Dalibor Stevanovic : Citation Profile

Université du Québec à Montréal (UQAM)

10

H index

10

i10 index

417

Citations

RESEARCH PRODUCTION:

18

Articles

75

Papers

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 32
   Journals where Dalibor Stevanovic has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 50 (10.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst385
   Updated: 2025-12-20    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (16)

Moran, Kevin (13)

Goulet Coulombe, Philippe (13)

Martin, Julien (4)

Foroni, Claudia (4)

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

Is cited by:

Goulet Coulombe, Philippe (43)

Huber, Florian (15)

Marcellino, Massimiliano (13)

Koop, Gary (11)

Ng, Serena (11)

Rossi, Barbara (9)

Borup, Daniel (9)

Clark, Todd (8)

Desai, Ajit (6)

McCracken, Michael (6)

Kapetanios, George (5)

Cites to:

Ng, Serena (57)

Watson, Mark (45)

Marcellino, Massimiliano (31)

Giannone, Domenico (25)

Zakrajšek, Egon (25)

Gilchrist, Simon (24)

Giannoni, Marc (23)

Stock, James (20)

Boivin, Jean (18)

Yankov, Vladimir (18)

Reichlin, Lucrezia (16)

Main data

Where Dalibor Stevanovic has published?

Journals with more than one article published# docs
Canadian Journal of Economics/Revue canadienne d'conomique3
Journal of Applied Econometrics3
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 Management12
Papers / arXiv.org3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
Working Papers / HAL2
Working Paper Series / European Central Bank2

Recent works citing Dalibor Stevanovic (2025 and 2024)

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

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2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). McWilliams, William N ; Stewart, Shamar L ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343923.

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

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

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

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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

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

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

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

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

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

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

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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

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

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

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

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2025GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest. (2025). Raczkowski, Konrad ; Filip, Dariusz ; Klopotek, Robert A ; Landowska, Alina. In: Papers. RePEc:arx:papers:2504.20993.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025In-between Transatlantic (Monetary) Disturbances. (2025). Aublin, Jeanne ; Camara, Santiago. In: Papers. RePEc:arx:papers:2509.13578.

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2025Macroeconomic Forecasting and Machine Learning. (2025). Giannone, Domenico ; Ghigliazza, Raffaele M ; Fan, Ting-Han ; Chi, Ta-Chung. In: Papers. RePEc:arx:papers:2510.11008.

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2025Global | Geopolítica, geoeconomía y riesgo: un enfoque basado en aprendizaje automático. (2025). Research, Bbva ; Rodrigo, Tomasa ; Ortiz, Alvaro. In: Working Papers. RePEc:bbv:wpaper:2514.

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

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

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

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

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025GDP 5.0: Real-Time, Micro-Founded and Sustainable Metrics for Beyond-GDP Economic Assessment. (2025). Elimam, Sarah ; Warin, Thierry. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-20.

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2025Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388.

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

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

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

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

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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

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

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

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

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2025Strategic cooperation in fintech field and efficiency of commercial banks. (2025). Ji, Xinru ; Ao, Zhiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000178.

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2025The impact of capital-based macroprudential policy on banks’ balance sheet composition. (2025). Mandas, Marco ; Goodell, John W. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002149.

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2025Is machine learning a necessity? A regression-based approach for stock return prediction. (2025). Zhao, Junyi ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000209.

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2025The financial life cycle of European SMEs before, during and after crisis periods. What is the role of a countrys financial system?. (2025). Deloof, Marc ; la Rocca, Elvira Tiziana ; Staglian, Raffaele ; Fasano, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004296.

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

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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

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

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2025Macroeconomic factors, industrial enterprises, and debt default prediction: Based on the VAR-GRU model. (2025). Duan, Mohan ; Luo, YI ; Liu, Zhenqing. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s154461232500385x.

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

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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

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

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

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2025Hybrid ML models for volatility prediction in financial risk management. (2025). Rao, Amar ; Dhochak, Monika ; Kumar, Satish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000784.

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

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

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2025Enhancing economic cycle forecasting based on interpretable machine learning and news narrative sentiment. (2025). Sun, Weixin ; Wang, Yong ; Zhang, LI ; Chen, Xihui Haviour ; Hoang, Yen Hai. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:215:y:2025:i:c:s0040162525001258.

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2025Predictive modeling the past. (2025). Paker, Meredith ; Stephenson, Judy ; Wallis, Patrick. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128852.

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2024Risk and performance of Islamic and conventional banks under COVID-19 pandemic: Evidence from MENA region. (2024). Chaibi, Hasna ; Omri, Mohamed Ali ; Ghenimi, Ameni. In: Arab Gulf Journal of Scientific Research. RePEc:eme:agjsrp:agjsr-03-2023-0098.

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

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2025Attention-Dependent Monetary Transmission to Household Beliefs. (2025). Yang, Choongryul ; Ma, Eunseong ; Jeong, Jaemin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-84.

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

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

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

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2024How to Enhance Public Participation in Environmental Governance? Evidence from China. (2024). Dai, Mingxiao. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3154-:d:1373032.

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

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

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: Post-Print. RePEc:hal:journl:hal-05056934.

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

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2024Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises. (2024). Uribe, Jorge ; Valencia, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202416.

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

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2025A short drop or a sudden stop? Sanctions, trade shocks, and firms adjustment margins. (2025). Gavoille, Nicolas. In: Working Papers. RePEc:ltv:wpaper:202503.

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

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

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

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

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

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2025Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions. (2025). GUPTA, RANGAN ; Markovski, Minko ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202520.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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

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2025Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?. (2025). Kathuria, Vinish ; Sharma, Manu. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:2:d:10.1007_s40953-024-00421-x.

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

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2025A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area. (2025). Basso, Antonella ; Visentin, Guglielmo Alessandro ; Corazza, Marco ; Barro, Diana. In: Working Papers. RePEc:ven:wpaper:2025:24.

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2025The rise in household debt and housing prices during COVID-19: the role of pandemic support policies. (2025). Zhang, Yahong ; Turdaliev, Nurlan. In: Working Papers. RePEc:wis:wpaper:2503.

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2025Exact Mixed-Frequency Data Sampling (eMIDAS). (2025). Quinlan, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0157.

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2024Forecast combination in agricultural economics: Past, present, and the future. (2024). Ramsey, Austin ; Adjemian, Michael K. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478.

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

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

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

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

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

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

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

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

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

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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: Working Papers.
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2020Macroeconomic Data Transformations Matter.(2020) In: CIRANO Working Papers.
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2021Macroeconomic data transformations matter.(2021) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 27		article
2020How is Machine Learning Useful for Macroeconomic Forecasting? In: Papers.
[Full Text][Citation analysis]		paper137
2020How is Machine Learning Useful for Macroeconomic Forecasting?.(2020) In: Working Papers.
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2019How is Machine Learning Useful for Macroeconomic Forecasting?.(2019) In: CIRANO Working Papers.
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2022How is machine learning useful for macroeconomic forecasting?.(2022) In: Journal of Applied Econometrics.
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2021Can Machine Learning Catch the COVID-19 Recession? In: Papers.
[Full Text][Citation analysis]		paper16
2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: Working Papers.
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2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers.
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2021Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers.
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2021CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?.(2021) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 16		article
2020GDP Forecast Accuracy During Recessions In: Working Papers.
[Full Text][Citation analysis]		paper0
2020A Large Canadian Database for Macroeconomic Analysis In: Working Papers.
[Full Text][Citation analysis]		paper14
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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This paper has nother version. Agregated cites: 14		article
2020Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper55
2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis.(2020) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 55		paper
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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This paper has nother version. Agregated cites: 55		article
2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy In: Working Papers.
[Full Text][Citation analysis]		paper8
2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy.(2020) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 8		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.
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This paper has nother version. Agregated cites: 8		article
2022The demand and supply of information about inflation In: Working Papers.
[Full Text][Citation analysis]		paper4
2022The demand and supply of information about inflation.(2022) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2025Risk Scenarios and Macroeconomic Forecasts In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Risk Scenarios and Macroeconomic Forecasts.(2025) In: Staff Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Inflation, Attention and Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Inflation, Attention and Expectations.(2025) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition.(2025) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables.(2025) 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.
[Full Text][Citation analysis]		paper8
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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This paper has nother 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]		article15
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.
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This paper has nother version. Agregated cites: 6		article
2012CHOCS LIÉS AU RATIO DE LEVIER DES BANQUES ET MACROÉCONOMIE: NOUVEAU REGARD SUR UN ENVIRONNEMENT RICHE EN DONNÉES 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-d’œuvre, investissements et mutations du commerce international In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2023Le pessimisme risque de nous plonger dans une récession In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2024Pessimism could plunge us into a recession In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2025Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2025Macroeconomic Impacts of a Canada-U.S. Tariff War In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2016Prévision de l’activité économique au Québec In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2019Prévisions de l’activité 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 l’investissement 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 l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2021Analyse du marché du travail à l’aide des données de Google Trends In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2023Confiance et activité économique : analyse d’impact sur l’économie canadienne In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2024Scénarios de risque et prévisions macroéconomiques 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.
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This paper has nother 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.
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This paper has nother version. Agregated cites: 2		article
2013Dynamic Effects of Credit Shocks in a Data-Rich Environment In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper31
2016Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2016) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2013Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 31		paper
2013Dynamic effects of credit shocks in a data-rich environment.(2013) In: Staff Reports.
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This paper has nother version. Agregated cites: 31		paper
2013Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2013) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 31		paper
2020Dynamic Effects of Credit Shocks in a Data-Rich Environment.(2020) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 31		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.
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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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This paper has nother 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.
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This paper has nother 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.
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This paper has nother 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.
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This paper has nother version. Agregated cites: 2		paper
2016Forecasting U.S. Recessions and Economic Activity.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
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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This paper has nother version. Agregated cites: 3		paper
2017Forecasting economic activity in data-rich environment.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2024Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2018Poverty among the elderly: The role of public pension systems In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper6
2021Poverty among the elderly: the role of public pension systems.(2021) In: International Tax and Public Finance.
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This paper has nother version. Agregated cites: 6		article
2018Poverty Among the Elderly: The Role of Public Pension Systems.(2018) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 6		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.
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This paper has nother 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]		article5
2019Macroeconomic Forecast Accuracy in data-rich environment In: Post-Print.
[Citation analysis]		paper33
2019Macroeconomic forecast accuracy in a data‐rich environment.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 33		article
2013Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article16
2019Mixed‐frequency models with moving‐average components In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3

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