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Dalibor Stevanović

Université du Québec à Montréal (from arXiv:2103.01201, 2021) · ORCID · OpenAlex

21 papers in scope · 18 published · 4 on the econ.EM arXiv · 489 citations · h-index 11 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Philippe Goulet Coulombe
  2. Maxime Leroux
  3. Stéphane Surprenant
  4. Maximilian Goebel
  5. Massimiliano Marcellino
  6. Luca Attolico
  7. Maximilian Göbel
  8. Karin Klieber
  9. Massimo Giannini
  10. Florian Huber
  11. Rahul Billakanti
  12. Andrea Carriero
  13. Kevin Moran
  14. Firmin Ayivodji
  15. Daanish Padha
  16. Etienne Briand
  17. Rajveer Jat
  18. Minchul Shin
  19. Philip Ndikum
  20. Davide Pettenuzzo

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(6 of 21)

Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact
working paper2026 · arXiv
with Firmin Ayivodji, Etienne Briand, Kevin Moran, Dalibor Stevanovic
Paper profile arXiv arXiv:2605.15092
Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure
working paper2026 · arXiv
with Dalibor Stevanovic
Paper profile arXiv arXiv:2604.14467
Origins and Nature of Macroeconomic Instability in Vector Autoregressions
working paper2025 · arXiv
with Pooyan Amir-Ahmadi, Marko Mlikota
Paper profile arXiv arXiv:2512.20152
Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy
published2025 · Canadian Public Policy
with Kevin Moran, Stéphane Surprenant
Canadian Public Policy
A large Canadian database for macroeconomic analysis
published2022 · Canadian Journal of Economics/Revue canadienne d économique · 23 citations
with Olivier Fortin-Gagnon, Maxime Leroux, Stéphane Surprenant
Canadian Journal of Economics/Revue canadienne d économique
How is machine learning useful for macroeconomic forecasting?
published2022 · Journal of Applied Econometrics · 222 citations · first circulated 2020
with Philippe Goulet Coulombe, Maxime Leroux, Stéphane Surprenant
Paper profile Journal of Applied Econometrics arXiv:2008.12477
Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy
published2022 · Canadian Journal of Economics/Revue canadienne d économique · 6 citations
with Kevin Moran, Adam Abdel Kader Touré
Canadian Journal of Economics/Revue canadienne d économique
Macroeconomic data transformations matter
published2021 · International Journal of Forecasting · 6 citations
with Philippe Goulet Coulombe, Maxime Leroux, Stéphane Surprenant
Paper profile International Journal of Forecasting arXiv:2008.01714
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?
published2021 · National Institute Economic Review · 1 citations
with Philippe Goulet Coulombe, Massimiliano Marcellino
Paper profile National Institute Economic Review arXiv:2103.01201
Poverty among the elderly: the role of public pension systems
published2020 · International Tax and Public Finance · 20 citations
with Philippe Jacques, Marie-Louise Leroux
International Tax and Public Finance
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis
published2020 · International Journal of Forecasting · 12 citations
with Claudia Foroni, Massimiliano Marcellino
International Journal of Forecasting
Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy
published2019 · Journal of Corporate Finance · 21 citations
with Alessandro Barattieri, Maya Eden
Journal of Corporate Finance
Macroeconomic forecast accuracy in a data‐rich environment
published2019 · Journal of Applied Econometrics · 61 citations · first circulated 2017
with Rachidi Kotchoni, Maxime Leroux
Journal of Applied Econometrics
Mixed‐frequency models with moving‐average components
published2019 · Journal of Applied Econometrics · 19 citations
with Claudia Foroni, Massimiliano Marcellino
Journal of Applied Econometrics
Dynamic Effects of Credit Shocks in a Data-Rich Environment
published2018 · Journal of Business and Economic Statistics · 15 citations
with Jean Boivin, Marc Giannoni
Journal of Business and Economic Statistics
FINANCIAL SECTOR INTERCONNECTEDNESS AND MONETARY POLICY TRANSMISSION
published2018 · Macroeconomic Dynamics · 7 citations · first circulated 2015
with Alessandro Barattieri, Maya Eden
Macroeconomic Dynamics
An empirical study of credit shock transmission in a small open economy
published2017 · Canadian Journal of Economics/Revue canadienne d économique · 6 citations · first circulated 2012
with Nathan Bedock
Canadian Journal of Economics/Revue canadienne d économique
The Macroeconomic Effects of Shocks to Large Banks’ Capital
published2017 · Oxford Bulletin of Economics and Statistics · 18 citations
with Jean-Stéphane Mésonnier
Oxford Bulletin of Economics and Statistics
Selection of the Number of Factors in Presence of Structural Instability: A Monte Carlo study
published2016 · L Actualité économique · 13 citations · first circulated 2014
with Charles Olivier Mao Takongmo
L Actualité économique
Common time variation of parameters in reduced-form macroeconomic models
published2015 · Studies in Nonlinear Dynamics and Econometrics · 9 citations
Studies in Nonlinear Dynamics and Econometrics
Factor-Augmented VARMA Models With Macroeconomic Applications
published2013 · Journal of Business and Economic Statistics · 30 citations
with Jean-Marie Dufour, Dalibor Stevanovi
Journal of Business and Economic Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.