Dalibor Stevanovic : Citation Profile


Are you Dalibor Stevanovic?

Université du Québec à Montréal (UQAM)

9

H index

9

i10 index

300

Citations

RESEARCH PRODUCTION:

18

Articles

62

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 27
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 43 (12.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst385
   Updated: 2024-01-16    RAS profile: 2023-12-06    
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Relations with other researchers


Works with:

Marcellino, Massimiliano (9)

Moran, Kevin (6)

Foroni, Claudia (5)

Kotchoni, Rachidi (4)

Barattieri, Alessandro (2)

Martin, Julien (2)

Eden, Maya (2)

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

Is cited by:

Huber, Florian (15)

Marcellino, Massimiliano (13)

Ng, Serena (10)

Rossi, Barbara (9)

Koop, Gary (8)

Clark, Todd (8)

McCracken, Michael (6)

Beyeler, Simon (5)

Zakrajšek, Egon (5)

Pfarrhofer, Michael (4)

Baumeister, Christiane (4)

Cites to:

Ng, Serena (53)

Watson, Mark (43)

Zakrajšek, Egon (24)

Gilchrist, Simon (23)

Marcellino, Massimiliano (23)

Giannone, Domenico (21)

Giannoni, Marc (20)

Stock, James (20)

Yankov, Vladimir (18)

Boivin, Jean (17)

Reichlin, Lucrezia (16)

Main data


Where Dalibor Stevanovic has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
Canadian Journal of Economics/Revue canadienne d'économique3
Journal of Business & Economic Statistics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management8
Papers / arXiv.org3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Paper Series / European Central Bank2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
Working Papers / HAL2

Recent works citing Dalibor Stevanovic (2024 and 2023)


YearTitle of citing document
2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance. (2023). Zhang, Luyao ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2301.07060.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2023.

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2023.

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2023Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency. (2023). Feunou, Bruno ; Kyeong, James ; Azizova, Chinara. In: Discussion Papers. RePEc:bca:bocadp:23-19.

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2023Predicting Changes in Canadian Housing Markets with Machine Learning. (2023). Yang, Jing ; Macisaac, Maureen ; Lao, Helen ; Brannlund, Johan. In: Discussion Papers. RePEc:bca:bocadp:23-21.

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2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Predicting Firm Exits with Machine Learning: Implications for Selection into COVID-19 Support and Productivity Growth. (2023). Vogt, Benedikt ; Kattenberg, Mark ; Davies, Lily. In: CPB Discussion Paper. RePEc:cpb:discus:444.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2023The asymmetric impact of COVID-19: A novel approach to quantifying financial distress across industries. (2023). Nikolov, Plamen ; Simons, Wouter ; Hobza, Alexandr ; Canton, Erik ; Archanskaia, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001381.

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2023Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models. (2023). Coulombe, Philippe Goulet ; Gobel, Maximilian ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003316.

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2023The interplay among COVID-19 economic recovery, behavioural changes, and the European Green Deal: An energy-economic modelling perspective. (2023). le Mouel, Pierre ; Elia, Alessia ; Boitier, Baptiste ; Cassetti, Gabriele ; Chiodi, Alessandro ; Doukas, Haris ; Koasidis, Konstantinos ; Nikas, Alexandros ; Zagame, Paul ; Gargiulo, Maurizio. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026846.

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2023Thermo-economic analysis of a novel hydrogen production system using medical waste and biogas with zero carbon emission. (2023). Liu, Jun ; Zheng, Qiwei ; Chen, Heng ; Zhao, Xinyue ; Jiang, Xue ; Xu, Gang ; Pan, Peiyuan. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032194.

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2023A novel methanol-electricity cogeneration system based on the integration of water electrolysis and plasma waste gasification. (2023). Jiang, Xue ; Dong, Yuehong ; Xu, Gang ; Pan, Peiyuan ; Qiao, Shichao ; Chen, Heng ; Wang, Yuting. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203376x.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Benchimol, Jonathan ; Koenigstein, Noam ; Hammer, Allon ; Cohen, Eliya ; Caspi, Itamar ; Barkan, Oren. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162.

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2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

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2023Price Setting of Firms under Cost Uncertainty. (2023). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:23040.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Macroeconomic Predictions Using Payments Data and Machine Learning. (2023). Desai, Ajit. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:4:p:36-683:d:1288660.

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2023Does Automatic Wage Indexation Destroy Jobs? A Machine Learning Approach. (2023). Bijnens, Gert ; Konings, Jozef ; Karimov, Shyngys. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-023-09418-y.

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2023Macroeconomic forecasting in Poland: lessons from the external shocks. (2023). Rybacki, Jakub ; Gniazdowski, Micha. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:53:y:2023:i:1:p:45-64.

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2023ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting. (2023). Lima, Gilberto ; Matos, Joao Vitor ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon13.

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2023Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y.

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2023Predicting inflation component drivers in Nigeria: a stacked ensemble approach. (2023). Anthony, Abel ; Joshua, Jeremiah D ; Taiwo, Oyedamola F ; Akanni, Elijah O ; Akande, Emmanuel O. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00384-2.

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2023Bayesian Modelling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:str:wpaper:2308.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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Works by Dalibor Stevanovic:


YearTitleTypeCited
2021Macroeconomic Data Transformations Matter In: Papers.
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.() In: .
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2020Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers.
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2021Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting.
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2020How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers.
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.() In: .
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2019How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers.
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2022How is machine learning useful for macroeconomic forecasting?.(2022) In: Journal of Applied Econometrics.
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2021Can Machine Learning Catch the COVID-19 Recession? In: Papers.
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.() In: .
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2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers.
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2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers.
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2018A Large Canadian Database for Macroeconomic Analysis.(2018) In: CIRANO Working Papers.
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2022A large Canadian database for macroeconomic analysis.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis.(2020) In: CIRANO Working Papers.
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2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion 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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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting.
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2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy.(2020) In: CIRANO Working Papers.
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2022Macroeconomic uncertainty and the COVID?19 pandemic: Measure and impacts on the Canadian economy.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2022The demand and supply of information about inflation.(2022) 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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2012BANK LEVERAGE SHOCKS AND THE MACROECONOMY: A NEW LOOK IN A DATA-RICH ENVIRONMENT.(2012) In: CIRANO 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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2013Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital In: Oxford Bulletin of Economics and Statistics.
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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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2019FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION.(2019) In: Macroeconomic Dynamics.
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2012CHOCS LIÃS AU RATIO DE LEVIER DES BANQUES ET MACROÃCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÃES 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-dâÅuvre, investissements et mutations du commerce international In: CIRANO Papers.
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2023Le pessimisme risque de nous plonger dans une récession In: CIRANO Papers.
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2016Prévision de lâactivité économique au Québec In: CIRANO Project Reports.
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2019Prévisions de lâactivité 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 lâinvestissement 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 lâactivité économique au Québec et au Canada à lâaide des méthodes Machine Learning In: CIRANO Project Reports.
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2021Analyse du marché du travail à lâaide des données de Google Trends In: CIRANO Project Reports.
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2023Confiance et activité économique : analyse dâimpact sur lâéconomie canadienne 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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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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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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2016Forecasting U.S. Recessions and Economic Activity.(2016) In: 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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2017Forecasting economic activity in data-rich environment.(2017) In: 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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2021Poverty among the elderly: the role of public pension systems.(2021) In: International Tax and Public Finance.
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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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