Dalibor Stevanovic : Citation Profile

Are you Dalibor Stevanovic?

Université du Québec à Montréal (UQAM)

9

H index

8

i10 index

277

Citations

RESEARCH PRODUCTION:

18

Articles

58

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 27
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 42 (13.17 %)

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   Permalink: http://citec.repec.org/pst385
   Updated: 2023-08-19    RAS profile: 2023-03-08    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (11)

Foroni, Claudia (7)

Kotchoni, Rachidi (6)

Moran, Kevin (4)

Leroux, Marie-Louise (3)

Barattieri, Alessandro (2)

Martin, Julien (2)

Eden, Maya (2)

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

Is cited by:

Huber, Florian (12)

Marcellino, Massimiliano (11)

Ng, Serena (10)

Rossi, Barbara (9)

Koop, Gary (8)

Clark, Todd (6)

McCracken, Michael (6)

Beyeler, Simon (5)

Zakrajšek, Egon (5)

Moretti, Laura (4)

Baumeister, Christiane (4)

Cites to:

Ng, Serena (53)

Watson, Mark (43)

Zakrajšek, Egon (24)

Gilchrist, Simon (23)

Marcellino, Massimiliano (23)

Giannone, Domenico (21)

Giannoni, Marc (20)

Stock, James (20)

Yankov, Vladimir (18)

Boivin, Jean (17)

Reichlin, Lucrezia (16)

Main data

Where Dalibor Stevanovic has published?

Journals with more than one article published# docs
Canadian Journal of Economics/Revue canadienne d'économique3
Journal of Applied Econometrics3
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 Management8
Papers / arXiv.org3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
Working Paper Series / European Central Bank2

Recent works citing Dalibor Stevanovic (2022 and 2021)

YearTitle of citing document
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2021To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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

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2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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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.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2021Slow-Growing Trees. (2021). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01926.

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2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

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2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens. (2021). Kassem, Alaa ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2106.05240.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793.

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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.

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

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

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

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

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

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

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

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

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

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2021Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2021Big data and machine learning in central banking. (2021). Gambacorta, Leonardo ; Doerr, Sebastian ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:930.

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

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2021DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99.

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

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2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

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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.

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2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2021Towards a multi-stakeholder Intermodal Trade-Transportation Data-Sharing and Knowledge Exchange Network. (2021). Warin, Thierry ; Panot, Molivann ; Dudoit, Alain. In: CIRANO Project Reports. RePEc:cir:cirpro:2021rp-28.

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2021A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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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.

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

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2021Elderly Poverty and Its Measurement. (2021). Niimi, Yoko ; Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1149.

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2021What are banks’ actual capital targets?. (2021). Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20212618.

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

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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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.

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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.

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

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

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2021A century of Economic Policy Uncertainty through the French–Canadian lens. (2021). Ardia, David ; Kassem, Alaa ; Bluteau, Keven. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159.

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2021Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe. (2021). Fanghella, Valeria ; Fezzi, Carlo. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121002178.

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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.

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

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

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

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

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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.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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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.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021Global banking stability in the shadow of Covid-19 outbreak. (2021). Trinh, Vu Quang ; Elnahass, Marwa ; Li, Teng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100041x.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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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.

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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.

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

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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.

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2021Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171.

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2021Can the EU funds promote regional resilience at time of Covid-19? Insights from the Great Recession11We thank the Editors and the four anonymous referees for helpful comments. We also thank Emanuele C. (2021). di Caro, Paolo ; Arbolino, Roberta. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:109-126.

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2021Measurement of capital allocation efficiency in emerging economies: evidence from China. (2021). Xu, Bing ; Chen, Congcong ; Zhang, Shangfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521003863.

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2021Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali. (2021). Kusumawardhani, Stella ; Priyadi, Lionel ; Aswicahyono, Haryo ; Tyas, Prabaning ; Damuri, Yose Rizal ; Yazid, Ega Kurnia. In: Working Papers. RePEc:era:wpaper:dp-2021-18.

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2022Uncertainty of Firms Medium-term Outlook during the COVID-19 Pandemic. (2022). Masayuki, Morikawa. In: Discussion papers. RePEc:eti:dpaper:22079.

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

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

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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.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:93787.

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

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2021Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993.

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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.

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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.

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2021Projection of Post-Pandemic Italian Industrial Production through Vector AutoRegressive Models. (2021). Lerede, Daniele ; Gracceva, Francesco ; Oliva, Antonio ; Savoldi, Laura ; Nicoli, Matteo. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:17:p:5458-:d:627486.

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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.

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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.

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2021A BVAR Model for Forecasting Ukrainian Inflation. (2021). Shapovalenko, Nadiia. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2021.

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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.

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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.

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2022.

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More than 100 citations found, this list is not complete...

Works by Dalibor Stevanovic:

YearTitleTypeCited
2021Macroeconomic Data Transformations Matter In: 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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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: CIRANO Working Papers.
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2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers.
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2018A Large Canadian Database for Macroeconomic Analysis.(2018) In: CIRANO Working Papers.
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2022A large Canadian database for macroeconomic analysis.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis.(2020) In: CIRANO Working Papers.
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2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers.
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2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series.
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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting.
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[Full Text][Citation analysis]		paper6
2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy.(2020) In: CIRANO Working Papers.
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2022Macroeconomic uncertainty and the COVID?19 pandemic: Measure and impacts on the Canadian economy.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2022The demand and supply of information about inflation.(2022) In: CIRANO Working Papers.
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2012Bank leverage shocks and the macroeconomy: a new look in a data-rich environment. In: Working papers.
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2012BANK LEVERAGE SHOCKS AND THE MACROECONOMY: A NEW LOOK IN A DATA-RICH ENVIRONMENT.(2012) In: CIRANO Papers.
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2012Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2012) In: CIRANO Working Papers.
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2013Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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2017The Macroeconomic Effects of Shocks to Large Banks’ Capital In: Oxford Bulletin of Economics and Statistics.
[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]		article9
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.
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2012CHOCS LIÃS AU RATIO DE LEVIER DES BANQUES ET MACROÃCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÃES In: CIRANO Papers.
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2020Incertitude et effets macroéconomiques : mise à jour dans le contexte de la pandémie COVID-19 In: CIRANO Papers.
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2020Réflexions pour la relance du Québec : productivité de la main-dâÅuvre, investissements et mutations du commerce international In: CIRANO Papers.
[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]		paper1
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]		paper28
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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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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2018Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE.
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2021Poverty among the elderly: the role of public pension systems.(2021) In: International Tax and Public Finance.
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2018Poverty Among the Elderly: The Role of Public Pension Systems.(2018) In: Cahiers de recherche.
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2018Mixed frequency models with MA components In: Working Paper Series.
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2018Mixed frequency models with MA components.(2018) In: Discussion Papers.
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2020Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy In: Journal of Corporate Finance.
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2019Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print.
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2019Macroeconomic forecast accuracy in a data?rich environment.(2019) In: Journal of Applied Econometrics.
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2013Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics.
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2019Mixed?frequency models with moving?average components In: Journal of Applied Econometrics.
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