Dalibor Stevanovic
Dalibor Stevanovic
Département des sciences économiques, UQAM
Adresse e-mail validée de uqam.ca
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Année
Dynamic effects of credit shocks in a data-rich environment
J Boivin, MP Giannoni, D Stevanovic
CEPR Discussion Paper No. DP9470, 2013
52*2013
Factor-augmented VARMA models with macroeconomic applications
JM Dufour, D Stevanović
Journal of Business & Economic Statistics 31 (4), 491-506, 2013
37*2013
How is Machine Learning Useful for Macroeconomic Forecasting?
P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant
CIRANO Working Papers, 2019
35*2019
Macroeconomic forecast accuracy in a data‐rich environment
R Kotchoni, M Leroux, D Stevanovic
Journal of Applied Econometrics 34 (7), 1050-1072, 2019
31*2019
Selection of the number of factors in presence of structural instability: a monte carlo study
C Mao Takongmo, D Stevanovic
L'Actualité économique 91 (1-2), 177-233, 2015
182015
Monetary transmission in a small open economy: More data, fewer puzzles
J Boivin, MP Giannoni, D Stevanovic
Columbia University manuscript (2013)“Dynamic effects of credit shocks in a …, 2009
18*2009
An empirical study of credit shock transmission in a small open economy
N Bedock, D Stevanović
Canadian Journal of Economics/Revue canadienne d'économique 50 (2), 541-570, 2017
132017
A Large Canadian Database for Macroeconomic Analysis
O Fortin-Gagnon, M Leroux, D Stevanovic, S Surprenant
122020
A Large Canadian Database for Macroeconomic Analysis
O Fortin-Gagnon, M Leroux, D Stevanovic, S Surprenant
CIRANO Working Paper, 2018
122018
Common time variation of parameters in reduced-form macroeconomic models
D Stevanovic
Studies in Nonlinear Dynamics & Econometrics 20 (2), 159-183, 2016
12*2016
Mixed‐frequency models with moving‐average components
C Foroni, M Marcellino, D Stevanovic
Journal of Applied Econometrics 34 (5), 688-706, 2019
11*2019
The macroeconomic effects of shocks to large banks’ capital
JS Mésonnier, D Stevanovic
Oxford Bulletin of Economics and Statistics 79 (4), 546-569, 2017
112017
Bank leverage shocks and the macroeconomy: A new look in a data-rich environment
JS Mésonnier, D Stevanovi
Banque de France Working Paper, 2012
112012
Financial Interconnectedness and Monetary Policy Transmission
A Barattieri, M Eden, D Stevanovic
Macroeconomic Dynamics 23 (3), 1074-1101, 2019
7*2019
Factor augmented autoregressive distributed lag models with macroeconomic applications
D Stevanovic
CIRANO, 2015
72015
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
C Foroni, MG Marcellino, D Stevanović
ECB Working Paper, 2020
62020
Poverty among the elderly: The role of public pension systems
P Jacques, ML Leroux, D Stevanovic
Chaire de recherche Industrielle Alliance sur les enjeux économiques des …, 2018
42018
GDP Forecast Accuracy During Recessions
R Kotchoni, D Stevanovic
4*
Macroeconomic data transformations matter
P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant
arXiv e-prints, arXiv: 2008.01714, 2020
32020
Application du modèle logit mixte emboîté dans le cadre de l'estimation de la demande de transport
D Stevanovic
32006
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