Citation profile for Dalibor Stevanovic

Dalibor Stevanovic : Citation Profile

Université du Québec à Montréal (UQAM)

H index

i10 index

109

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 12
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 29 (21.01 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst385
   Updated: 2021-03-01    RAS profile: 2021-01-16
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Kotchoni, Rachidi (7)

Marcellino, Massimiliano (5)

Moran, Kevin (3)

Leroux, Marie-Louise (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)

McCracken, Michael (6)

Ng, Serena (6)

Beyeler, Simon (4)

Moran, Kevin (4)

Beaudry, Paul (4)

Portier, Franck (4)

Barattieri, Alessandro (3)

Rherrad, Imad (3)

Lombardo, Giovanni (3)

Marcellino, Massimiliano (3)

Cites to:

Ng, Serena (46)

Watson, Mark (33)

Marcellino, Massimiliano (20)

Zakrajšek, Egon (18)

Gilchrist, Simon (17)

bloom, nicholas (16)

Stock, James (16)

Diebold, Francis (15)

Bai, Jushan (14)

Giannone, Domenico (14)

Yankov, Vladimir (12)

Main data

Where Dalibor Stevanovic has published?

Journals with more than one article published	# docs
Journal of Applied Econometrics	2
Journal of Business & Economic Statistics	2

Working Papers Series with more than one paper published	# docs
Working Paper Series / European Central Bank	2
Papers / arXiv.org	2
EconomiX Working Papers / University of Paris Nanterre, EconomiX	2

Recent works citing Dalibor Stevanovic (2021 and 2020)

Year	Title of citing document
2020	Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03. Full description at Econpapers \|\| Download paper
2021	Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02. Full description at Econpapers \|\| Download paper
2020	The 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. Full description at Econpapers \|\| Download paper
2020	Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504. Full description at Econpapers \|\| Download paper
2020	The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers \|\| Download paper
2020	To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers \|\| Download paper
2020	Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers \|\| Download paper
2020	The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172. Full description at Econpapers \|\| Download paper
2020	High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers \|\| Download paper
2020	Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers \|\| Download paper
2020	Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920. Full description at Econpapers \|\| Download paper
2020	Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers \|\| Download paper
2021	Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers \|\| Download paper
2021	DSGE models, detrending, and the method of moments. (2021). Mao, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99. Full description at Econpapers \|\| Download paper
2020	A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). GuÃ©rin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656. Full description at Econpapers \|\| Download paper
2020	Trade Exposure and the Evolution of Inflation Dynamics. (2020). Zakrajek, Egon ; Gilchrist, Simon. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c06pp173-226. Full description at Econpapers \|\| Download paper
2020	ProyecciÃ³n de la InflaciÃ³n en Chile con MÃ©todos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860. Full description at Econpapers \|\| Download paper
2020	Forecasting 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. Full description at Econpapers \|\| Download paper
2020	Do 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. Full description at Econpapers \|\| Download paper
2020	Statistical learning and exchange rate forecasting. (2020). Pelagatti, Matteo ; Colombo, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1260-1289. Full description at Econpapers \|\| Download paper
2020	Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411. Full description at Econpapers \|\| Download paper
2020	FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608. Full description at Econpapers \|\| Download paper
2021	Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. (2021). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202106. Full description at Econpapers \|\| Download paper
2020	Dynamic Factor Trees and Forests Ã¢â‚¬â€œ A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472. Full description at Econpapers \|\| Download paper
2020	FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872. Full description at Econpapers \|\| Download paper
2020	A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). GuÃ©rin, Pierre ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:28014. Full description at Econpapers \|\| Download paper
2020	Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146. Full description at Econpapers \|\| Download paper
2020	Learning from Forecast Errors: A New Approach to Forecast Combination. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202024. Full description at Econpapers \|\| Download paper

Works by Dalibor Stevanovic:

Year	Title	Type	Cited
2020	Macroeconomic Data Transformations Matter In: Papers. [Full Text][Citation analysis]	paper	2
2020	Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2020	How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers. [Full Text][Citation analysis]	paper	22
2019	How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22	paper
2012	Bank leverage shocks and the macroeconomy: a new look in a data-rich environment. In: Working papers. [Full Text][Citation analysis]	paper	4
2012	BANK LEVERAGE SHOCKS AND THE MACROECONOMY: A NEW LOOK IN A DATA-RICH ENVIRONMENT.(2012) In: CIRANO Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4	paper
2012	Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2012) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4	paper
2013	Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4	paper
2017	The Macroeconomic Effects of Shocks to Large Banksâ€™ Capital In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis]	article	5
2016	Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis]	article	5
2015	Financial Sector Interconnectedness and Monetary Policy Transmission In: Carlo Alberto Notebooks. [Full Text][Citation analysis]	paper	3
2019	FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION.(2019) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3	article
2012	CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES In: CIRANO Papers. [Full Text][Citation analysis]	paper	0
2021	Le Québec économique 9 - Chapitre 12 - Prévision macroéconomique dans l’ère des données massives et de l’apprentissage automatique In: CIRANO Papers. [Full Text][Citation analysis]	paper	0
2021	Le Québec économique 9 : Perspectives et défis de la transformation numérique In: CIRANO Papers. [Full Text][Citation analysis]	paper	0
2020	Incertitude et effets macroéconomiques : mise à jour dans le contexte de la pandémie COVID-19 In: CIRANO Papers. [Full Text][Citation analysis]	paper	0
2020	Réflexions pour la relance du Québec : productivité de la main-d’œuvre, investissements et mutations du commerce international In: CIRANO Papers. [Full Text][Citation analysis]	paper	0
2016	Prévision de l’activité économique au Québec In: CIRANO Project Reports. [Full Text][Citation analysis]	paper	0
2019	Prévisions de l’activité économique en temps de crise In: CIRANO Project Reports. [Full Text][Citation analysis]	paper	0
2019	Identification des points de retournement du cycle économique au Canada In: CIRANO Project Reports. [Full Text][Citation analysis]	paper	0
2019	Incertitude macroéconomique canadienne : mesure, évaluation et effets sur l’investissement In: CIRANO Project Reports. [Full Text][Citation analysis]	paper	0
2020	Analyse de la connectivité économique du Canada et du Québec In: CIRANO Project Reports. [Full Text][Citation analysis]	paper	0
2020	Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning In: CIRANO Project Reports. [Full Text][Citation analysis]	paper	0
2012	An Empirical Study of Credit Shock Transmission in a Small Open Economy In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	1
2017	An empirical study of credit shock transmission in a small open economy.(2017) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2017	An empirical study of credit shock transmission in a small open economy.(2017) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2013	Dynamic Effects of Credit Shocks in a Data-Rich Environment In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	20
2016	Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2016) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20	paper
2013	Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20	paper
2013	Dynamic effects of credit shocks in a data-rich environment.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20	paper
2013	Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20	paper
2020	Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20	article
2013	The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	2
2013	The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2013	The connection between Wall Street and Main Street : measurement and implications for monetary policy.(2013) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2013	Probability and Severity of Recessions In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	0
2013	Probability and Severity of Recessions.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2014	Selection of the number of factors in presence of structural instability: a Monte Carlo study In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	4
2015	SELECTION OF THE NUMBER OF FACTORS IN PRESENCE OF STRUCTURAL INSTABILITY: A MONTE CARLO STUDY.(2015) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4	article
2015	Factor augmented autoregressive distributed lag models with macroeconomic applications In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	4
2016	Forecasting U.S. Recessions and Economic Activity In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	2
2016	Forecasting U.S. Recessions and Economic Activity.(2016) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2017	Forecasting economic activity in data-rich environment In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	3
2017	Forecasting economic activity in data-rich environment.(2017) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3	paper
2018	A Large Canadian Database for Macroeconomic Analysis In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	5
2020	Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	2
2020	Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2020	Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy In: CIRANO Working Papers. [Full Text][Citation analysis]	paper	0
2018	Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis]	paper	0
2018	Poverty Among the Elderly: The Role of Public Pension Systems.(2018) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2018	Mixed frequency models with MA components In: Working Paper Series. [Full Text][Citation analysis]	paper	1
2018	Mixed frequency models with MA components.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2020	Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy In: Journal of Corporate Finance. [Full Text][Citation analysis]	article	0
2019	Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print. [Citation analysis]	paper	14
2019	Macroeconomic forecast accuracy in a dataâ€rich environment.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14	article
2013	Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics. [Full Text][Citation analysis]	article	10
2019	Mixedâ€frequency models with movingâ€average components In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	0

	paper	article
2012	5	0
2013	10	1
2014	1	0
2015	2	1
2016	4	1
2017	2	3
2018	5	0
2019	5	3
2020	10	2
2021	2	0