Dalibor Stevanovic : Citation Profile

Université du Québec à Montréal (UQAM)

10

H index

10

i10 index

376

Citations

RESEARCH PRODUCTION:

18

Articles

71

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 28
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 47 (11.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst385
   Updated: 2025-05-17    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (14)

Goulet Coulombe, Philippe (13)

Moran, Kevin (12)

Foroni, Claudia (4)

Martin, Julien (2)

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

Is cited by:

Goulet Coulombe, Philippe (43)

Huber, Florian (15)

Marcellino, Massimiliano (13)

Koop, Gary (11)

Ng, Serena (10)

Rossi, Barbara (9)

Borup, Daniel (9)

Clark, Todd (8)

Desai, Ajit (6)

McCracken, Michael (6)

Kapetanios, George (5)

Cites to:

Ng, Serena (55)

Watson, Mark (44)

Marcellino, Massimiliano (27)

Zakrajšek, Egon (25)

Giannone, Domenico (25)

Gilchrist, Simon (24)

Giannoni, Marc (23)

Stock, James (20)

Boivin, Jean (18)

Yankov, Vladimir (18)

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'conomique3
International Journal of Forecasting2
Journal of Business & Economic Statistics2

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 Management11
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Papers / arXiv.org3
Working Paper Series / European Central Bank2
Working Papers / HAL2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Dalibor Stevanovic (2025 and 2024)

YearTitle of citing document
2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). Stewart, Shamar ; McWilliams, William N ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343923.

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2024To Bag is to Prune. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2008.07063.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2024Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2024Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024Calibrated quantile prediction for Growth-at-Risk. (2024). Vantini, Simone ; Neri, Luca ; Fontana, Matteo ; Bogani, Pietro. In: Papers. RePEc:arx:papers:2411.00520.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

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2024Fan charts in era of big data and learning. (2024). Baruník, Jozef ; Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333.

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2024Time-Varying effects of extreme weather shocks on output growth of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013473.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2024Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414.

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2024Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862.

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2024Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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2024Using machine learning for NEETs and sustainability studies: Determining best machine learning algorithms. (2024). Berigel, Muhammet ; Bozta, Gizem Dilan ; Neagu, Gabriela ; Rocca, Antonella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:94:y:2024:i:c:s0038012124001204.

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2024Forecasting of technology innovation and economic growth in Indonesia. (2024). Aminullah, Erman. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s004016252400129x.

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2024The Anatomy of Out-of-Sample Forecasting Accuracy. (2024). Schütte, Erik Christian ; Goulet Coulombe, Philippe ; Borup, Daniel ; Schwenk-Nebbe, Sander ; Rapach, David E. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97785.

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2024Adequacy of the Pension System: A Qualitative Interview of Indonesian Civil Service Pensioners in Kapuas Regency. (2024). Vidyattama, Yogi ; Badriah, Badriah ; Hadi, Abdul ; Emese, Prihoda. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:12:p:328-:d:1533225.

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2024Approaches to Prognosing the European Economic Crisis Through a New Economic–Financial Risk Sensitivity Model. (2024). Fortea, Costinela ; Zlati, Monica Laura ; Antohi, Valentin Marian ; Meca, Alina. In: Economies. RePEc:gam:jecomi:v:13:y:2024:i:1:p:3-:d:1557328.

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2025Optimal Weighted Markov Model and Markov Optimal Weighted Combination Model with Their Application in Hunan’s Gross Domestic Product. (2025). Qiu, Meilan ; Luo, Chingfei ; Li, Dewang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:533-:d:1584359.

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2025Nowcasting Perus GDP with Machine Learning Methods. (2025). Tang, Juan ; Flores Audante, Jairo ; Ruelas-Huanca, Walter ; Gonzaga, Bruno. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2025.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

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2024Minimum Pensions and Regional Income Redistribution in Spain. (2024). Serrano, Felipe ; Peinado, Patricia. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2024:v:251:i:4:p:51-79.

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2025Decomposition of Changes in Elderly Poverty across 16 European Countries: 2005-2022. (2025). Wang, Jinxian ; Liu, Qingqi ; Goudswaard, Kees ; Caminada, Koen. In: LIS Working papers. RePEc:lis:liswps:882.

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2024A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22.

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2025Interval, Quantile and Density Forecasts. (2025). Yanchev, Mihail. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:1:p:109-129.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1.

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2024Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities. (2024). Kim, Taehoon ; Ando, Sakai. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:4:d:10.1057_s41308-023-00225-8.

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2024Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach. (2024). Das, Prabir Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00384-z.

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2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2024Identifying oil price shocks with global, developed, and emerging latent real economy activity factors. (2024). Djogbenou, Antoine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:128-149.

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2024The macroeconomy as a random forest. (2024). Goulet Coulombe, Philippe. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.

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2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024The benefits of forecasting inflation with machine learning: New evidence. (2024). Naghi, Andrea A ; O'Neill, Eoghan ; Zaharieva, Martina Danielova. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1321-1331.

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2024A forecasting model for oil prices using a large set of economic indicators. (2024). Hejase, Ale ; Jamali, Ibrahim ; el Hokayem, Jihad. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1615-1624.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2341-2357.

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2025Taming Data‐Driven Probability Distributions. (2025). Hanus, Lubo ; Barunk, Jozef. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:676-691.

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2025Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective. (2025). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1132-1164.

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2024Nonlinear Transmission of Financial Shocks: Some New Evidence. (2024). Gambetti, Luca ; Forni, Mario ; Maffeifaccioli, Nicolo ; Sala, Luca. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:1:p:5-33.

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2024Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455.

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Works by Dalibor Stevanovic:

YearTitleTypeCited
2021Macroeconomic Data Transformations Matter In: Papers.
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2021Macroeconomic Data Transformations Matter.(2021) In: Working Papers.
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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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2020How is Machine Learning Useful for Macroeconomic Forecasting?.(2020) In: Working Papers.
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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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2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: Working Papers.
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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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2021CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?.(2021) In: National Institute Economic Review.
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2020GDP Forecast Accuracy During Recessions In: Working Papers.
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2020A Large Canadian Database for Macroeconomic Analysis In: Working 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 In: Working Papers.
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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 In: Working Papers.
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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 In: Working Papers.
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2022The demand and supply of information about inflation.(2022) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2024Risk Scenarios and Macroeconomic Forecasts In: Working Papers.
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2024Inflation, Attention and Expectations In: Working Papers.
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2025Inflation, Attention and Expectations.(2025) In: CIRANO Working Papers.
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2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition In: 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 LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES 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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2023Le pessimisme risque de nous plonger dans une récession In: CIRANO Papers.
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2024Pessimism could plunge us into a recession In: CIRANO Papers.
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2025Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis In: CIRANO Papers.
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2025Macroeconomic Impacts of a Canada-U.S. Tariff War 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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2021Analyse du marché du travail à l’aide des données de Google Trends In: CIRANO Project Reports.
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2023Confiance et activité économique : analyse d’impact sur l’économie canadienne In: CIRANO Project Reports.
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2024Scénarios de risque et prévisions macroéconomiques 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.
[Full Text][Citation analysis]		paper30
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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2024Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy 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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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.
[Citation analysis]		paper31
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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