How is Machine Learning Useful for Macroeconomic Forecasting? P Goulet Coulombe, M Leroux, D Stevanovic, S Surprenant CIRANO Working Papers, 2019 | 221 | 2019 |
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 | 129 | 2022 |
Macroeconomic forecast accuracy in a data‐rich environment R Kotchoni, M Leroux, D Stevanovic Journal of Applied Econometrics 34 (7), 1050-1072, 2019 | 88* | 2019 |
Dynamic effects of credit shocks in a data-rich environment J Boivin, MP Giannoni, D Stevanovic CEPR Discussion Paper No. DP9470, 2013 | 84* | 2013 |
Factor-augmented VARMA models with macroeconomic applications JM Dufour, D Stevanović Journal of Business & Economic Statistics 31 (4), 491-506, 2013 | 60* | 2013 |
Can machine learning catch the Covid-19 recession? PG Coulombe, M Marcellino, D Stevanović National Institute Economic Review 256, 71-109, 2021 | 44 | 2021 |
Macroeconomic data transformations matter PG Coulombe, M Leroux, D Stevanovic, S Surprenant International Journal of Forecasting 37 (4), 1338-1354, 2021 | 43 | 2021 |
A Large Canadian Database for Macroeconomic Analysis O Fortin-Gagnon, M Leroux, D Stevanovic, S Surprenant | 37 | 2020 |
Mixed‐frequency models with moving‐average components C Foroni, M Marcellino, D Stevanovic Journal of Applied Econometrics 34 (5), 688-706, 2019 | 31* | 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 | 27 | 2017 |
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 | 26 | 2020 |
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 | 26* | 2010 |
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 | 24 | 2021 |
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 | 24 | 2015 |
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 | 23 | 2020 |
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 | 20 | 2017 |
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 |
Factor augmented autoregressive distributed lag models with macroeconomic applications D Stevanovic CIRANO, 2015 | 10 | 2015 |
Bank leverage shocks and the macroeconomy: A new look in a data-rich environment JS Mésonnier, D Stevanovi Banque de France Working Paper, 2012 | 10 | 2012 |