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Dalibor Stevanovic

This is information that was supplied by Dalibor Stevanovic in registering through RePEc. If you are Dalibor Stevanovic , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Dalibor
Middle Name:
Last Name:Stevanovic
RePEc Short-ID:pst385
Postal Address:
Location: Montréal, Canada
Phone: (514)987-4114
Fax: (514)987-8494
Postal: Case postale 8888, succursale Centre-Ville, Montréal (Québec) H3C 3P8
Handle: RePEc:edi:duqamca (more details at EDIRC)
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  1. Dalibor Stevanovic, 2015. "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers 2015s-33, CIRANO.
  2. 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.
  3. Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2013s-11, CIRANO.
  4. Alessandro Barattieri & Maya Eden & Dalibor Stevanovic, 2013. "The Connection between Wall Street and Main Street: Measurement and Implications for Monetary Policy," Cahiers de recherche 1331, CIRPEE.
  5. Rachidi Kotchoni & Dalibor Stevanovic, 2013. "Probability and Severity of Recessions," Cahiers de recherche 1341, CIRPEE.
  6. 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.
  7. Nathan Bedock & Dalibor Stevanovic, 2012. "An Empirical Study of Credit Shock Transmission in a Small Open Economy," CIRANO Working Papers 2012s-16, CIRANO.
  1. 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.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2012-09-09 2013-05-24 2013-09-13 2013-10-02. Author is listed
  2. NEP-CBA: Central Banking (3) 2012-07-01 2012-09-09 2013-10-02
  3. NEP-CFN: Corporate Finance (1) 2014-04-18
  4. NEP-ECM: Econometrics (2) 2015-01-03 2015-07-25
  5. NEP-ETS: Econometric Time Series (1) 2015-07-25
  6. NEP-FOR: Forecasting (2) 2013-11-29 2014-04-18
  7. NEP-MAC: Macroeconomics (11) 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. Author is listed
  8. NEP-MON: Monetary Economics (4) 2012-09-09 2013-10-02 2013-10-25 2014-04-18. Author is listed
  9. NEP-ORE: Operations Research (1) 2015-01-03
  10. NEP-RMG: Risk Management (1) 2012-09-09

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