Econometrics (time series, factor analysis, forecasting and structural analysis in a data-rich environment, time varying parameters models), macroeconomics (empirical macroeconomics, identification of structural shocks, macro-finance)


A CIRANO Researcher and Fellow since 2011, responsible of the CIRANO Pole on Modeling and Main Researcher of the theme Economic and Fiscal Policy, Dalibor Stevanovic is Associate Professor in the Department of Economics at the École des sciences de la gestion of the Université du Québec à Montréal and co-holder of the Chair in Macroeconomics and Forecasting at ESG-UQAM.

Holding a Ph.D. in Economics from Université de Montréal, his research interests are time series econometrics, automatic learning and massive data, with applications in macroeconomics and finance.

After a bachelor's and master's degree in economics from Université Laval in Quebec City, Dalibor Stevanovic obtained his doctorate under the supervision of Jean-Marie Dufour and Jean Boivin. He then did a postdoctoral fellowship as part of the Max Weber programme at the European University Institute in Florence.

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CIRANO Publications by Dalibor Stevanovic

As an author

1 to 5 of 28 results

Can Machine Learning Catch the COVID-19 Recession?

Philippe Goulet Coulombe, Massimiliano Marcellino and Dalibor Stevanovic

Covid-19, Econometrics and Data Sciences

Le Québec économique 9 : Perspectives et défis de la transformation numérique

Nathalie de Marcellis-Warin, Benoit Dostie, Genevieve Dufour, Fabiano Armellini, Benoit A. Aubert, Catherine Beaudry, Conrad Boton, Simon Bourdeau, Mario Bourgault, Bryan Campbell, Pierre Cléroux, Jean-Claude Cloutier, Patrick Cohendet, Marie Connolly, Christophe Danjou, Daniel Forgues, Luc Godbout, Pierre Hadaya, Ben Hadj, Catherine Haeck, Georges Hage, Ivanka Iordanova, Daniel J. Caron, Carolyn J. Hatch, Laurent Joblot, Michel Magnan, Philippe Marchildon, Robert Normand, Ingrid Peignier, Robert Pellerin, Nathalie Perrier, Giulia Piantoni, Érik Poirier, Louis Rivest, Michaël Robert-Angers, Annie Royer, Laurent Simon, Laurence Solar-Pelletier, Dalibor Stevanovic, Nasrin Sultana, Ekaterina Turkina, Luc Vinet, Thierry Warin, Majlinda Zhegu and 39 other authors

Innovation and Digital Transformation

Réflexions pour la relance du Québec : productivité de la main-d’œuvre, investissements et mutations du commerce international

Jean-Denis Garon, Étienne Lalé, Julien Martin, Florian Mayneris, Sophie Osotimehin, Charles Séguin, Dalibor Stevanovic and 2 other authors

Covid-19, Strategy and International Economy, Work and Labour Market

Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy

Kevin Moran, Dalibor Stevanovic and Adam Abdel Kader Touré

Covid-19, Economy, Econometrics and Public Finance

CIRANO Projects

Review of literature and best practices in massive data, unstructured data and artificial intelligence for public finance forecasting

Dalibor Stevanovic

Innovation, Digital Transformation

Fiscal Policy Challenge 2019-2020

Dalibor Stevanovic, Genevieve Dufour

Risk scenarios and macroeconomic forecasts

Kevin Moran, Dalibor Stevanovic

Governance, Financial Markets

The Fiscal Policy Challenge 2020-21

Dalibor Stevanovic, Genevieve Dufour

Reflections for Quebec's recovery: changes in international trade, investment and labour productivity

Réflexions pour la relance du Québec : productivité de la main-d’œuvre, investissements et mutations du commerce international - Publié le September 3, 2020

Jean-Denis Garon, Étienne Lalé, André Lemelin, Julien Martin, Florian Mayneris, Charles Séguin, Dalibor Stevanovic, Sophie Osotimehin

Labour Market, Human Resources, Strategy and International Economy, Work

Feelings and economic activity

Kevin Moran, Dalibor Stevanovic

MEGBEC model transfer project

André Lemelin, Dalibor Stevanovic, Véronique Robichaud

The fiscal policy challenge 2019-2020

Dalibor Stevanovic, Genevieve Dufour

Nowcasting economic activity in Quebec using "Google Trends" data

Dalibor Stevanovic

Information technology economy

Model for estimating the impact of public infrastructure investments on the Quebec economy

Yves Richelle, Dalibor Stevanovic

Infrastructures, Simulation

Analysis of economic connectivity between Québec City and its main partners

Analyse de la connectivité économique du Canada et du Québec - Publié le May 8, 2020

Julien Martin, Dalibor Stevanovic

Strategy and International Economy

Analysis of Economic Activity in Quebec and Canada Using Machine Learning Methods

Prévision de l’activité économique au Québec et au Canada à l’aide des méthodes Machine Learning - Publié le August 27, 2020

Dalibor Stevanovic, Maxime Leroux, Philippe Goulet Coulombe, Stéphane Surprenant

Data Sciences

Macroeconomic uncertainty and business investment

Incertitude macroéconomique canadienne : mesure, évaluation et effets sur l’investissement - Publié le November 18, 2019

Kevin Moran, Dalibor Stevanovic, Adam Abdel Kader Touré

Public Finance

Fiscal Policy Challenge 2019-2020

Dalibor Stevanovic, Genevieve Dufour

Public Finance