3
H index
1
i10 index
56
Citations
Dalibor Stevanovic : Citation Profile
Université du Québec à Montréal (UQAM) | RESEARCH PRODUCTION: 7 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2012 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Dalibor Stevanovic. | Is cited by:
| Cites to:
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Main data
Where Dalibor Stevanovic has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 2 |
Recent works citing Dalibor Stevanovic (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2019 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers || Download paper |
| 2018 | Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52. Full description at Econpapers || Download paper |
| 2018 | Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?. (2018). Hyun, Daniel ; Leboeuf, Maxime . In: Staff Analytical Notes. RePEc:bca:bocsan:18-4. Full description at Econpapers || Download paper |
| 2018 | The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18. Full description at Econpapers || Download paper |
| 2018 | Bank 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. Full description at Econpapers || Download paper |
| 2018 | FACTOR 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. Full description at Econpapers || Download paper |
| 2018 | How do shocks to bank capital affect lending and growth?. (2018). Miettinen, Paavo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_025. Full description at Econpapers || Download paper |
| 2019 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Leroux, Maxime ; Coulombe, Philippe Goulet ; Surprenant, Stephane. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22. Full description at Econpapers || Download paper |
| 2018 | Estimation 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2018 | The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs. (2018). Ãsterholm, Pär ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192. Full description at Econpapers || Download paper |
| 2018 | Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812. Full description at Econpapers || Download paper |
| 2018 | Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814. Full description at Econpapers || Download paper |
| 2017 | Banks Interconnectivity and Leverage. (2017). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: 2017 Meeting Papers. RePEc:red:sed017:504. Full description at Econpapers || Download paper |
| 2017 | Modelling 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. Full description at Econpapers || Download paper |
| 2018 | Is Basel III counter-cyclical: The case of South Africa?. (2018). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers303. Full description at Econpapers || Download paper |
| 2019 | Factor augmented VAR revisited - A sparse dynamic factor model approach. (2019). Kaufmann, Sylvia ; Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1608r. Full description at Econpapers || Download paper |
| 2019 | Streamlining Time-varying VAR with a Factor Structure in the Parameters. (2019). Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1903. Full description at Econpapers || Download paper |
| 2018 | Factor 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. Full description at Econpapers || Download paper |
Works by Dalibor Stevanovic:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 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 Banks’ Capital In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 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 | |
| 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 |
| 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 | |
| 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 | |
| 2016 | Dynamic effects of credit shocks in a data-rich environment.(2016) 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 | |
| 2013 | The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | 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 | 3 |
| 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: 3 | article | |
| 2015 | Factor augmented autoregressive distributed lag models with macroeconomic applications In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 | 1 |
| 2017 | Forecasting economic activity in data-rich environment.(2017) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | A Large Canadian Database for Macroeconomic Analysis In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Poverty among the elderly: The role of public pension systems In: CORE Discussion Papers. [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 | |
| 2013 | Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
| 2019 | Mixed‐frequency models with moving‐average components In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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