downloads View citations (44) (2022)
  6. Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
    CIRANO Papers, CIRANO Downloads
  7. Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy
    CIRANO Working Papers, CIRANO Downloads View citations (6)
    Also in Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2020) Downloads

    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) Downloads View citations (6) (2022)
  8. Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning
    CIRANO Project Reports, CIRANO Downloads
  9. 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 (37)
    See also Journal Article Macroeconomic forecast accuracy in a data‐rich environment, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) Downloads View citations (40) (2019)
  4. Prévisions de l’activité économique en temps de crise
    CIRANO Project Reports, CIRANO Downloads

2018

  1. Mixed frequency models with MA components
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2018) Downloads View citations (5)
  2. 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 Poverty among the elderly: the role of public pension systems, International Tax and Public Finance, Springer (2021) Downloads View citations (6) (2021)

2017

  1. Forecasting economic activity in data-rich environment
    CIRANO Working Papers, CIRANO Downloads View citations (3)
    Also in Working Papers, HAL (2017) Downloads
    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 (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (24)
    Cahiers de recherche, CIRPEE (2013) Downloads View citations (20)
    Staff Reports, Federal Reserve Bank of New York (2013) Downloads View citations (11)
    CIRANO Working Papers, CIRANO (2013) Downloads 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) Downloads View citations (10) (2020)
  2. Forecasting U.S. Recessions and Economic Activity
    Working Papers, HAL Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads View citations (2)
    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 (10)
  2. Financial Sector Interconnectedness and Monetary Policy Transmission
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (3)
    See also Journal Article FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION, Macroeconomic Dynamics, Cambridge University Press (2019) Downloads View citations (3) (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 SELECTION OF THE NUMBER OF FACTORS IN PRESENCE OF STRUCTURAL INSTABILITY: A MONTE CARLO STUDY, L'Actualité Economique, Société Canadienne de Science Economique (2015) Downloads View citations (10) (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 View citations (8)
    CIRANO Working Papers, CIRANO (2012) Downloads View citations (9)
    Working papers, Banque de France (2012) Downloads View citations (8)
  2. Probability and Severity of Recessions
    Cahiers de recherche, CIRPEE Downloads
    Also in CIRANO Working Papers, CIRANO (2013) Downloads
  3. The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy
    CIRANO Working Papers, CIRANO Downloads View citations (3)
    Also in Cahiers de recherche, CIRPEE (2013) Downloads View citations (3)
    Policy Research Working Paper Series, The World Bank (2013) Downloads View citations (3)

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 An empirical study of credit shock transmission in a small open economy, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2017) Downloads View citations (8) (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

2022

  1. A large Canadian database for macroeconomic analysis
    Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (4), 1799-1833 Downloads View citations (5)
    See also Working Paper A Large Canadian Database for Macroeconomic Analysis, Working Papers (2020) Downloads View citations (1) (2020)
  2. Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
    International Journal of Forecasting, 2022, 38, (2), 596-612 Downloads View citations (16)
    See also Working Paper Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis, Working Papers (2020) Downloads View citations (7) (2020)
  3. How is machine learning useful for macroeconomic forecasting?
    Journal of Applied Econometrics, 2022, 37, (5), 920-964 Downloads View citations (44)
    See also Working Paper How is Machine Learning Useful for Macroeconomic Forecasting?, Papers (2020) Downloads View citations (30) (2020)
  4. 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 Downloads 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) Downloads View citations (6) (2020)

2021

  1. CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?
    National Institute Economic Review, 2021, 256, 71-109 Downloads View citations (10)
    See also Working Paper Can Machine Learning Catch the COVID-19 Recession?, Papers (2021) Downloads View citations (17) (2021)
  2. Macroeconomic data transformations matter
    International Journal of Forecasting, 2021, 37, (4), 1338-1354 Downloads View citations (12)
    See also Working Paper Macroeconomic Data Transformations Matter, Working Papers (2021) Downloads View citations (10) (2021)
  3. Poverty among the elderly: the role of public pension systems
    International Tax and Public Finance, 2021, 28, (1), 24-67 Downloads View citations (6)
    See also Working Paper Poverty Among the Elderly: The Role of Public Pension Systems, Cahiers de recherche (2018) Downloads (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 (10)
    See also Working Paper Dynamic Effects of Credit Shocks in a Data-Rich Environment, CIRANO Working Papers (2016) Downloads View citations (11) (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 (3)

2019

  1. FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION
    Macroeconomic Dynamics, 2019, 23, (3), 1074-1101 Downloads View citations (3)
    See also Working Paper Financial Sector Interconnectedness and Monetary Policy Transmission, Carlo Alberto Notebooks (2015) Downloads View citations (3) (2015)
  2. Macroeconomic forecast accuracy in a data‐rich environment
    Journal of Applied Econometrics, 2019, 34, (7), 1050-1072 Downloads View citations (40)
    See also Working Paper Macroeconomic Forecast Accuracy in data-rich environment, Post-Print (2019) View citations (37) (2019)
  3. Mixed‐frequency models with moving‐average components
    Journal of Applied Econometrics, 2019, 34, (5), 688-706 Downloads View citations (3)

2017

  1. 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 Downloads View citations (8)
    Also in Canadian Journal of Economics, 2017, 50, (2), 541-570 (2017) Downloads View citations (9)

    See also Working Paper An Empirical Study of Credit Shock Transmission in a Small Open Economy, CIRANO Working Papers (2012) Downloads View citations (2) (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 (14)

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 (13)

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 (10)
    See also Working Paper Selection of the number of factors in presence of structural instability: a Monte Carlo study, CIRANO Working Papers (2014) Downloads View citations (2) (2014)

2013

  1. Factor-Augmented VARMA Models With Macroeconomic Applications
    Journal of Business & Economic Statistics, 2013, 31, (4), 491-506 Downloads View citations (24)
 
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