Dalibor Stevanovic : Citation Profile


Are you Dalibor Stevanovic?

Université du Québec à Montréal (UQAM)

5

H index

1

i10 index

76

Citations

RESEARCH PRODUCTION:

10

Articles

36

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 9
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 22 (22.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst385
   Updated: 2020-08-01    RAS profile: 2020-06-23    
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Relations with other researchers


Works with:

Kotchoni, Rachidi (7)

Marcellino, Massimiliano (4)

Leroux, Marie-Louise (2)

Mésonnier, Jean-Stéphane (2)

Giannoni, Marc (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dalibor Stevanovic.

Is cited by:

Rossi, Barbara (9)

Ng, Serena (6)

McCracken, Michael (6)

Beyeler, Simon (4)

Banerjee, Ryan (3)

Quadrini, Vincenzo (3)

Moretti, Laura (3)

Moran, Kevin (3)

Zakrajšek, Egon (3)

Carriero, Andrea (3)

Beaudry, Paul (3)

Cites to:

Ng, Serena (36)

Watson, Mark (30)

bloom, nicholas (16)

Zakrajšek, Egon (15)

Marcellino, Massimiliano (15)

Stock, James (14)

Gilchrist, Simon (14)

Davis, Steven (12)

Baker, Scott (12)

Bai, Jushan (12)

Diebold, Francis (12)

Main data


Where Dalibor Stevanovic has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Dalibor Stevanovic (2020 and 2019)


YearTitle of citing document
2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2020The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411.

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2020Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504.

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2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018How do shocks to bank capital affect lending and growth?. (2018). Miettinen, Paavo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_025.

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2020Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Do non-performing loans matter for bank lending and the business cycle in euro area countries?. (2020). Pancaro, Cosimo ; Moccero, Diego ; Martin, Reiner ; Huljak, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202411.

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2019Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements. (2019). Molise, Thabang ; Liu, Guangling. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:264-279.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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2017Banks Interconnectivity and Leverage. (2017). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: 2017 Meeting Papers. RePEc:red:sed017:504.

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2017Modelling an Emergent Economy and Parameter Instability Problem. (2017). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:5-28.

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2018Is Basel III counter-cyclical: The case of South Africa?. (2018). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers303.

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2019Factor augmented VAR revisited - A sparse dynamic factor model approach. (2019). Kaufmann, Sylvia ; Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1608r.

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2019Streamlining Time-varying VAR with a Factor Structure in the Parameters. (2019). Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1903.

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2020Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146.

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2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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Works by Dalibor Stevanovic:


YearTitleTypeCited
2012Bank leverage shocks and the macroeconomy: a new look in a data-rich environment. In: Working papers.
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2012BANK LEVERAGE SHOCKS AND THE MACROECONOMY: A NEW LOOK IN A DATA-RICH ENVIRONMENT.(2012) In: CIRANO Papers.
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This paper has another version. Agregated cites: 4
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2012Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2012) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 4
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2013Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 4
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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital In: Oxford Bulletin of Economics and Statistics.
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article5
2016Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2015Financial Sector Interconnectedness and Monetary Policy Transmission In: Carlo Alberto Notebooks.
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paper3
2019FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION.(2019) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 3
article
2012CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES In: CIRANO Papers.
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2016Prévision de l’activité économique au Québec In: CIRANO Project Reports.
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2019Prévisions de l’activité économique en temps de crise In: CIRANO Project Reports.
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2019Identification des points de retournement du cycle économique au Canada In: CIRANO Project Reports.
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2019Incertitude macroéconomique canadienne : mesure, évaluation et effets sur l’investissement In: CIRANO Project Reports.
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2020Analyse de la connectivité économique du Canada et du Québec In: CIRANO Project Reports.
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2012An Empirical Study of Credit Shock Transmission in a Small Open Economy In: CIRANO Working Papers.
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2017An empirical study of credit shock transmission in a small open economy.(2017) In: Canadian Journal of Economics.
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This paper has another version. Agregated cites: 1
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2017An empirical study of credit shock transmission in a small open economy.(2017) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has another version. Agregated cites: 1
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2013Dynamic Effects of Credit Shocks in a Data-Rich Environment In: CIRANO Working Papers.
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2016Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2016) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 20
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2013Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: CEPR Discussion Papers.
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2016Dynamic effects of credit shocks in a data-rich environment.(2016) In: Staff Reports.
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This paper has another version. Agregated cites: 20
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2013Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 20
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2013The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy In: CIRANO Working Papers.
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2013The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy.(2013) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 1
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2013The connection between Wall Street and Main Street : measurement and implications for monetary policy.(2013) In: Policy Research Working Paper Series.
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2013Probability and Severity of Recessions In: CIRANO Working Papers.
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2013Probability and Severity of Recessions.(2013) In: Cahiers de recherche.
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2014Selection of the number of factors in presence of structural instability: a Monte Carlo study In: CIRANO Working Papers.
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2015SELECTION OF THE NUMBER OF FACTORS IN PRESENCE OF STRUCTURAL INSTABILITY: A MONTE CARLO STUDY.(2015) In: L'Actualité Economique.
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This paper has another version. Agregated cites: 3
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2015Factor augmented autoregressive distributed lag models with macroeconomic applications In: CIRANO Working Papers.
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2016Forecasting U.S. Recessions and Economic Activity In: CIRANO Working Papers.
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2016Forecasting U.S. Recessions and Economic Activity.(2016) In: EconomiX Working Papers.
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2017Forecasting economic activity in data-rich environment In: CIRANO Working Papers.
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2017Forecasting economic activity in data-rich environment.(2017) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 1
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2018A Large Canadian Database for Macroeconomic Analysis In: CIRANO Working Papers.
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2019How is Machine Learning Useful for Macroeconomic Forecasting? In: CIRANO Working Papers.
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2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis In: CIRANO Working Papers.
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2018Poverty among the elderly: The role of public pension systems In: CORE Discussion Papers.
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2018Poverty Among the Elderly: The Role of Public Pension Systems.(2018) In: Cahiers de recherche.
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2018Mixed frequency models with MA components In: Working Paper Series.
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2018Mixed frequency models with MA components.(2018) In: Discussion Papers.
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2020Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy In: Journal of Corporate Finance.
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2019Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print.
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2019Macroeconomic forecast accuracy in a data‐rich environment.(2019) In: Journal of Applied Econometrics.
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2013Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics.
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2019Mixed‐frequency models with moving‐average components In: Journal of Applied Econometrics.
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