5
H index
4
i10 index
109
Citations
Université du Québec à Montréal (UQAM) | 5 H index 4 i10 index 109 Citations RESEARCH PRODUCTION: 11 Articles 46 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 2 |
Journal of Business & Economic Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 2 |
Papers / arXiv.org | 2 |
EconomiX Working Papers / University of Paris Nanterre, EconomiX | 2 |
Year | Title of citing document |
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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). Guérin, 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 | Proyección 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. 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 – 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). Guérin, 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 |
Year | Title | Type | Cited |
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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 Banks’ 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 |
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