Dalibor Stevanovic : Citation Profile

Are you Dalibor Stevanovic?

Université du Québec à Montréal (UQAM)

9

H index

9

i10 index

288

Citations

RESEARCH PRODUCTION:

18

Articles

60

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 28
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 43 (12.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst385
   Updated: 2023-11-04    RAS profile: 2023-09-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Marcellino, Massimiliano (11)

Foroni, Claudia (7)

Moran, Kevin (4)

Kotchoni, Rachidi (4)

Leroux, Marie-Louise (3)

Barattieri, Alessandro (2)

Eden, Maya (2)

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:

Huber, Florian (15)

Marcellino, Massimiliano (13)

Ng, Serena (10)

Rossi, Barbara (9)

Clark, Todd (8)

Koop, Gary (8)

McCracken, Michael (6)

Beyeler, Simon (5)

Zakrajšek, Egon (5)

Kapetanios, George (4)

Pfarrhofer, Michael (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'conomique3
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 (2023 and 2022)

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

Full description at Econpapers || Download paper

2022High 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

2022Predicting 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

2022Dynamic 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

2022A 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

2022Forecasting 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

2022Performance 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

2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

Full description at Econpapers || Download paper

2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Coarsened 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Macroeconomic 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Public 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

2022Forecasting 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

2022Addressing 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

2022Forecasting 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

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.

Full description at Econpapers || Download paper

2023Density 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

2022A 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

2022Economic 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Sovereign 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Does 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

2022Assessing 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

2022The 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

2022Forecasting: 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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Agree 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

2022Uncertainty 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

2022Firms Knightian Uncertainty during the COVID-19 Crisis. (2022). Masayuki, Morikawa. In: Discussion papers. RePEc:eti:dpaper:22089.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Tail 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

2022Forecasting 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

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Algorithmic 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

2022Money 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

2022Forecasting 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

2022Application 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

2022Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic. (2022). Menzietti, Massimiliano ; Levantesi, Susanna ; Fratoni, Lorenzo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:16274-:d:994843.

Full description at Econpapers || Download paper

2022The 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

2022The 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

2022Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The effect of higher capital requirements on bank lending: the capital surplus matters. (2022). Malovana, Simona ; Ehrenbergerova, Dominika. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:3:d:10.1007_s10663-022-09536-x.

Full description at Econpapers || Download paper

2022The effect of COVID certificates on vaccine uptake, health outcomes, and the economy. (2022). , Bary ; Oliu-Barton, Miquel ; Wolff, Guntram B ; Martin, Philippe ; Fontanet, Arnaud ; Artus, Patrick ; Aghion, Philippe ; Guetta-Jeanrenaud, Lionel ; Woloszko, Nicolas. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-31394-1.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Planning for the “Expected Unexpected”: Work and Retirement in the U.S. After the COVID-19 Pandemic Shock. (2022). Freeman, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:29653.

Full description at Econpapers || Download paper

2022Strategi Ekonomi Bisnis dalam Upaya Menghadapi Ancaman Resesi 2023. (2022). Pambudi, Anggoro Dimas. In: OSF Preprints. RePEc:osf:osfxxx:j3dpm.

Full description at Econpapers || Download paper

2022Business forecasting during the pandemic. (2022). O'Trakoun, John ; Otrakoun, John. In: Business Economics. RePEc:pal:buseco:v:57:y:2022:i:3:d:10.1057_s11369-022-00267-2.

Full description at Econpapers || Download paper

2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Measurement of the Concentration of Potential Quality of Life in Local Communities. (2022). Toma, Rajko . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:163:y:2022:i:1:d:10.1007_s11205-022-02895-9.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Does financial interconnectedness affect monetary transmission? Evidence from India. (2022). Ghosh, Saibal. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:15:y:2022:i:3:p:273-300.

Full description at Econpapers || Download paper

2022Intra-financial assets and the intermediation role of the financial sector. (2022). Carvalho, Daniel. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0622.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The global component of inflation volatility. (2022). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:700-721.

Full description at Econpapers || Download paper

2022Discovering the true Schumpeter: New insights into the finance and growth nexus. (2022). Mayer, Fabian ; Haas, Thomas ; Geissendorfer, Lisa ; Bofinger, Peter. In: W.E.P. - Würzburg Economic Papers. RePEc:zbw:wuewep:102.

Full description at Econpapers || Download paper

Works by Dalibor Stevanovic:

YearTitleTypeCited
2021Macroeconomic Data Transformations Matter In: Papers.
[Full Text][Citation analysis]		paper16
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2020Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2021Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2020How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers.
[Full Text][Citation analysis]		paper71
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		paper
2019How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		paper
2022How is machine learning useful for macroeconomic forecasting?.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		article
2021Can Machine Learning Catch the COVID-19 Recession? In: Papers.
[Full Text][Citation analysis]		paper13
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper8
2018A Large Canadian Database for Macroeconomic Analysis.(2018) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2022A 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
In: .
[Full Text][Citation analysis]		paper43
2020Forecasting 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: 43		paper
2020Forecasting 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: 43		paper
2020Forecasting 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: 43		paper
2022Forecasting 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: 43		article
In: .
[Full Text][Citation analysis]		paper7
2020Macroeconomic 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: 7		paper
2022Macroeconomic 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: 7		article
In: .
[Full Text][Citation analysis]		paper0
2022The 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
2012Bank leverage shocks and the macroeconomy: a new look in a data-rich environment. In: Working papers.
[Full Text][Citation analysis]		paper8
2012BANK 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
2012Bank 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
2013Bank 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
2017The Macroeconomic Effects of Shocks to Large Banks’ Capital In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
2016Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article10
2015Financial Sector Interconnectedness and Monetary Policy Transmission In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper6
2019FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION.(2019) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2012CHOCS LIÃS AU RATIO DE LEVIER DES BANQUES ET MACROÃCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÃES In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2020Incertitude et effets macroéconomiques : mise à jour dans le contexte de la pandémie COVID-19 In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2020Réflexions pour la relance du Québec : productivité de la main-dâÅuvre, investissements et mutations du commerce international In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2016Prévision de lâactivité économique au Québec In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2019Prévisions de lâactivité économique en temps de crise In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2019Identification des points de retournement du cycle économique au Canada In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2019Incertitude macroéconomique canadienne : mesure, évaluation et effets sur lâinvestissement In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2020Analyse de la connectivité économique du Canada et du Québec In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2020Prévision de lâactivité économique au Québec et au Canada à lâaide des méthodes Machine Learning In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2021Analyse du marché du travail à lâaide des données de Google Trends In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2012An Empirical Study of Credit Shock Transmission in a Small Open Economy In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper2
2017An 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: 2		article
2017An 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: 2		article
2013Dynamic Effects of Credit Shocks in a Data-Rich Environment In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper28
2016Dynamic 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
2013Dynamic 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
2013Dynamic 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
2013Dynamic 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
2020Dynamic 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
2013The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper3
2013The 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
2013The 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
2013Probability and Severity of Recessions In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2013Probability and Severity of Recessions.(2013) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014Selection of the number of factors in presence of structural instability: a Monte Carlo study In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper6
2015SELECTION 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
2015Factor augmented autoregressive distributed lag models with macroeconomic applications In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper4
2016Forecasting U.S. Recessions and Economic Activity In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper2
2016Forecasting U.S. Recessions and Economic Activity.(2016) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016Forecasting U.S. Recessions and Economic Activity.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017Forecasting economic activity in data-rich environment In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper3
2017Forecasting economic activity in data-rich environment.(2017) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2017Forecasting economic activity in data-rich environment.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2018Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper3
2021Poverty 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
2018Poverty 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
2018Mixed frequency models with MA components In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2018Mixed frequency models with MA components.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2020Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article2
2019Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print.
[Citation analysis]		paper24
2019Macroeconomic 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
2013Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article13
2019Mixed?frequency models with moving?average components In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team