5
H index
1
i10 index
76
Citations
Dalibor Stevanovic : Citation Profile
Université du Québec à Montréal (UQAM) | RESEARCH PRODUCTION: 10 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2012 - 2020). 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?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 2 |
Recent works citing Dalibor Stevanovic (2020 and 2019)
| 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 |
| 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 |
| 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 |
| 2019 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162. 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 |
| 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 |
| 2019 | Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements. (2019). Molise, Thabang ; Liu, Guangling. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:264-279. 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 |
| 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 |
| 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 |
| 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 |
| 2019 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. 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 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 | 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 | |
| 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 |
| 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 |
| 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 | |
| 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 | 5 |
| 2019 | How is Machine Learning Useful for Macroeconomic Forecasting? In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2020 | Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 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 | 7 |
| 2019 | Macroeconomic forecast accuracy in a data‐rich environment.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 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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