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Dalibor Stevanovic
Dalibor Stevanovic
Département des sciences économiques, UQAM
Adresse e-mail validée de uqam.ca
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Année
How is Machine Learning Useful for Macroeconomic Forecasting?
P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant
CIRANO Working Papers, 2019
1902019
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
C Foroni, M Marcellino, D Stevanovic
International Journal of Forecasting 38 (2), 596-612, 2022
1112022
Macroeconomic forecast accuracy in a data‐rich environment
R Kotchoni, M Leroux, D Stevanovic
Journal of Applied Econometrics 34 (7), 1050-1072, 2019
79*2019
Dynamic effects of credit shocks in a data-rich environment
J Boivin, MP Giannoni, D Stevanovic
CEPR Discussion Paper No. DP9470, 2013
78*2013
Factor-augmented VARMA models with macroeconomic applications
JM Dufour, D Stevanović
Journal of Business & Economic Statistics 31 (4), 491-506, 2013
58*2013
Can machine learning catch the Covid-19 recession?
PG Coulombe, M Marcellino, D Stevanović
National Institute Economic Review 256, 71-109, 2021
402021
Macroeconomic data transformations matter
PG Coulombe, M Leroux, D Stevanovic, S Surprenant
International Journal of Forecasting 37 (4), 1338-1354, 2021
352021
A Large Canadian Database for Macroeconomic Analysis
O Fortin-Gagnon, M Leroux, D Stevanovic, S Surprenant
322020
Mixed‐frequency models with moving‐average components
C Foroni, M Marcellino, D Stevanovic
Journal of Applied Econometrics 34 (5), 688-706, 2019
28*2019
Monetary transmission in a small open economy: More data, fewer puzzles
J Boivin, MP Giannoni, D Stevanovic
Manuscript, HEC Montreal, Erişim tarihi 17, 2015, 2010
24*2010
The macroeconomic effects of shocks to large banks’ capital
JS Mésonnier, D Stevanovic
Oxford Bulletin of Economics and Statistics 79 (4), 546-569, 2017
232017
Selection of the number of factors in presence of structural instability: a monte carlo study
CO Mao Takongmo, D Stevanovic
L'Actualité économique 91 (1), 177-233, 2015
232015
Poverty among the elderly: The role of public pension systems
P Jacques, ML Leroux, D Stevanovic
International Tax and Public Finance 28 (1), 24-67, 2021
222021
Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy
A Barattieri, M Eden, D Stevanovic
Journal of Corporate Finance 60, 101538, 2020
222020
Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy
K Moran, D Stevanovic, A Touré
https://chairemacro.esg.uqam.ca/wp-content/uploads/sites/146 …, 2020
202020
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
192017
Common time variation of parameters in reduced-form macroeconomic models
D Stevanovic
Studies in Nonlinear Dynamics & Econometrics 20 (2), 159-183, 2016
19*2016
Financial Interconnectedness and Monetary Policy Transmission
A Barattieri, M Eden, D Stevanovic
Macroeconomic Dynamics 23 (3), 1074-1101, 2019
11*2019
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
Factor augmented autoregressive distributed lag models with macroeconomic applications
D Stevanovic
CIRANO, 2015
102015
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