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Stevanovic, Dalibor's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
34 |
Total
Citations
8 |
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1.
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Bank Leverage Shocks and the Macroeconomy: A New Look in a Data-Rich Environment
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Mésonnier, Jean-Stéphane
Banque de France -DGEI-DEMFI-RECFIN Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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Posted:
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03 Sep 12
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Last Revised:
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28 Sep 12
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24
(261,301)
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Mésonnier, Jean-Stéphane
Banque de France -DGEI-DEMFI-RECFIN Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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10
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bank capital ratios, macroeconomic fluctuations, panel, dynamic factor models
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Mésonnier, Jean-Stéphane
Banque de France -DGEI-DEMFI-RECFIN Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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14
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bank capital ratios, macroeconomic fluctuations, panel, dynamic factor models
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2.
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Dynamic Effects of Credit Shocks in a Data-Rich Environment
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Boivin, Jean
Columbia Business School Giannoni, Marc P.
Federal Reserve Bank of New York Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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Posted:
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09 May 13
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Last Revised:
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17 May 13
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5
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5
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Boivin, Jean
Columbia Business School Giannoni, Marc P.
Federal Reserve Bank of New York Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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0
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Credit shock, Structural factor analysis
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Boivin, Jean
Columbia Business School Giannoni, Marc P.
Federal Reserve Bank of New York Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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5
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credit shock, structural factor analysis
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3.
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Bedock, Nathan
HEC Montreal - Institute of Applied Economics Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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4
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Credit shock, structural factor analysis, factor-augmented VARMA
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4.
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Dufour, Jean-Marie
McGill University Stevanovic, Dalibor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
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1
(343,102)
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factor analysis, VARMA process, forecasting, structural analysis
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