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Stevanovic, Dalibor

Associate Professor

Université du Quebec á Montréal, Canada

Website

Canada

Max Weber alumnus

Department of Economics

Cohort(s): 2011/2012

Ph.D. Institution

Université de Montréal, Canada

Biography

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.
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