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Dalibor Stevanovic

Personal Details

First Name:Dalibor
Middle Name:
Last Name:Stevanovic
Suffix:
RePEc Short-ID:pst385
[This author has chosen not to make the email address public]
http://www.stevanovic.uqam.ca
Terminal Degree:2011 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Département des Sciences Économiques
École des Sciences de la Gestion (ESG)
Université du Québec à Montréal (UQAM)

Montréal, Canada
https://economie.esg.uqam.ca/
RePEc:edi:duqamca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2024. "Pessimism could plunge us into a recession," CIRANO Papers 2024pj-04, CIRANO.
  2. Kevin Moran & Dalibor Stevanovic & Stéphane Surprenant, 2024. "Scénarios de risque et prévisions macroéconomiques," CIRANO Project Reports 2024rp-02, CIRANO.
  3. Kevin Moran & Dalibor Stevanovic & Stephane Surprenant, 2024. "Risk Scenarios and Macroeconomic Forecasts," Working Papers 24-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Apr 2024.
  4. Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2023. "Le pessimisme risque de nous plonger dans une récession," CIRANO Papers 2023pj-09, CIRANO.
  5. Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2023. "Confiance et activité économique : analyse d’impact sur l’économie canadienne," CIRANO Project Reports 2023rp-10, CIRANO.
  6. Massimiliano Marcellino & Dalibor Stevanovic, 2022. "The demand and supply of information about inflation," Working Papers 22-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2022.
  7. Hugo Couture & Dalibor Stevanovic, 2021. "Analyse du marché du travail à l’aide des données de Google Trends," CIRANO Project Reports 2021rp-15, CIRANO.
  8. Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
  9. Olivier Fortin-Gagnon & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "A Large Canadian Database for Macroeconomic Analysis," Working Papers 20-07, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  10. Julien Martin & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Analyse de la connectivité économique du Canada et du Québec," CIRANO Project Reports 2020rp-08, CIRANO.
  11. Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers 20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
  12. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
  13. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
  14. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning," CIRANO Project Reports 2020rp-18, CIRANO.
  15. Jean-Denis Garon & Étienne Lalé & Julien Martin & Florian Mayneris & Sophie Osotimehin & Charles Séguin & Dalibor Stevanovic, 2020. "Réflexions pour la relance du Québec : productivité de la main-d’œuvre, investissements et mutations du commerce international," CIRANO Papers 2020pr-03, CIRANO.
  16. Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  17. Kevin Moran & Adam Abdel Kader Touré & Dalibor Stevanovic, 2020. "Incertitude et effets macroéconomiques : mise à jour dans le contexte de la pandémie COVID-19," CIRANO Papers 2020pe-33, CIRANO.
  18. Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020. "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers 20-14, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2020.
  19. Rachidi Kotchoni & Maxime Leroux & Dalibor Stevanovic, 2019. "Macroeconomic Forecast Accuracy in data-rich environment," Post-Print hal-02435757, HAL.
  20. Manuel Paquette-Dupuis & Dalibor Stevanovic & Rachidi Kotchoni, 2019. "Prévisions de l’activité économique en temps de crise," CIRANO Project Reports 2019rp-04, CIRANO.
  21. Dalibor Stevanovic & Stéphane Surprenant & Rachidi Kotchoni, 2019. "Identification des points de retournement du cycle économique au Canada," CIRANO Project Reports 2019rp-05, CIRANO.
  22. Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2019. "Incertitude macroéconomique canadienne : mesure, évaluation et effets sur l’investissement," CIRANO Project Reports 2019rp-15, CIRANO.
  23. JACQUES Philippe, & LEROUX Marie-Louise, & STEVANOVIC Dalibor,, 2018. "Poverty among the elderly: The role of public pension systems," LIDAM Discussion Papers CORE 2018022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018. "Mixed frequency models with MA components," Working Paper Series 2206, European Central Bank.
  25. Dalibor Stevanovic & Rachidi Kotchoni & Maxime Leroux, 2017. "Forecasting economic activity in data-rich environment," CIRANO Working Papers 2017s-05, CIRANO.
  26. Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Prévision de l’activité économique au Québec," CIRANO Project Reports 2016rp-08, CIRANO.
  27. Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
  28. Dalibor Stevanovic, 2015. "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers 2015s-33, CIRANO.
  29. Alessandro Barattieri & Maya Eden & Dalibor Stevanovic, 2015. "Financial Sector Interconnectedness and Monetary Policy Transmission," Carlo Alberto Notebooks 436, Collegio Carlo Alberto.
  30. Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014. "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers 2014s-44, CIRANO.
  31. Dalibor Stevanovic, 2013. "Probability and Severity of Recessions," CIRANO Working Papers 2013s-43, CIRANO.
  32. Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2013s-11, CIRANO.
  33. Alessandro Barattieri & Maya Eden & Dalibor Stevanovic, 2013. "The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy," CIRANO Working Papers 2013s-31, CIRANO.
  34. Nathan Bedock & Dalibor Stevanovic, 2012. "An Empirical Study of Credit Shock Transmission in a Small Open Economy," CIRANO Working Papers 2012s-16, CIRANO.
  35. Mésonnier, J-S. & Stevanovic, D., 2012. "Bank leverage shocks and the macroeconomy: a new look in a data-rich environment," Working papers 394, Banque de France.
  36. Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2012. "Chocs Liés Au Ratio De Levier Des Banques Et Macroéconomie: Nouveau Regard Sur Un Environnement Riche En Données," CIRANO Papers 2012n-10f, CIRANO.

Articles

  1. Olivier Fortin‐Gagnon & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "A large Canadian database for macroeconomic analysis," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1799-1833, November.
  2. Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
  3. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  4. Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor, 2022. "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," International Journal of Forecasting, Elsevier, vol. 38(2), pages 596-612.
  5. Philippe Jacques & Marie-Louise Leroux & Dalibor Stevanovic, 2021. "Poverty among the elderly: the role of public pension systems," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(1), pages 24-67, February.
  6. Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  7. Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  8. Barattieri, Alessandro & Eden, Maya & Stevanovic, Dalibor, 2020. "Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy," Journal of Corporate Finance, Elsevier, vol. 60(C).
  9. Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
  10. Barattieri, Alessandro & Eden, Maya & Stevanovic, Dalibor, 2019. "Financial Sector Interconnectedness And Monetary Policy Transmission," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 1074-1101, April.
  11. Rachidi Kotchoni & Maxime Leroux & Dalibor Stevanovic, 2019. "Macroeconomic forecast accuracy in a data‐rich environment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1050-1072, November.
  12. Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2019. "Mixed‐frequency models with moving‐average components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 688-706, August.
  13. Nathan Bedock & Dalibor Stevanovic, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics, Canadian Economics Association, vol. 50(2), pages 541-570, May.
  14. Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2017. "The Macroeconomic Effects of Shocks to Large Banks’ Capital," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 546-569, August.
  15. Stevanovic Dalibor, 2016. "Common time variation of parameters in reduced-form macroeconomic models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 159-183, April.
  16. Mao Takongmo, Charles Olivier & Stevanovic, Dalibor, 2015. "Selection Of The Number Of Factors In Presence Of Structural Instability: A Monte Carlo Study," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 177-233, Mars-Juin.
  17. Jean-Marie Dufour & Dalibor Stevanović, 2013. "Factor-Augmented VARMA Models With Macroeconomic Applications," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 491-506, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 45 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (28) 2012-07-01 2012-09-09 2013-05-24 2013-09-13 2013-10-02 2013-10-02 2013-10-25 2013-11-29 2014-04-18 2014-04-18 2015-07-25 2015-12-08 2016-07-02 2016-08-14 2016-10-23 2016-12-11 2017-01-29 2017-02-05 2018-02-26 2018-11-19 2019-03-18 2019-03-18 2019-10-28 2020-09-14 2020-09-28 2021-03-08 2021-08-16 2023-10-30. Author is listed
  2. NEP-FOR: Forecasting (12) 2013-11-29 2014-04-18 2016-08-14 2016-12-11 2017-01-29 2018-02-26 2018-12-10 2019-10-28 2020-06-29 2020-09-14 2020-10-05 2021-05-31. Author is listed
  3. NEP-BIG: Big Data (11) 2019-10-28 2020-08-24 2020-08-31 2020-09-14 2020-09-28 2021-03-08 2021-03-15 2021-05-10 2021-08-16 2023-01-09 2023-03-27. Author is listed
  4. NEP-CMP: Computational Economics (8) 2019-10-28 2020-08-31 2020-09-14 2020-09-28 2021-03-08 2021-03-15 2021-05-10 2021-08-16. Author is listed
  5. NEP-MON: Monetary Economics (7) 2012-09-09 2013-10-02 2013-10-25 2014-04-18 2015-12-08 2023-01-09 2023-03-27. Author is listed
  6. NEP-BAN: Banking (5) 2012-09-09 2013-05-24 2013-09-13 2013-10-02 2016-10-23. Author is listed
  7. NEP-ETS: Econometric Time Series (5) 2015-07-25 2018-02-26 2018-11-19 2020-06-29 2020-08-24. Author is listed
  8. NEP-CBA: Central Banking (4) 2012-07-01 2012-09-09 2013-10-02 2015-12-08
  9. NEP-ECM: Econometrics (4) 2015-01-03 2015-07-25 2018-02-26 2020-08-24
  10. NEP-AGE: Economics of Ageing (2) 2018-07-30 2018-10-01
  11. NEP-ENE: Energy Economics (2) 2019-11-25 2024-04-01
  12. NEP-EUR: Microeconomic European Issues (2) 2018-07-30 2018-10-01
  13. NEP-ORE: Operations Research (2) 2015-01-03 2019-10-28
  14. NEP-AFR: Africa (1) 2016-12-11
  15. NEP-CFN: Corporate Finance (1) 2014-04-18
  16. NEP-ENV: Environmental Economics (1) 2020-09-21
  17. NEP-FDG: Financial Development and Growth (1) 2020-10-05
  18. NEP-ISF: Islamic Finance (1) 2021-08-16
  19. NEP-PBE: Public Economics (1) 2018-10-01
  20. NEP-RMG: Risk Management (1) 2012-09-09

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