10
H index
10
i10 index
376
Citations
Université du Québec à Montréal (UQAM) | 10 H index 10 i10 index 376 Citations RESEARCH PRODUCTION: 18 Articles 71 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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Journal of Applied Econometrics | 3 |
Canadian Journal of Economics/Revue canadienne d'conomique | 3 |
International Journal of Forecasting | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document |
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2024 | Annual 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. Full description at Econpapers || Download paper |
2024 | To Bag is to Prune. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper |
2024 | Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2024 | A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2024 | Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper |
2025 | Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292. Full description at Econpapers || Download paper |
2024 | Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449. Full description at Econpapers || Download paper |
2024 | Comparing 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. Full description at Econpapers || Download paper |
2024 | Vector 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. Full description at Econpapers || Download paper |
2024 | Large 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. Full description at Econpapers || Download paper |
2024 | Calibrated quantile prediction for Growth-at-Risk. (2024). Vantini, Simone ; Neri, Luca ; Fontana, Matteo ; Bogani, Pietro. In: Papers. RePEc:arx:papers:2411.00520. Full description at Econpapers || Download paper |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper |
2025 | A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275. Full description at Econpapers || Download paper |
2025 | Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350. Full description at Econpapers || Download paper |
2024 | Machine 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | CLARA 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. Full description at Econpapers || Download paper |
2024 | Challenges 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. Full description at Econpapers || Download paper |
2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper |
2025 | Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Nowcasting 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. Full description at Econpapers || Download paper |
2024 | Leveraging 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. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | Predicting 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. Full description at Econpapers || Download paper |
2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Fan 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. Full description at Econpapers || Download paper |
2024 | Time-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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | Geopolitical 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. Full description at Econpapers || Download paper |
2024 | Machine 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | Using 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Adequacy 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. Full description at Econpapers || Download paper |
2024 | Approaches 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. Full description at Econpapers || Download paper |
2025 | Optimal 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. Full description at Econpapers || Download paper |
2025 | Nowcasting 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. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2024 | Minimum 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. Full description at Econpapers || Download paper |
2025 | Decomposition 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. Full description at Econpapers || Download paper |
2024 | A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22. Full description at Econpapers || Download paper |
2025 | Interval, Quantile and Density Forecasts. (2025). Yanchev, Mihail. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:1:p:109-129. Full description at Econpapers || Download paper |
2024 | Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt. Full description at Econpapers || Download paper |
2024 | Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1. Full description at Econpapers || Download paper |
2024 | Systematizing 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | Identification 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. Full description at Econpapers || Download paper |
2024 | Identifying 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Nowcasting 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. Full description at Econpapers || Download paper |
2024 | Nowcasting 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2025 | Taming 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. Full description at Econpapers || Download paper |
2025 | Bank 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. Full description at Econpapers || Download paper |
2024 | Nonlinear 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. Full description at Econpapers || Download paper |
2024 | Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Macroeconomic Data Transformations Matter In: Papers. [Full Text][Citation analysis] | paper | 25 |
2021 | Macroeconomic Data Transformations Matter.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2021 | Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers. [Full Text][Citation analysis] | paper | 114 |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
2019 | How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
2022 | How is machine learning useful for macroeconomic forecasting?.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
2021 | Can Machine Learning Catch the COVID-19 Recession? In: Papers. [Full Text][Citation analysis] | paper | 15 |
2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2021 | CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?.(2021) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2020 | GDP Forecast Accuracy During Recessions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Large Canadian Database for Macroeconomic Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | A Large Canadian Database for Macroeconomic Analysis.(2018) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 12 | article | |
2020 | Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 53 |
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 nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | 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 nother version. Agregated cites: 53 | article | |
2020 | Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
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 nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 7 | article | |
2022 | The demand and supply of information about inflation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | The demand and supply of information about inflation.(2022) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Risk Scenarios and Macroeconomic Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Inflation, Attention and Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Inflation, Attention and Expectations.(2025) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2025 | Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 nother 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 nother 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 nother 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 | 14 |
2016 | Common time variation of parameters in reduced-form macroeconomic models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 10 |
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 nother version. Agregated cites: 6 | article | |
2012 | CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
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-d’œuvre, investissements et mutations du commerce international In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Le pessimisme risque de nous plonger dans une récession In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Pessimism could plunge us into a recession In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Macroeconomic Impacts of a Canada-U.S. Tariff War In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Prévision de l’activité économique au Québec In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2019 | Prévisions de l’activité économique en temps de crise In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2019 | Identification des points de retournement du cycle économique au Canada In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2019 | Incertitude macroéconomique canadienne : mesure, évaluation et effets sur l’investissement In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2020 | Analyse de la connectivité économique du Canada et du Québec In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2020 | Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2021 | Analyse du marché du travail à l’aide des données de Google Trends In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2023 | Confiance et activité économique : analyse d’impact sur l’économie canadienne In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2024 | Scénarios de risque et prévisions macroéconomiques 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 | 2 |
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 nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 2 | article | |
2013 | Dynamic Effects of Credit Shocks in a Data-Rich Environment In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 30 |
2016 | Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2016) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2013 | Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2013 | Dynamic effects of credit shocks in a data-rich environment.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2013 | Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 nother version. Agregated cites: 30 | 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 2 | paper | |
2016 | Forecasting U.S. Recessions and Economic Activity.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 3 | paper | |
2017 | Forecasting economic activity in data-rich environment.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 6 |
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 nother version. Agregated cites: 6 | article | |
2018 | Poverty Among the Elderly: The Role of Public Pension Systems.(2018) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 nother 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 | 3 |
2019 | Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print. [Citation analysis] | paper | 31 |
2019 | Macroeconomic forecast accuracy in a data‐rich environment.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2013 | Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 16 |
2019 | Mixed‐frequency models with moving‐average components In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
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