STEVANOVIC, Dalibor

Max Weber Fellow 2011-2012  

Email Dalibor.Stevanovic@EUI.eu  
Tel. [+39] 055 4685 694
Office VF 56

European University Institute
Max Weber Programme
Via delle Fontanelle 10
I-50014 San Domenico

Departmental affiliation: Economics
 Mentor: Massimiliano Marcellino  

Stevanovic Personal Homepage 

CV and list of publications 

My research deals with structural factor analysis and VARMA modelling. The main applications are in macroeconomics: measuring the effects of monetary policy shock and of credit shock, and forecasting macroeconomic aggregates. Finally, I work on a new approach to test for the presence of, and estimate the low dimension common sources of time variation in the parameters of structural and reduced-form models.

I will receive a Ph.D. in Economics from the Université de Montréal in summer 2011. My dissertation, ‘Factor models, VARMA processes and parameter instability with applications in macroeconomics’ is supervised by Jean-Marie Dufour and Jean Boivin.

Prior to joining the European University Institute as a Max Weber Fellow I was visiting the Economics Department at the University of Pennsylvania.

Research interests: Econometrics, Macroeconomics.