Dalibor Stevanovic : Citation Profile


Are you Dalibor Stevanovic?

Université du Québec à Montréal (UQAM)

5

H index

4

i10 index

109

Citations

RESEARCH PRODUCTION:

11

Articles

46

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:
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   Permalink: http://citec.repec.org/pst385
   Updated: 2021-03-01    RAS profile: 2021-01-16    
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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 Econometrics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2
Papers / arXiv.org2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Dalibor Stevanovic (2021 and 2020)


YearTitle of citing document
2020Targeting 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.

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2021Now- 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.

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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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2020To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2020Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2020Predicting 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.

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2020Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021DSGE 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.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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2020Trade 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.

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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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2020Statistical 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.

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2020Macroeconomic 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.

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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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2021Solving 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.

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2020Dynamic 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.

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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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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:28014.

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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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2020Learning from Forecast Errors: A New Approach to Forecast Combination. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202024.

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Works by Dalibor Stevanovic:


YearTitleTypeCited
2020Macroeconomic Data Transformations Matter In: Papers.
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2020Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers.
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2020How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers.
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2019How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers.
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2012Bank leverage shocks and the macroeconomy: a new look in a data-rich environment. In: Working papers.
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paper4
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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2013Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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paper
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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article5
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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2021Le Québec économique 9 - Chapitre 12 - Prévision macroéconomique dans l’ère des données massives et de l’apprentissage automatique In: CIRANO Papers.
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2021Le Québec économique 9 : Perspectives et défis de la transformation numérique In: CIRANO Papers.
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2020Incertitude et effets macroéconomiques : mise à jour dans le contexte de la pandémie COVID-19 In: CIRANO Papers.
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2020Réflexions pour la relance du Québec : productivité de la main-d’œuvre, investissements et mutations du commerce international 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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2020Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning 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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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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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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2013Dynamic effects of credit shocks in a data-rich environment.(2013) In: Staff Reports.
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2013Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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2020Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2020) In: Journal of Business & Economic Statistics.
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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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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: 4
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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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2018A Large Canadian Database for Macroeconomic Analysis 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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2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series.
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2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy In: CIRANO Working Papers.
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2018Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE.
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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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