Barbara Rossi
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Barbara |
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Rossi |
Identifer
Contact
Affiliations
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Barcelona School of Economics (BSE)
/ Universitat Pompeu Fabra
/ Departament d'Economia i Empresa (weight: 90%)
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Barcelona School of Economics (BSE)
/ Centre de Recerca en Economia Internacional (CREI) (weight: 10%)
Research profile
author of:
- Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions (RePEc:aea:aecrev:v:105:y:2015:i:5:p:650-55)
by Barbara Rossi & Tatevik Sekhposyan - Long-Run Trends in Long-Maturity Real Rates, 1311–2022 (RePEc:aea:aecrev:v:114:y:2024:i:8:p:2271-2307)
by Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence (RePEc:aea:aejmac:v:15:y:2023:i:3:p:355-87)
by Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan - Exchange Rate Predictability (RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119)
by Barbara Rossi - Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them (RePEc:aea:jeclit:v:59:y:2021:i:4:p:1135-90)
by Barbara Rossi - Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models (RePEc:anr:reveco:v:7:y:2015:p:207-229)
by Raffaella Giacomini & Barbara Rossi - Model comparisons in unstable environments (RePEc:azt:cemmap:13/12)
by Raffaella Giacomini & Barbara Rossi - Confidence intervals for bias and size distortion in IV and local projections — IV models (RePEc:bde:wpaper:1841)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts (RePEc:bde:wpaper:1947)
by Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan - Recursive Predictability Tests for Real-Time Data (RePEc:bes:jnlbes:v:23:y:2005:p:336-345)
by Inoue, Atsushi & Rossi, Barbara - Confidence Intervals for Half-Life Deviations From Purchasing Power Parity (RePEc:bes:jnlbes:v:23:y:2005:p:432-442)
by Rossi, Barbara - Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? (RePEc:bfr:banfra:912)
by Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri - Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models (RePEc:bge:wpaper:1077)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (RePEc:bge:wpaper:1078)
by Atsushi Inoue & Barbara Rossi - Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? (RePEc:bge:wpaper:1081)
by Barbara Rossi - A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy (RePEc:bge:wpaper:1082)
by Atsushi Inoue & Barbara Rossi - VAR-Based Granger-Causality Test in the Presence of Instabilities (RePEc:bge:wpaper:1083)
by Yiru Wang & Barbara Rossi - From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts (RePEc:bge:wpaper:1142)
by Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence (RePEc:bge:wpaper:1158)
by Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi - Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them (RePEc:bge:wpaper:1162)
by Barbara Rossi - Evaluating Forecast Performance with State Dependence (RePEc:bge:wpaper:1295)
by Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi - Conditional Predictive Density Evaluation in the Presence of Instabilities (RePEc:bge:wpaper:688)
by Barbara Rossi - Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set (RePEc:bge:wpaper:689)
by Barbara Rossi - Exchange Rate Predictability (RePEc:bge:wpaper:690)
by Barbara Rossi - Alternative Tests for Correct Specification of Conditional Predictive Densities (RePEc:bge:wpaper:758)
by Tatevik Sekhposyan & Barbara Rossi - Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts (RePEc:bge:wpaper:765)
by Barbara Rossi - Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters (RePEc:bge:wpaper:768)
by Lu Jin & Atsushi Inoue & Barbara Rossi - Model Comparisons in Unstable Environments (RePEc:bge:wpaper:784)
by Raffaella Giacomini & Barbara Rossi - Can Oil Prices Forecast Exchange Rates? (RePEc:bge:wpaper:803)
by Kenneth Rogoff & Domenico Ferraro & Barbara Rossi - Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models (RePEc:bge:wpaper:819)
by Raffaella Giacomini & Barbara Rossi - Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries (RePEc:bge:wpaper:820)
by Tatevik Sekhposyan & Barbara Rossi - Identifying the Sources of Model Misspecification (RePEc:bge:wpaper:821)
by Chun-Huong Kuo & Atsushi Inoue & Barbara Rossi - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:bge:wpaper:822)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - Understanding the Sources of Macroeconomic Uncertainty (RePEc:bge:wpaper:920)
by Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi - How Stable is the Forecasting Performance of the Yield Curve for Output Growth? (RePEc:bla:obuest:v:68:y:2006:i:s1:p:783-795)
by Raffaella Giacomini & Barbara Rossi - Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models (RePEc:bla:obuest:v:70:y:2008:i:s1:p:867-893)
by Massimiliano Marcellino & Barbara Rossi - FOREC_INSTAB: Stata module to perform forecast comparison and forecast rationality tests (RePEc:boc:bocode:s458245)
by Barbara Rossi - GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities (RePEc:boc:bocode:s458809)
by Barbara Rossi & Yiru Wang - TVPREG: Stata module to perform parameter path estimation in unstable environments (RePEc:boc:bocode:s459394)
by Atsushi Inoue & Barbara Rossi & Yiru Wang & Lingyun Zhou - Local projections in unstable environments: How effective is fiscal policy? (RePEc:boc:econ22:02)
by Barbara Rossi - Has the Phillips curve flattened? (RePEc:boc:fsug24:22)
by Barbara Rossi & Atsushi Inoue & Yiru Wang - Detecting and Predicting Forecast Breakdowns (RePEc:cla:uclawp:845)
by Raffella Giacomini & Barbara Rossi - Identifying the Sources of Model Misspecification (RePEc:cpr:ceprdp:10140)
by Rossi, Barbara & Inoue, Atsushi & Kuo, Chun-Hung - Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters (RePEc:cpr:ceprdp:10168)
by Rossi, Barbara & Inoue, Atsushi & Jin, Lu - In-sample Inference and Forecasting in Misspecified Factor Models (RePEc:cpr:ceprdp:11388)
by Rossi, Barbara & Carrasco, Marine - Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts (RePEc:cpr:ceprdp:11391)
by Rossi, Barbara & Sekhposyan, Tatevik - Understanding the Sources of Macroeconomic Uncertainty (RePEc:cpr:ceprdp:11415)
by Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu - Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? (RePEc:cpr:ceprdp:14064)
by Rossi, Barbara - From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca (RePEc:cpr:ceprdp:14267)
by Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence (RePEc:cpr:ceprdp:14456)
by Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas - Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them (RePEc:cpr:ceprdp:14472)
by Rossi, Barbara - Comparing Forecast Performance with State Dependence (RePEc:cpr:ceprdp:15217)
by Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik - Local Projections in Unstable Environments: How Effective is Fiscal Policy? (RePEc:cpr:ceprdp:17134)
by Inoue, Atsushi & Rossi, Barbara & Wang, Yiru - Has the Phillips Curve Flattened? (RePEc:cpr:ceprdp:18846)
by Inoue, Atsushi & Rossi, Barbara & Wang, Yiru - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons (RePEc:cpr:ceprdp:4536)
by Rossi, Barbara & Pesavento, Elena - Out-of-Sample Forecast Tests Robust to the Choice of Window Size (RePEc:cpr:ceprdp:8542)
by Rossi, Barbara & Inoue, Atsushi - Can Oil Prices Forecast Exchange Rates? (RePEc:cpr:ceprdp:8635)
by Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico - Exchange Rate Predictability (RePEc:cpr:ceprdp:9575)
by Rossi, Barbara - Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? (RePEc:cpr:ceprdp:9576)
by Rossi, Barbara & Gürkaynak, Refet & Kısacıkoğlu, Burçin - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:cpr:ceprdp:9631)
by Rossi, Barbara & Inoue, Atsushi & Anderson, Emily - Optimal Tests For Nested Model Selection With Underlying Parameter Instability (RePEc:cup:etheor:v:21:y:2005:i:05:p:962-990_05)
by Rossi, Barbara - Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability (RePEc:cup:macdyn:v:10:y:2006:i:01:p:20-38_05)
by Rossi, Barbara - Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure (RePEc:cup:macdyn:v:9:y:2005:i:04:p:478-488_04)
by Pesavento, Elena & Rossi, Barbara - Optimal Tests for Nested Model Selection with Underlying Parameter Instability (RePEc:duk:dukeec:02-05)
by Rossi, Barbara - Confidence Intervals for Half-life Deviations from Purchasing Power Parity (RePEc:duk:dukeec:02-08)
by Rossi, Barbara - Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle (RePEc:duk:dukeec:02-10)
by Rossi, Barbara - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons (RePEc:duk:dukeec:03-19)
by Rossi, Barbara & Pesavento, Elena - Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure (RePEc:duk:dukeec:03-23)
by Rossi, Barbara & Pesavento, Elena - Recursive Predictability Tests for Real-Time Data (RePEc:duk:dukeec:03-24)
by Rossi, Barbara & Inoue, Atsushi - Monitoring and Forecasting Currency Crises (RePEc:duk:dukeec:05-02)
by Inoue, Atsushi & Rossi, Barbara - Expectations Hypotheses Tests and Predictive Regressions at Long Horizons (RePEc:duk:dukeec:05-03)
by Rossi, Barbara - How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? (RePEc:duk:dukeec:05-08)
by Rossi, Barbara & Giacomini, Raffaella - Detecting and Predicting Forecast Breakdowns (RePEc:duk:dukeec:06-01)
by Rossi, Barbara & Giacomini, Raffaella - Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? (RePEc:duk:dukeec:06-03)
by Pesavento, Elena & Rossi, Barbara - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:07-04)
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara - Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models (RePEc:duk:dukeec:08-02)
by Inoue, Atsushi & Rossi, Barbara - Can Exchange Rates Forecast Commodity Prices? (RePEc:duk:dukeec:08-03)
by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara - Forecast Comparisons in Unstable Environments (RePEc:duk:dukeec:08-4)
by Giacomini, Raffaella & Rossi, Barbara - Has modelsí forecasting performance for US output growth and inflation changed over time, and when? (RePEc:duk:dukeec:08-5)
by Tatevik Sekhposyan & Barbara Rossi - Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? (RePEc:duk:dukeec:08-6)
by Tatevik Sekhposyan & Barbara Rossi - Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models (RePEc:duk:dukeec:08-7)
by Alastair Hall & Atsushi & James M Nason & Barbara Rossi - Model Comparisons in Unstable Environments (RePEc:duk:dukeec:08-8)
by Raffaella Giacomini & Barbara Rossi - Can Exchange Rates Forecast Commodity Prices? (RePEc:duk:dukeec:10-07)
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi - Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? (RePEc:duk:dukeec:10-16)
by Barbara Rossi & Tatevik Sekhposyan - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:10-28)
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi - Model Comparisons in Unstable Environments (RePEc:duk:dukeec:10-29)
by Barbara Rossi & Raffaella Giacomini - Understanding Models' Forecasting Performance (RePEc:duk:dukeec:10-56)
by Barbara Rossi & Tatevik Sekhposyan - Testing for Weak Identification in Possibly Nonlinear Models (RePEc:duk:dukeec:10-92)
by Barbara Rossi & Atsushi Inoue - What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? (RePEc:duk:dukeec:11-02)
by Barbara Rossi & Sarah Zubairy - Out-of-Sample Forecast Tests Robust to Window Size Choice (RePEc:duk:dukeec:11-04)
by Barbara Rossi & Atsushi Inoue - Can Oil Prices Forecast Exchange Rates? (RePEc:duk:dukeec:11-05)
by Domenico Ferraro & Ken Rogoff & Barbara Rossi - Forecast Optimality Tests in the Presence of Instabilities (RePEc:duk:dukeec:11-18)
by Barbara Rossi & Tatevik Sekhposyan - Advances in Forecasting Under Instability (RePEc:duk:dukeec:11-20)
by Barbara Rossi - Detecting and predicting forecast breakdowns (RePEc:ecb:ecbwps:2006638)
by Giacomini, Raffaella & Rossi, Barbara - Do Technology Shocks Drive Hours Up or Down? (RePEc:ecm:nasm04:96)
by Barbara Rossi & Elena Pesavento - Small sample confidence intervals for multivariate impulse response functions at long horizons (RePEc:ecm:nawm04:364)
by Barbara Rossi (Duke) & Elena Pesavento (Emory) - Expectations hypotheses tests at Long Horizons (RePEc:ect:emjrnl:v:10:y:2007:i:3:p:554-579)
by Barbara Rossi - Impulse response confidence intervals for persistent data: What have we learned? (RePEc:eee:dyncon:v:31:y:2007:i:7:p:2398-2412)
by Pesavento, Elena & Rossi, Barbara - Advances in Forecasting under Instability (RePEc:eee:ecofch:2-1203)
by Rossi, Barbara - Testing for weak identification in possibly nonlinear models (RePEc:eee:econom:v:161:y:2011:i:2:p:246-261)
by Inoue, Atsushi & Rossi, Barbara - Understanding models' forecasting performance (RePEc:eee:econom:v:164:y:2011:i:1:p:158-172)
by Rossi, Barbara & Sekhposyan, Tatevik - Conditional predictive density evaluation in the presence of instabilities (RePEc:eee:econom:v:177:y:2013:i:2:p:199-212)
by Rossi, Barbara & Sekhposyan, Tatevik - Rolling window selection for out-of-sample forecasting with time-varying parameters (RePEc:eee:econom:v:196:y:2017:i:1:p:55-67)
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara - Alternative tests for correct specification of conditional predictive densities (RePEc:eee:econom:v:208:y:2019:i:2:p:638-657)
by Rossi, Barbara & Sekhposyan, Tatevik - Evaluating forecast performance with state dependence (RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657)
by Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik - Local projections in unstable environments (RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000721)
by Inoue, Atsushi & Rossi, Barbara & Wang, Yiru - The effects of conventional and unconventional monetary policy on exchange rates (RePEc:eee:inecon:v:118:y:2019:i:c:p:419-447)
by Inoue, Atsushi & Rossi, Barbara - Have economic models' forecasting performance for US output growth and inflation changed over time, and when? (RePEc:eee:intfor:v:26:y::i:4:p:808-835)
by Rossi, Barbara & Sekhposyan, Tatevik - Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set (RePEc:eee:intfor:v:30:y:2014:i:3:p:662-682)
by Rossi, Barbara & Sekhposyan, Tatevik - Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates (RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141)
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara - Uncertainty and deviations from uncovered interest rate parity (RePEc:eee:jimfin:v:88:y:2018:i:c:p:242-259)
by Ismailov, Adilzhan & Rossi, Barbara - Identifying the sources of model misspecification (RePEc:eee:moneco:v:110:y:2020:i:c:p:1-18)
by Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara - Forecasting in macroeconomics (RePEc:elg:eechap:14327_17)
by Raffaella Giacomini & Barbara Rossi - Recent developments in forecast evaluation (RePEc:elg:eechap:22222_11)
by Barbara Rossi - Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors (RePEc:eme:aecozz:s0731-9053(2013)0000031002)
by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi - Markov Switching Rationality (RePEc:eme:aecozz:s0731-90532023000045b002)
by Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan - Information criteria for impulse response function matching estimation of DSGE models (RePEc:fip:fedawp:2007-10)
by Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence (RePEc:fip:fedfwp:87554)
by Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan - Out-of-sample forecast tests robust to the choice of window size (RePEc:fip:fedpwp:11-31)
by Atsushi Inoue & Barbara Rossi - Can oil prices forecast exchange rates? (RePEc:fip:fedpwp:11-34)
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi - Can Exchange Rates Forecast Commodity Prices? (RePEc:hrv:faseco:29412033)
by Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara - Testing Long-Horizon Predictive Ability With High Persistence, And The Meese-Rogoff Puzzle (RePEc:ier:iecrev:v:46:y:2005:i:1:p:61-92)
by Barbara Rossi - Model comparisons in unstable environments (RePEc:ifs:cemmap:13/12)
by Raffaella Giacomini & Barbara Rossi - Small-sample confidence intervals for multivariate impulse response functions at long horizons (RePEc:jae:japmet:v:21:y:2006:i:8:p:1135-1155)
by Barbara Rossi & Elena Pesavento - Forecast comparisons in unstable environments (RePEc:jae:japmet:v:25:y:2010:i:4:p:595-620)
by Raffaella Giacomini & Barbara Rossi - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:man:cgbcrp:127)
by Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi - Monitoring and Forecasting Currency Crises (RePEc:mcb:jmoncb:v:40:y:2008:i:2-3:p:523-534)
by Atsushi Inoue & Barbara Rossi - What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? (RePEc:mcb:jmoncb:v:43:y:2011:i:6:p:1247-1270)
by Barbara Rossi & Sarah Zubairy - Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" (RePEc:nbr:nberch:12776)
by Barbara Rossi - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (RePEc:nbr:nberch:14112)
by Atsushi Inoue & Barbara Rossi - Comment on "Exchange Rate Models Are Not As Bad As You Think" (RePEc:nbr:nberch:4077)
by Barbara Rossi - Can Exchange Rates Forecast Commodity Prices? (RePEc:nbr:nberwo:13901)
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi - Can Oil Prices Forecast Exchange Rates? (RePEc:nbr:nberwo:17998)
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (RePEc:nbr:nberwo:25021)
by Atsushi Inoue & Barbara Rossi - Long-Run Trends in Long-Maturity Real Rates 1311-2021 (RePEc:nbr:nberwo:30475)
by Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing - Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data (RePEc:nbr:nberwo:33079)
by Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing - Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? (RePEc:oup:emjrnl:v:24:y:2021:i:1:p:c1-c32.)
by Barbara Rossi - Can Exchange Rates Forecast Commodity Prices? (RePEc:oup:qjecon:v:125:y:2010:i:3:p:1145-1194.)
by Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi - Detecting and Predicting Forecast Breakdowns (RePEc:oup:restud:v:76:y:2009:i:2:p:669-705)
by Raffaella Giacomini & Barbara Rossi - Vector autoregressive-based Granger causality test in the presence of instabilities (RePEc:pra:mprapa:101492)
by Rossi, Barbara & Wang, Yiru - Information Criteria for Impulse Response Function Matching Estimation (RePEc:red:sed007:293)
by Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall - Can Exchange Rates Forecast Commodity Prices? (RePEc:red:sed008:540)
by Kenneth Rogoff & Barbara Rossi & Yu-chin Chen - Model Selection in Unstable Environments (RePEc:red:sed009:208)
by Barbara Rossi & Raffaella Giacomini - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:red:sed012:261)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - Macroeconomic uncertainty indices for the Euro Area and its individual member countries (RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1248-z)
by Barbara Rossi & Tatevik Sekhposyan - Comment (RePEc:taf:jnlbes:v:30:y:2011:i:1:p:25-29)
by Barbara Rossi - Comment (RePEc:taf:jnlbes:v:32:y:2014:i:4:p:510-514)
by Barbara Rossi - In-Sample Inference and Forecasting in Misspecified Factor Models (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:313-338)
by Marine Carrasco & Barbara Rossi - Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:353-356)
by Marine Carrasco & Barbara Rossi - Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models (RePEc:taf:jnlbes:v:39:y:2021:i:1:p:307-324)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - Identifying the Sources of Instabilities in Macroeconomic Fluctuations (RePEc:tpr:restat:v:93:y:2011:i:4:p:1186-1204)
by Atsushi Inoue & Barbara Rossi - Implementing tests for forecast evaluation in the presence of instabilities (RePEc:tsj:stataj:v:17:y:2017:i:4:p:850-865)
by Barbara Rossi & Matthieu Soupre - Vector autoregressive-based Granger causality test in the presence of instabilities (RePEc:tsj:stataj:v:19:y:2019:i:4:p:883-899)
by Barbara Rossi & Yiru Wang - Comment (RePEc:ucp:intsma:doi:10.1086/669592)
by Barbara Rossi - Can Exchange Rates Forecast Commodity Prices? (RePEc:udb:wpaper:uwec-2008-11-fc)
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi - Predicting Agri-Commodity Prices: an Asset Pricing Approach (RePEc:udb:wpaper:uwec-2010-02)
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi - Conditional predictive density evaluation in the presence of instabilities (RePEc:upf:upfgen:1368)
by Barbara Rossi & Tatevik Sekhposyan - Exchange rate predictability (RePEc:upf:upfgen:1369)
by Barbara Rossi - Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set (RePEc:upf:upfgen:1370)
by Barbara Rossi & Tatevik Sekhposyan - Out-of-sample forecast tests robust to the choice of window size (RePEc:upf:upfgen:1404)
by Barbara Rossi & Atsushi Inoue - The changing relationship between commodity prices and equity prices in commodity exporting (RePEc:upf:upfgen:1405)
by Barbara Rossi - Alternative tests for correct specification of conditional predictive densities (RePEc:upf:upfgen:1416)
by Barbara Rossi & Tatevik Sekhposyan - Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts (RePEc:upf:upfgen:1426)
by Barbara Rossi & Tatevik Sekhposyan - Rolling window selection for out-of-sample forecasting with time-varying parameters (RePEc:upf:upfgen:1435)
by Atsushi Inoue & Lu Jin & Barbara Rossi - Model comparisons in unstable environments (RePEc:upf:upfgen:1437)
by Raffaella Giacomini & Barbara Rossi - Can oil prices forecast exchange rates? (RePEc:upf:upfgen:1461)
by Domenico Ferraro & Ken Rogoff & Barbara Rossi - Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models (RePEc:upf:upfgen:1476)
by Raffaella Giacomini & Barbara Rossi - Macroeconomic uncertainty indices based on nowcast and forecast error distributions (RePEc:upf:upfgen:1477)
by Barbara Rossi & Tatevik Sekhposyan - Heterogeneous consumers and fiscal policy shocks (RePEc:upf:upfgen:1478)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - Identifying the sources of model misspecification (RePEc:upf:upfgen:1479)
by Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi - Tests for the validity of portfolio or group choice in financial and panel regressions (RePEc:upf:upfgen:1523)
by Atsushi Inoue & Barbara Rossi - In-sample inference and forecasting in misspecified factor models (RePEc:upf:upfgen:1530)
by Marine Carrasco & Barbara Rossi - Understanding the sources of macroeconomic uncertainty (RePEc:upf:upfgen:1531)
by Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre - A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy (RePEc:upf:upfgen:1638)
by Atsushi Inoue & Barbara Rossi - The effects of conventional and unconventional monetary policy on exchange rates (RePEc:upf:upfgen:1639)
by Atsushi Inoue & Barbara Rossi - Confidence intervals for bias and size distortion in IV and local projections–IV models (RePEc:upf:upfgen:1640)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? (RePEc:upf:upfgen:1641)
by Barbara Rossi - VAR-based Granger-causality test in the presence of instabilities (RePEc:upf:upfgen:1642)
by Yiru Wang & Barbara Rossi - From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts (RePEc:upf:upfgen:1689)
by Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan - Has the information channel of monetary policy disappeared? Revisiting the empirical evidence (RePEc:upf:upfgen:1701)
by Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan - Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them (RePEc:upf:upfgen:1711)
by Barbara Rossi - Evaluating forecast performance with state dependence (RePEc:upf:upfgen:1800)
by Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan - A Review of Economic Forecasting (RePEc:wly:emjrnl:v:19:y:2016:i:3:p:b1-b3)
by Barbara Rossi - Model Comparisons In Unstable Environments (RePEc:wly:iecrev:v:57:y:2016:i:2:p:369-392)
by Raffaella Giacomini & Barbara Rossi - Small‐sample confidence intervals for multivariate impulse response functions at long horizons (RePEc:wly:japmet:v:21:y:2006:i:8:p:1135-1155)
by Elena Pesavento & Barbara Rossi - Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts (RePEc:wly:japmet:v:31:y:2016:i:3:p:507-532)
by Barbara Rossi & Tatevik Sekhposyan - Monitoring and Forecasting Currency Crises (RePEc:wly:jmoncb:v:40:y:2008:i:2-3:p:523-534)
by Atsushi Inoue & Barbara Rossi - What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? (RePEc:wly:jmoncb:v:43:y:2011:i:6:p:1247-1270)
by Barbara Rossi & Sarah Zubairy - Heterogeneous Consumers and Fiscal Policy Shocks (RePEc:wly:jmoncb:v:48:y:2016:i:8:p:1877-1888)
by Emily Anderson & Atsushi Inoue & Barbara Rossi - From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts (RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1675-1704)
by Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan - A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy (RePEc:wly:quante:v:12:y:2021:i:4:p:1085-1138)
by Atsushi Inoue & Barbara Rossi - Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (RePEc:wpa:wuwpda:0503001)
by Barbara Rossi - Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure (RePEc:wpa:wuwpem:0411002)
by Elena Pesavento & Barbara Rossi - Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (RePEc:wpa:wuwpif:0503006)
by Barbara Rossi