9
H index
8
i10 index
277
Citations
Université du Québec à Montréal (UQAM) | 9 H index 8 i10 index 277 Citations RESEARCH PRODUCTION: 18 Articles 58 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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Canadian Journal of Economics/Revue canadienne d'économique | 3 |
Journal of Applied Econometrics | 3 |
International Journal of Forecasting | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document | |
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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 | |
2021 | Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2021 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2022 | 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 | |
2021 | 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 | |
2022 | 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 | |
2021 | 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 | The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266. Full description at Econpapers || Download paper | |
2021 | Slow-Growing Trees. (2021). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01926. Full description at Econpapers || Download paper | |
2021 | COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732. Full description at Econpapers || Download paper | |
2021 | A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793. Full description at Econpapers || Download paper | |
2022 | Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872. Full description at Econpapers || Download paper | |
2022 | Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper | |
2023 | Monotonicity 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. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers || Download paper | |
2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
2023 | Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991. Full description at Econpapers || Download paper | |
2023 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
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2021 | . Full description at Econpapers || Download paper | |
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2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper | |
2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper | |
2021 | Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245. Full description at Econpapers || Download paper | |
2021 | Big data and machine learning in central banking. (2021). Gambacorta, Leonardo ; Doerr, Sebastian ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:930. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, 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 | |
2023 | Machine 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. Full description at Econpapers || Download paper | |
2021 | Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654. Full description at Econpapers || Download paper | |
2022 | Public Investment and Regional Resilience: Empirical Evidence from the Greek Regions. (2022). Athanasopoulos, Dimitrios ; Panori, Anastasia ; Psycharis, Yannis. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:113:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper | |
2022 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
2021 | Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923. Full description at Econpapers || Download paper | |
2021 | Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164. Full description at Econpapers || Download paper | |
2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
2021 | Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05. Full description at Econpapers || Download paper | |
2021 | Towards a multi-stakeholder Intermodal Trade-Transportation Data-Sharing and Knowledge Exchange Network. (2021). Warin, Thierry ; Panot, Molivann ; Dudoit, Alain. In: CIRANO Project Reports. RePEc:cir:cirpro:2021rp-28. Full description at Econpapers || Download paper | |
2021 | A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8. Full description at Econpapers || Download paper | |
2022 | Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434. Full description at Econpapers || Download paper | |
2022 | Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441. Full description at Econpapers || Download paper | |
2023 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | Elderly Poverty and Its Measurement. (2021). Niimi, Yoko ; Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1149. Full description at Econpapers || Download paper | |
2021 | What are banks’ actual capital targets?. (2021). Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20212618. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2021 | Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210. Full description at Econpapers || Download paper | |
2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
2022 | Economic recovery forecasts under impacts of COVID-19. (2022). Shi, Chaojun ; Hu, Wentao ; Wang, Wei ; Sun, Yunchuan ; Teng, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000670. Full description at Econpapers || Download paper | |
2023 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | Trade 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. Full description at Econpapers || Download paper | |
2021 | Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637. Full description at Econpapers || Download paper | |
2021 | A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159. Full description at Econpapers || Download paper | |
2021 | Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe. (2021). Fanghella, Valeria ; Fezzi, Carlo. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121002178. Full description at Econpapers || Download paper | |
2022 | Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696. Full description at Econpapers || Download paper | |
2023 | Bank 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Thermo-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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337. Full description at Econpapers || Download paper | |
2021 | Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593. Full description at Econpapers || Download paper | |
2022 | Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set. (2022). Li, Xinming ; Goodell, John W ; Duan, Yuejiao. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003159. Full description at Econpapers || Download paper | |
2021 | Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24. Full description at Econpapers || Download paper | |
2021 | Global banking stability in the shadow of Covid-19 outbreak. (2021). Trinh, Vu Quang ; Elnahass, Marwa ; Li, Teng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100041x. Full description at Econpapers || Download paper | |
2021 | A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295. Full description at Econpapers || Download paper | |
2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers || Download paper | |
2022 | The kernel trick for nonlinear factor modeling. (2022). Kutateladze, Varlam. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:165-177. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2023 | Targeting 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. Full description at Econpapers || Download paper | |
2023 | Real-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. Full description at Econpapers || Download paper | |
2022 | Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286. Full description at Econpapers || Download paper | |
2021 | Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171. Full description at Econpapers || Download paper | |
2021 | Can the EU funds promote regional resilience at time of Covid-19? Insights from the Great Recession11We thank the Editors and the four anonymous referees for helpful comments. We also thank Emanuele C. (2021). di Caro, Paolo ; Arbolino, Roberta. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:109-126. Full description at Econpapers || Download paper | |
2021 | Measurement of capital allocation efficiency in emerging economies: evidence from China. (2021). Xu, Bing ; Chen, Congcong ; Zhang, Shangfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521003863. Full description at Econpapers || Download paper | |
2021 | Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali. (2021). Kusumawardhani, Stella ; Priyadi, Lionel ; Aswicahyono, Haryo ; Tyas, Prabaning ; Damuri, Yose Rizal ; Yazid, Ega Kurnia. In: Working Papers. RePEc:era:wpaper:dp-2021-18. Full description at Econpapers || Download paper | |
2022 | Uncertainty of Firms Medium-term Outlook during the COVID-19 Pandemic. (2022). Masayuki, Morikawa. In: Discussion papers. RePEc:eti:dpaper:22079. Full description at Econpapers || Download paper | |
2022 | Firms Knightian Uncertainty during the COVID-19 Crisis. (2022). Masayuki, Morikawa. In: Discussion papers. RePEc:eti:dpaper:22089. Full description at Econpapers || Download paper | |
2023 | Price Setting of Firms under Cost Uncertainty. (2023). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:23040. Full description at Econpapers || Download paper | |
2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366. Full description at Econpapers || Download paper | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:93787. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper | |
2021 | Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993. Full description at Econpapers || Download paper | |
2022 | Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data. (2022). van Huellen, Sophie ; Qin, Duo ; Moraitis, Thanos ; Wang, Qing Chao. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:22-:d:797393. Full description at Econpapers || Download paper | |
2022 | Money Supply and Inflation after COVID-19. (2022). Lee, Sunhyung ; Gharehgozli, Orkideh. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:5:p:101-:d:804393. Full description at Econpapers || Download paper | |
2021 | Projection of Post-Pandemic Italian Industrial Production through Vector AutoRegressive Models. (2021). Lerede, Daniele ; Gracceva, Francesco ; Oliva, Antonio ; Savoldi, Laura ; Nicoli, Matteo. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:17:p:5458-:d:627486. Full description at Econpapers || Download paper | |
2022 | Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576. Full description at Econpapers || Download paper | |
2022 | Application of Machine Learning Algorithms for Sustainable Business Management Based on Macro-Economic Data: Supervised Learning Techniques Approach. (2022). Suud, Mazliham Mohd ; Abbas, Kumail ; Khan, Muhammad Anees ; Aziz, Roslizawati Che ; Amri, Nik Alif ; Jan, Amin ; Mehreen, Mehreen ; Aman, Nida ; Alam, Muhammad Mansoor ; Salameh, Anas A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9964-:d:886244. Full description at Econpapers || Download paper | |
2021 | A BVAR Model for Forecasting Ukrainian Inflation. (2021). Shapovalenko, Nadiia. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2021. Full description at Econpapers || Download paper | |
2022 | The Effect of COVID Certificates on Vaccine Uptake, Health Outcomes, and the Economy. (2022). , Philippemartin ; Martin, Philippe ; Fontanet, Arnaud ; Artus, Patrick ; Aghion, Philippe ; Guetta-Jeanrenaud, Lionel ; Woloszko, Nicolas ; Oliu-Barton, Miquel ; Wolff, Guntram B. In: Post-Print. RePEc:hal:journl:hal-03813557. Full description at Econpapers || Download paper | |
2022 | The Effect of COVID Certificates on Vaccine Uptake, Health Outcomes, and the Economy. (2022). , Philippemartin ; Martin, Philippe ; Fontanet, Arnaud ; Artus, Patrick ; Aghion, Philippe ; Guetta-Jeanrenaud, Lionel ; Woloszko, Nicolas ; Oliu-Barton, Miquel ; Wolff, Guntram B. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-03813557. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2021 | Macroeconomic Data Transformations Matter In: Papers. [Full Text][Citation analysis] | paper | 16 |
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2020 | Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2021 | Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers. [Full Text][Citation analysis] | paper | 65 |
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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: 65 | paper | |
2022 | How is machine learning useful for macroeconomic forecasting?.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
2021 | Can Machine Learning Catch the COVID-19 Recession? In: Papers. [Full Text][Citation analysis] | paper | 12 |
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2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
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2018 | A Large Canadian Database for Macroeconomic Analysis.(2018) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2022 | A large Canadian database for macroeconomic analysis.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
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2020 | Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2020 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
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: 42 | paper | |
2022 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
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2020 | Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2022 | Macroeconomic uncertainty and the COVID?19 pandemic: Measure and impacts on the Canadian economy.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
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2022 | The demand and supply of information about inflation.(2022) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Bank leverage shocks and the macroeconomy: a new look in a data-rich environment. In: Working papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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: 8 | 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: 8 | paper | |
2017 | The Macroeconomic Effects of Shocks to Large Banks’ Capital In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
2016 | Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
2015 | Financial Sector Interconnectedness and Monetary Policy Transmission In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 6 |
2019 | FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION.(2019) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2012 | CHOCS LIÃS AU RATIO DE LEVIER DES BANQUES ET MACROÃCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÃES 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-dâÅuvre, investissements et mutations du commerce international In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Prévision de lâactivité économique au Québec In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2019 | Prévisions de lâactivité 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 lâinvestissement 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 lâactivité économique au Québec et au Canada à lâaide des méthodes Machine Learning In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2021 | Analyse du marché du travail à lâaide des données de Google Trends 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 | 28 |
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: 28 | 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: 28 | 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: 28 | 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: 28 | 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: 28 | 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 | 3 |
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: 3 | 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: 3 | 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 | 6 |
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: 6 | 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 | Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 3 |
2021 | Poverty among the elderly: the role of public pension systems.(2021) In: International Tax and Public Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
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: 3 | paper | |
2018 | Mixed frequency models with MA components In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2018 | Mixed frequency models with MA components.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 2 |
2019 | Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print. [Citation analysis] | paper | 24 |
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: 24 | article | |
2013 | Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 13 |
2019 | Mixed?frequency models with moving?average components In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
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