Dalibor Stevanovic : Citation Profile


Are you Dalibor Stevanovic?

Université du Québec à Montréal (UQAM)

4

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

5

Articles

24

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 7
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 15 (25.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst385
   Updated: 2018-11-10    RAS profile: 2018-08-29    
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Relations with other researchers


Works with:

Kotchoni, Rachidi (6)

Giannoni, Marc (5)

Barattieri, Alessandro (4)

Eden, Maya (3)

MAO TAKONGMO, Charles Olivier (2)

Mésonnier, Jean-Stéphane (2)

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

Is cited by:

Banerjee, Ryan (3)

Rossi, Barbara (3)

Zakrajsek, Egon (3)

Barattieri, Alessandro (3)

Devereux, Michael (3)

Barnichon, Régis (2)

Peltonen, Tuomas (2)

Marcellino, Massimiliano (2)

Carriero, Andrea (2)

Covas, Francisco (2)

Valls Pereira, Pedro (2)

Cites to:

Ng, Serena (22)

Watson, Mark (18)

Zakrajsek, Egon (15)

Gilchrist, Simon (14)

Yankov, Vladimir (12)

Giannoni, Marc (11)

Bernanke, Ben (10)

Boivin, Jean (10)

Gertler, Mark (9)

Stock, James (9)

Buch, Claudia (8)

Main data


Where Dalibor Stevanovic has published?


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

Recent works citing Dalibor Stevanovic (2018 and 2017)


YearTitle of citing document
2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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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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2018A Large Canadian Database for Macroeconomic Analysis. (2018). Fortin-Gagnon, Olivier ; Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-25.

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2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

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2018The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach. (2018). Hosszu, Zsuzsanna. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:32-44.

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2018The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs. (2018). Österholm, Pär ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192.

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2017Do Phillips Curves Conditionally Help to Forecast Inflation?. (2017). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael. In: Working Papers. RePEc:fip:fedpwp:17-26.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Uluceviz, Erhan ; Yilmaz, Kamil. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812.

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2017Banks Interconnectivity and Leverage. (2017). Barattieri, Alessandro ; Moretti, Laura ; 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). Liu, Guangling ; Molise, Thabang. In: Working Papers. RePEc:sza:wpaper:wpapers303.

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2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Kaufmann, Sylvia ; Beyeler, Simon . In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

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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 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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article1
2016Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics.
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2015Financial Sector Interconnectedness and Monetary Policy Transmission In: Carlo Alberto Notebooks.
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2016Prévision de l’activité économique au Québec In: CIRANO Project Reports.
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paper0
2012An Empirical Study of Credit Shock Transmission in a Small Open Economy In: CIRANO Working Papers.
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paper1
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
article
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: 18
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2013Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 18
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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: 18
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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: 18
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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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This paper has another version. Agregated cites: 1
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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: 4
article
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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This paper has another version. Agregated cites: 2
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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: 0
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2018Poverty Among the Elderly: The Role of Public Pension Systems In: Cahiers de recherche.
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2013Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics.
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article7
2018Mixed frequency models with MA components In: Discussion Papers.
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