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

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
2. Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis
   CIRANO Papers, CIRANO
3. 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)
4. Macroeconomic Impacts of a Canada-U.S. Tariff War
   CIRANO Papers, CIRANO

2024

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

2023

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

2022

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

2021

12. Analyse du marché du travail à l’aide des données de Google Trends
    CIRANO Project Reports, CIRANO
13. Can Machine Learning Catch the COVID-19 Recession?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    Also in CIRANO Working Papers, CIRANO (2021) View citations (17)
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021) View citations (5)
    Papers, arXiv.org (2021) View citations (17)
    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)
14. 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 Papers, arXiv.org (2021) View citations (22)
    CIRANO Working Papers, CIRANO (2020) View citations (8)
    See also Journal Article Macroeconomic data transformations matter, International Journal of Forecasting, Elsevier (2021) View citations (12) (2021)

2020

15. 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 (6) (2022)
16. Analyse de la connectivité économique du Canada et du Québec
    CIRANO Project Reports, CIRANO
17. 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 CIRANO Working Papers, CIRANO (2020) View citations (42)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (38)
    Working Paper Series, European Central Bank (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)
18. GDP Forecast Accuracy During Recessions
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
19. How is Machine Learning Useful for Macroeconomic Forecasting?
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management View citations (8)
    Also in CIRANO Working Papers, CIRANO (2019) View citations (45)
    Papers, arXiv.org (2020) View citations (30)
    See also Journal Article How is machine learning useful for macroeconomic forecasting?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (45) (2022)
20. Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
    CIRANO Papers, CIRANO
21. Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
    Also in CIRANO Working Papers, CIRANO (2020) View citations (6)
    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)
22. Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning
    CIRANO Project Reports, CIRANO
23. Réflexions pour la relance du Québec: productivité de la main-d’œuvre, investissements et mutations du commerce international
    CIRANO Papers, CIRANO

2019

24. Identification des points de retournement du cycle économique au Canada
    CIRANO Project Reports, CIRANO
25. Incertitude macroéconomique canadienne: mesure, évaluation et effets sur l’investissement
    CIRANO Project Reports, CIRANO
26. 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)
27. Prévisions de l’activité économique en temps de crise
    CIRANO Project Reports, CIRANO

2018

28. Mixed frequency models with MA components
    Working Paper Series, European Central Bank View citations (5)
    Also in Discussion Papers, Deutsche Bundesbank (2018) View citations (2)
29. 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

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

2016

31. 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)
    CIRANO Working Papers, CIRANO (2013) View citations (23)
    Staff Reports, Federal Reserve Bank of New York (2013) View citations (11)
    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)
32. Forecasting U.S. Recessions and Economic Activity
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)
    Also in Working Papers, HAL (2016)
    CIRANO Working Papers, CIRANO (2016) View citations (2)
33. Prévision de l’activité économique au Québec
    CIRANO Project Reports, CIRANO

2015

34. Factor augmented autoregressive distributed lag models with macroeconomic applications
    CIRANO Working Papers, CIRANO View citations (10)
35. 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

36. 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

37. Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment
    Cahiers de recherche, CIRPEE View citations (2)
    Also in Working papers, Banque de France (2012) View citations (8)
    CIRANO Papers, CIRANO (2012) View citations (8)
    CIRANO Working Papers, CIRANO (2012) View citations (9)
38. Probability and Severity of Recessions
    CIRANO Working Papers, CIRANO
    Also in Cahiers de recherche, CIRPEE (2013)
39. The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy
    CIRANO Working Papers, CIRANO View citations (3)
    Also in Policy Research Working Paper Series, The World Bank (2013) View citations (3)
    Cahiers de recherche, CIRPEE (2013) View citations (3)

2012

40. 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)
41. CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES
    CIRANO Papers, CIRANO

Journal Articles

2022

1. A large Canadian database for macroeconomic analysis
   Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (4), 1799-1833 View citations (6)
   See also Working Paper A Large Canadian Database for Macroeconomic Analysis, Working Papers (2020) 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 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)
3. How is machine learning useful for macroeconomic forecasting?
   Journal of Applied Econometrics, 2022, 37, (5), 920-964 View citations (45)
   See also Working Paper How is Machine Learning Useful for Macroeconomic Forecasting?, Working Papers (2020) View citations (8) (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 View citations (6)
   See also Working Paper Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy, Working Papers (2020) (2020)

2021

5. 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?, CEPR Discussion Papers (2021) View citations (17) (2021)
6. 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)
7. 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

8. 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)
9. 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

10. 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)
11. 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)
12. Mixed‐frequency models with moving‐average components
    Journal of Applied Econometrics, 2019, 34, (5), 688-706 View citations (3)

2017

13. 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)
14. The Macroeconomic Effects of Shocks to Large Banks’ Capital
    Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 546-569 View citations (14)

2016

15. Common time variation of parameters in reduced-form macroeconomic models
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (2), 159-183 View citations (13)

2015

16. 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

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