Barbara Rossi
Names
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Barbara |
| last: |
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
American Economic Review, American Economic Association (2015)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-article, aea:aecrev:v:105:y:2015:i:5:p:650-55) - Exchange Rate Predictability
Journal of Economic Literature, American Economic Association (2013)
by Barbara Rossi
(ReDIF-article, aea:jeclit:v:51:y:2013:i:4:p:1063-1119) - Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models
Annual Review of Economics, Annual Reviews (2015)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-article, anr:reveco:v:7:y:2015:p:207-229) - Confidence intervals for bias and size distortion in IV and local projections — IV models
Working Papers, Banco de España (2018)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi
(ReDIF-paper, bde:wpaper:1841) - From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts
Working Papers, Banco de España (2019)
by Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, bde:wpaper:1947) - Recursive Predictability Tests for Real-Time Data
Journal of Business & Economic Statistics, American Statistical Association (2005)
by Inoue, Atsushi & Rossi, Barbara
(ReDIF-article, bes:jnlbes:v:23:y:2005:p:336-345) - Confidence Intervals for Half-Life Deviations From Purchasing Power Parity
Journal of Business & Economic Statistics, American Statistical Association (2005)
by Rossi, Barbara
(ReDIF-article, bes:jnlbes:v:23:y:2005:p:432-442) - Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models
Working Papers, Barcelona School of Economics (2018)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi
(ReDIF-paper, bge:wpaper:1077) - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates
Working Papers, Barcelona School of Economics (2018)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, bge:wpaper:1078) - Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?
Working Papers, Barcelona School of Economics (2019)
by Barbara Rossi
(ReDIF-paper, bge:wpaper:1081) - A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy
Working Papers, Barcelona School of Economics (2019)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, bge:wpaper:1082) - VAR-Based Granger-Causality Test in the Presence of Instabilities
Working Papers, Barcelona School of Economics (2019)
by Barbara Rossi & Yiru Wang
(ReDIF-paper, bge:wpaper:1083) - From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts
Working Papers, Barcelona School of Economics (2020)
by Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, bge:wpaper:1142) - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence
Working Papers, Barcelona School of Economics (2020)
by Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, bge:wpaper:1158) - Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them
Working Papers, Barcelona School of Economics (2019)
by Barbara Rossi
(ReDIF-paper, bge:wpaper:1162) - Conditional Predictive Density Evaluation in the Presence of Instabilities
Working Papers, Barcelona School of Economics (2013)
by Barbara Rossi & Tatevik Sehkposyan
(ReDIF-paper, bge:wpaper:688) - Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set
Working Papers, Barcelona School of Economics (2013)
by Barbara Rossi & Tatevik Sehkposyan
(ReDIF-paper, bge:wpaper:689) - Exchange Rate Predictability
Working Papers, Barcelona School of Economics (2013)
by Barbara Rossi
(ReDIF-paper, bge:wpaper:690) - Alternative Tests for Correct Specification of Conditional Predictive Densities
Working Papers, Barcelona School of Economics (2015)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, bge:wpaper:758) - Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
Working Papers, Barcelona School of Economics (2014)
by Barbara Rossi & Tatevik Sekhposyany
(ReDIF-paper, bge:wpaper:765) - Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
Working Papers, Barcelona School of Economics (2014)
by Atsushi Inoue & Lu Jin & Barbara Rossi
(ReDIF-paper, bge:wpaper:768) - Model Comparisons in Unstable Environments
Working Papers, Barcelona School of Economics (2014)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-paper, bge:wpaper:784) - Can Oil Prices Forecast Exchange Rates?
Working Papers, Barcelona School of Economics (2015)
by Domenico Ferraro & Kenneth Rogoff & Barbara Rossi
(ReDIF-paper, bge:wpaper:803) - Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models
Working Papers, Barcelona School of Economics (2014)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-paper, bge:wpaper:819) - Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries
Working Papers, Barcelona School of Economics (2015)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, bge:wpaper:820) - Identifying the Sources of Model Misspecification
Working Papers, Barcelona School of Economics (2015)
by Atsushi Inoue & Chun-Huong Kuo & Barbara Rossi
(ReDIF-paper, bge:wpaper:821) - Heterogeneous Consumers and Fiscal Policy Shocks
Working Papers, Barcelona School of Economics (2015)
by Emily Anderson & Atsushi Inoue & Barbara Rossi
(ReDIF-paper, bge:wpaper:822) - Understanding the Sources of Macroeconomic Uncertainty
Working Papers, Barcelona School of Economics (2016)
by Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre
(ReDIF-paper, bge:wpaper:920) - How Stable is the Forecasting Performance of the Yield Curve for Output Growth?
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2006)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-article, bla:obuest:v:68:y:2006:i:s1:p:783-795) - Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2008)
by Massimiliano Marcellino & Barbara Rossi
(ReDIF-article, bla:obuest:v:70:y:2008:i:s1:p:867-893) - FOREC_INSTAB: Stata module to perform forecast comparison and forecast rationality tests
Statistical Software Components, Boston College Department of Economics (2016)
by Barbara Rossi
(ReDIF-software, boc:bocode:s458245) - GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities
Statistical Software Components, Boston College Department of Economics (2020)
by Barbara Rossi & Yiru Wang
(ReDIF-software, boc:bocode:s458809) - TVPREG: Stata module to perform parameter path estimation in unstable environments
Statistical Software Components, Boston College Department of Economics (2024)
by Atsushi Inoue & Barbara Rossi & Yiru Wang & Lingyun Zhou
(ReDIF-software, boc:bocode:s459394) - Local projections in unstable environments: How effective is fiscal policy?
Economics Virtual Symposium 2022, Stata Users Group (2022)
by Barbara Rossi
(ReDIF-paper, boc:econ22:02) - Has the Phillips curve flattened?
French Stata Users' Group Meetings 2024, Stata Users Group (2024)
by Barbara Rossi & Atsushi Inoue & Yiru Wang
(ReDIF-paper, boc:fsug24:22) - Detecting and Predicting Forecast Breakdowns
UCLA Economics Working Papers, UCLA Department of Economics (2005)
by Raffella Giacomini & Barbara Rossi
(ReDIF-paper, cla:uclawp:845) - Identifying the Sources of Model Misspecification
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Rossi, Barbara & Inoue, Atsushi & Kuo, Chun-Hung
(ReDIF-paper, cpr:ceprdp:10140) - Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Rossi, Barbara & Inoue, Atsushi & Jin, Lu
(ReDIF-paper, cpr:ceprdp:10168) - In-sample Inference and Forecasting in Misspecified Factor Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Rossi, Barbara & Carrasco, Marine
(ReDIF-paper, cpr:ceprdp:11388) - Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Rossi, Barbara & Sekhposyan, Tatevik
(ReDIF-paper, cpr:ceprdp:11391) - Understanding the Sources of Macroeconomic Uncertainty
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu
(ReDIF-paper, cpr:ceprdp:11415) - Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Rossi, Barbara
(ReDIF-paper, cpr:ceprdp:14064) - From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik
(ReDIF-paper, cpr:ceprdp:14267) - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas
(ReDIF-paper, cpr:ceprdp:14456) - Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Rossi, Barbara
(ReDIF-paper, cpr:ceprdp:14472) - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
by Rossi, Barbara & Pesavento, Elena
(ReDIF-paper, cpr:ceprdp:4536) - Out-of-Sample Forecast Tests Robust to the Choice of Window Size
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Rossi, Barbara & Inoue, Atsushi
(ReDIF-paper, cpr:ceprdp:8542) - Can Oil Prices Forecast Exchange Rates?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico
(ReDIF-paper, cpr:ceprdp:8635) - Exchange Rate Predictability
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Rossi, Barbara
(ReDIF-paper, cpr:ceprdp:9575) - Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Rossi, Barbara & Gürkaynak, Refet & Kısacıkoğlu, Burçin
(ReDIF-paper, cpr:ceprdp:9576) - Heterogeneous Consumers and Fiscal Policy Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Rossi, Barbara & Inoue, Atsushi & Anderson, Emily
(ReDIF-paper, cpr:ceprdp:9631) - Optimal Tests For Nested Model Selection With Underlying Parameter Instability
Econometric Theory, Cambridge University Press (2005)
by Rossi, Barbara
(ReDIF-article, cup:etheor:v:21:y:2005:i:05:p:962-990_05) - Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability
Macroeconomic Dynamics, Cambridge University Press (2006)
by Rossi, Barbara
(ReDIF-article, cup:macdyn:v:10:y:2006:i:01:p:20-38_05) - Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure
Macroeconomic Dynamics, Cambridge University Press (2005)
by Pesavento, Elena & Rossi, Barbara
(ReDIF-article, cup:macdyn:v:9:y:2005:i:04:p:478-488_04) - Optimal Tests for Nested Model Selection with Underlying Parameter Instability
Working Papers, Duke University, Department of Economics (2002)
by Rossi, Barbara
(ReDIF-paper, duk:dukeec:02-05) - Confidence Intervals for Half-life Deviations from Purchasing Power Parity
Working Papers, Duke University, Department of Economics (2002)
by Rossi, Barbara
(ReDIF-paper, duk:dukeec:02-08) - Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle
Working Papers, Duke University, Department of Economics (2002)
by Rossi, Barbara
(ReDIF-paper, duk:dukeec:02-10) - Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
Working Papers, Duke University, Department of Economics (2003)
by Rossi, Barbara & Pesavento, Elena
(ReDIF-paper, duk:dukeec:03-19) - Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure
Working Papers, Duke University, Department of Economics (2003)
by Rossi, Barbara & Pesavento, Elena
(ReDIF-paper, duk:dukeec:03-23) - Recursive Predictability Tests for Real-Time Data
Working Papers, Duke University, Department of Economics (2003)
by Rossi, Barbara & Inoue, Atsushi
(ReDIF-paper, duk:dukeec:03-24) - Monitoring and Forecasting Currency Crises
Working Papers, Duke University, Department of Economics (2005)
by Inoue, Atsushi & Rossi, Barbara
(ReDIF-paper, duk:dukeec:05-02) - Expectations Hypotheses Tests and Predictive Regressions at Long Horizons
Working Papers, Duke University, Department of Economics (2005)
by Rossi, Barbara
(ReDIF-paper, duk:dukeec:05-03) - How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
Working Papers, Duke University, Department of Economics (2005)
by Rossi, Barbara & Giacomini, Raffaella
(ReDIF-paper, duk:dukeec:05-08) - Detecting and Predicting Forecast Breakdowns
Working Papers, Duke University, Department of Economics (2006)
by Rossi, Barbara & Giacomini, Raffaella
(ReDIF-paper, duk:dukeec:06-01) - Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
Working Papers, Duke University, Department of Economics (2006)
by Pesavento, Elena & Rossi, Barbara
(ReDIF-paper, duk:dukeec:06-03) - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Working Papers, Duke University, Department of Economics (2007)
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara
(ReDIF-paper, duk:dukeec:07-04) - Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models
Working Papers, Duke University, Department of Economics (2008)
by Inoue, Atsushi & Rossi, Barbara
(ReDIF-paper, duk:dukeec:08-02) - Can Exchange Rates Forecast Commodity Prices?
Working Papers, Duke University, Department of Economics (2008)
by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara
(ReDIF-paper, duk:dukeec:08-03) - Forecast Comparisons in Unstable Environments
Working Papers, Duke University, Department of Economics (2008)
by Giacomini, Raffaella & Rossi, Barbara
(ReDIF-paper, duk:dukeec:08-4) - Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
Working Papers, Duke University, Department of Economics (2008)
by Tatevik Sekhposyan & Barbara Rossi
(ReDIF-paper, duk:dukeec:08-5) - Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
Working Papers, Duke University, Department of Economics (2009)
by Tatevik Sekhposyan & Barbara Rossi
(ReDIF-paper, duk:dukeec:08-6) - Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
Working Papers, Duke University, Department of Economics (2009)
by Alastair Hall & Atsushi & James M Nason & Barbara Rossi
(ReDIF-paper, duk:dukeec:08-7) - Model Comparisons in Unstable Environments
Working Papers, Duke University, Department of Economics (2009)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-paper, duk:dukeec:08-8) - Can Exchange Rates Forecast Commodity Prices?
Working Papers, Duke University, Department of Economics (2010)
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi
(ReDIF-paper, duk:dukeec:10-07) - Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
Working Papers, Duke University, Department of Economics (2010)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, duk:dukeec:10-16) - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Working Papers, Duke University, Department of Economics (2010)
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
(ReDIF-paper, duk:dukeec:10-28) - Model Comparisons in Unstable Environments
Working Papers, Duke University, Department of Economics (2010)
by Barbara Rossi & Raffaella Giacomini
(ReDIF-paper, duk:dukeec:10-29) - Understanding Models' Forecasting Performance
Working Papers, Duke University, Department of Economics (2010)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, duk:dukeec:10-56) - Testing for Weak Identification in Possibly Nonlinear Models
Working Papers, Duke University, Department of Economics (2010)
by Barbara Rossi & Atsushi Inoue
(ReDIF-paper, duk:dukeec:10-92) - What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?
Working Papers, Duke University, Department of Economics (2011)
by Barbara Rossi & Sarah Zubairy
(ReDIF-paper, duk:dukeec:11-02) - Out-of-Sample Forecast Tests Robust to Window Size Choice
Working Papers, Duke University, Department of Economics (2011)
by Barbara Rossi & Atsushi Inoue
(ReDIF-paper, duk:dukeec:11-04) - Can Oil Prices Forecast Exchange Rates?
Working Papers, Duke University, Department of Economics (2011)
by Domenico Ferraro & Ken Rogoff & Barbara Rossi
(ReDIF-paper, duk:dukeec:11-05) - Forecast Optimality Tests in the Presence of Instabilities
Working Papers, Duke University, Department of Economics (2011)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, duk:dukeec:11-18) - Advances in Forecasting Under Instability
Working Papers, Duke University, Department of Economics (2011)
by Barbara Rossi
(ReDIF-paper, duk:dukeec:11-20) - Detecting and predicting forecast breakdowns
Working Paper Series, European Central Bank (2006)
by Giacomini, Raffaella & Rossi, Barbara
(ReDIF-paper, ecb:ecbwps:2006638) - Do Technology Shocks Drive Hours Up or Down?
Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
by Barbara Rossi & Elena Pesavento
(ReDIF-paper, ecm:nasm04:96) - Small sample confidence intervals for multivariate impulse response functions at long horizons
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Barbara Rossi (Duke) & Elena Pesavento (Emory)
(ReDIF-paper, ecm:nawm04:364) - Expectations hypotheses tests at Long Horizons
Econometrics Journal, Royal Economic Society (2007)
by Barbara Rossi
(ReDIF-article, ect:emjrnl:v:10:y:2007:i:3:p:554-579) - Impulse response confidence intervals for persistent data: What have we learned?
Journal of Economic Dynamics and Control, Elsevier (2007)
by Pesavento, Elena & Rossi, Barbara
(ReDIF-article, eee:dyncon:v:31:y:2007:i:7:p:2398-2412) - Advances in Forecasting under Instability
Handbook of Economic Forecasting, Elsevier (2013)
by Rossi, Barbara
(ReDIF-chapter, eee:ecofch:2-1203) - Testing for weak identification in possibly nonlinear models
Journal of Econometrics, Elsevier (2011)
by Inoue, Atsushi & Rossi, Barbara
(ReDIF-article, eee:econom:v:161:y:2011:i:2:p:246-261) - Understanding models' forecasting performance
Journal of Econometrics, Elsevier (2011)
by Rossi, Barbara & Sekhposyan, Tatevik
(ReDIF-article, eee:econom:v:164:y:2011:i:1:p:158-172) - Conditional predictive density evaluation in the presence of instabilities
Journal of Econometrics, Elsevier (2013)
by Rossi, Barbara & Sekhposyan, Tatevik
(ReDIF-article, eee:econom:v:177:y:2013:i:2:p:199-212) - Rolling window selection for out-of-sample forecasting with time-varying parameters
Journal of Econometrics, Elsevier (2017)
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara
(ReDIF-article, eee:econom:v:196:y:2017:i:1:p:55-67) - Alternative tests for correct specification of conditional predictive densities
Journal of Econometrics, Elsevier (2019)
by Rossi, Barbara & Sekhposyan, Tatevik
(ReDIF-article, eee:econom:v:208:y:2019:i:2:p:638-657) - The effects of conventional and unconventional monetary policy on exchange rates
Journal of International Economics, Elsevier (2019)
by Inoue, Atsushi & Rossi, Barbara
(ReDIF-article, eee:inecon:v:118:y:2019:i:c:p:419-447) - Have economic models' forecasting performance for US output growth and inflation changed over time, and when?
International Journal of Forecasting, Elsevier (2010)
by Rossi, Barbara & Sekhposyan, Tatevik
(ReDIF-article, eee:intfor:v:26:y::i:4:p:808-835) - Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
International Journal of Forecasting, Elsevier (2014)
by Rossi, Barbara & Sekhposyan, Tatevik
(ReDIF-article, eee:intfor:v:30:y:2014:i:3:p:662-682) - Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates
Journal of International Money and Finance, Elsevier (2015)
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara
(ReDIF-article, eee:jimfin:v:54:y:2015:i:c:p:116-141) - Uncertainty and deviations from uncovered interest rate parity
Journal of International Money and Finance, Elsevier (2018)
by Ismailov, Adilzhan & Rossi, Barbara
(ReDIF-article, eee:jimfin:v:88:y:2018:i:c:p:242-259) - Identifying the sources of model misspecification
Journal of Monetary Economics, Elsevier (2020)
by Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara
(ReDIF-article, eee:moneco:v:110:y:2020:i:c:p:1-18) - Forecasting in macroeconomics
Chapters, Edward Elgar Publishing (2013)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-chapter, elg:eechap:14327_17) - Information criteria for impulse response function matching estimation of DSGE models
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2007)
by Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
(ReDIF-paper, fip:fedawp:2007-10) - Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence
Working Paper Series, Federal Reserve Bank of San Francisco (2020)
by Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, fip:fedfwp:87554) - Out-of-sample forecast tests robust to the choice of window size
Working Papers, Federal Reserve Bank of Philadelphia (2011)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, fip:fedpwp:11-31) - Can oil prices forecast exchange rates?
Working Papers, Federal Reserve Bank of Philadelphia (2011)
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi
(ReDIF-paper, fip:fedpwp:11-34) - Can Exchange Rates Forecast Commodity Prices?
Scholarly Articles, Harvard University Department of Economics (2010)
by Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara
(ReDIF-paper, hrv:faseco:29412033) - Testing Long-Horizon Predictive Ability With High Persistence, And The Meese-Rogoff Puzzle
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2005)
by Barbara Rossi
(ReDIF-article, ier:iecrev:v:46:y:2005:i:1:p:61-92) - Model comparisons in unstable environments
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-paper, ifs:cemmap:13/12) - Small-sample confidence intervals for multivariate impulse response functions at long horizons
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
by Barbara Rossi & Elena Pesavento
(ReDIF-article, jae:japmet:v:21:y:2006:i:8:p:1135-1155) - Forecast comparisons in unstable environments
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-article, jae:japmet:v:25:y:2010:i:4:p:595-620) - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2009)
by Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi
(ReDIF-paper, man:cgbcrp:127) - Monitoring and Forecasting Currency Crises
Journal of Money, Credit and Banking, Blackwell Publishing (2008)
by Atsushi Inoue & Barbara Rossi
(ReDIF-article, mcb:jmoncb:v:40:y:2008:i:2-3:p:523-534) - What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations?
Journal of Money, Credit and Banking, Blackwell Publishing (2011)
by Barbara Rossi & Sarah Zubairy
(ReDIF-article, mcb:jmoncb:v:43:y:2011:i:6:p:1247-1270) - Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"
NBER Chapters, National Bureau of Economic Research, Inc (2012)
by Barbara Rossi
(ReDIF-chapter, nbr:nberch:12776) - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates
NBER Chapters, National Bureau of Economic Research, Inc (2018)
by Atsushi Inoue & Barbara Rossi
(ReDIF-chapter, nbr:nberch:14112) - Comment on "Exchange Rate Models Are Not As Bad As You Think"
NBER Chapters, National Bureau of Economic Research, Inc (2008)
by Barbara Rossi
(ReDIF-chapter, nbr:nberch:4077) - Can Exchange Rates Forecast Commodity Prices?
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi
(ReDIF-paper, nbr:nberwo:13901) - Can Oil Prices Forecast Exchange Rates?
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi
(ReDIF-paper, nbr:nberwo:17998) - The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, nbr:nberwo:25021) - Long-Run Trends in Long-Maturity Real Rates 1311-2021
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing
(ReDIF-paper, nbr:nberwo:30475) - Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing
(ReDIF-paper, nbr:nberwo:33079) - Can Exchange Rates Forecast Commodity Prices?
The Quarterly Journal of Economics, President and Fellows of Harvard College (2010)
by Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi
(ReDIF-article, oup:qjecon:v:125:y:2010:i:3:p:1145-1194.) - Detecting and Predicting Forecast Breakdowns
The Review of Economic Studies, Review of Economic Studies Ltd (2009)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-article, oup:restud:v:76:y:2009:i:2:p:669-705) - Vector autoregressive-based Granger causality test in the presence of instabilities
MPRA Paper, University Library of Munich, Germany (2019)
by Rossi, Barbara & Wang, Yiru
(ReDIF-paper, pra:mprapa:101492) - Information Criteria for Impulse Response Function Matching Estimation
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall
(ReDIF-paper, red:sed007:293) - Can Exchange Rates Forecast Commodity Prices?
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Kenneth Rogoff & Barbara Rossi & Yu-chin Chen
(ReDIF-paper, red:sed008:540) - Model Selection in Unstable Environments
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Barbara Rossi & Raffaella Giacomini
(ReDIF-paper, red:sed009:208) - Heterogeneous Consumers and Fiscal Policy Shocks
2012 Meeting Papers, Society for Economic Dynamics (2012)
by Emily Anderson & Atsushi Inoue & Barbara Rossi
(ReDIF-paper, red:sed012:261) - Macroeconomic uncertainty indices for the Euro Area and its individual member countries
Empirical Economics, Springer (2017)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-article, spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1248-z) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
by Barbara Rossi
(ReDIF-article, taf:jnlbes:v:30:y:2011:i:1:p:25-29) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
by Barbara Rossi
(ReDIF-article, taf:jnlbes:v:32:y:2014:i:4:p:510-514) - In-Sample Inference and Forecasting in Misspecified Factor Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Marine Carrasco & Barbara Rossi
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:3:p:313-338) - Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Marine Carrasco & Barbara Rossi
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:3:p:353-356) - Identifying the Sources of Instabilities in Macroeconomic Fluctuations
The Review of Economics and Statistics, MIT Press (2011)
by Atsushi Inoue & Barbara Rossi
(ReDIF-article, tpr:restat:v:93:y:2011:i:4:p:1186-1204) - Implementing tests for forecast evaluation in the presence of instabilities
Stata Journal, StataCorp LP (2017)
by Barbara Rossi & Matthieu Soupre
(ReDIF-article, tsj:stataj:v:17:y:2017:i:4:p:850-865) - Vector autoregressive-based Granger causality test in the presence of instabilities
Stata Journal, StataCorp LP (2019)
by Barbara Rossi & Yiru Wang
(ReDIF-article, tsj:stataj:v:19:y:2019:i:4:p:883-899) - Comment
NBER International Seminar on Macroeconomics, University of Chicago Press (2013)
by Barbara Rossi
(ReDIF-article, ucp:intsma:doi:10.1086/669592) - Can Exchange Rates Forecast Commodity Prices?
Working Papers, University of Washington, Department of Economics (2008)
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi
(ReDIF-paper, udb:wpaper:uwec-2008-11-fc) - Predicting Agri-Commodity Prices: an Asset Pricing Approach
Working Papers, University of Washington, Department of Economics (2009)
by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi
(ReDIF-paper, udb:wpaper:uwec-2010-02) - Conditional predictive density evaluation in the presence of instabilities
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1368) - Exchange rate predictability
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013)
by Barbara Rossi
(ReDIF-paper, upf:upfgen:1369) - Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2013)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1370) - Out-of-sample forecast tests robust to the choice of window size
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012)
by Barbara Rossi & Atsushi Inoue
(ReDIF-paper, upf:upfgen:1404) - The changing relationship between commodity prices and equity prices in commodity exporting
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012)
by Barbara Rossi
(ReDIF-paper, upf:upfgen:1405) - Alternative tests for correct specification of conditional predictive densities
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1416) - Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1426) - Rolling window selection for out-of-sample forecasting with time-varying parameters
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014)
by Atsushi Inoue & Lu Jin & Barbara Rossi
(ReDIF-paper, upf:upfgen:1435) - Model comparisons in unstable environments
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-paper, upf:upfgen:1437) - Can oil prices forecast exchange rates?
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011)
by Domenico Ferraro & Ken Rogoff & Barbara Rossi
(ReDIF-paper, upf:upfgen:1461) - Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2014)
by Raffaella Giacomini & Barbara Rossi
(ReDIF-paper, upf:upfgen:1476) - Macroeconomic uncertainty indices based on nowcast and forecast error distributions
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1477) - Heterogeneous consumers and fiscal policy shocks
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2011)
by Emily Anderson & Atsushi Inoue & Barbara Rossi
(ReDIF-paper, upf:upfgen:1478) - Identifying the sources of model misspecification
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015)
by Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi
(ReDIF-paper, upf:upfgen:1479) - Tests for the validity of portfolio or group choice in financial and panel regressions
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, upf:upfgen:1523) - In-sample inference and forecasting in misspecified factor models
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016)
by Marine Carrasco & Barbara Rossi
(ReDIF-paper, upf:upfgen:1530) - Understanding the sources of macroeconomic uncertainty
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016)
by Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre
(ReDIF-paper, upf:upfgen:1531) - A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2018)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, upf:upfgen:1638) - The effects of conventional and unconventional monetary policy on exchange rates
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2018)
by Atsushi Inoue & Barbara Rossi
(ReDIF-paper, upf:upfgen:1639) - Confidence intervals for bias and size distortion in IV and local projections–IV models
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2018)
by Gergely Ganics & Atsushi Inoue & Barbara Rossi
(ReDIF-paper, upf:upfgen:1640) - Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2018)
by Barbara Rossi
(ReDIF-paper, upf:upfgen:1641) - VAR-based Granger-causality test in the presence of instabilities
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019)
by Yiru Wang & Barbara Rossi
(ReDIF-paper, upf:upfgen:1642) - From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019)
by Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1689) - Has the information channel of monetary policy disappeared? Revisiting the empirical evidence
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020)
by Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan
(ReDIF-paper, upf:upfgen:1701) - Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019)
by Barbara Rossi
(ReDIF-paper, upf:upfgen:1711) - A Review of Economic Forecasting
Econometrics Journal, Royal Economic Society (2016)
by Barbara Rossi
(ReDIF-article, wly:emjrnl:v:19:y:2016:i:3:p:b1-b3) - Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016)
by Barbara Rossi & Tatevik Sekhposyan
(ReDIF-article, wly:japmet:v:31:y:2016:i:3:p:507-532) - Heterogeneous Consumers and Fiscal Policy Shocks
Journal of Money, Credit and Banking, Blackwell Publishing (2016)
by Emily Anderson & Atsushi Inoue & Barbara Rossi
(ReDIF-article, wly:jmoncb:v:48:y:2016:i:8:p:1877-1888) - Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
Data, University Library of Munich, Germany (2005)
by Barbara Rossi
(ReDIF-paper, wpa:wuwpda:0503001) - Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
Econometrics, University Library of Munich, Germany (2004)
by Elena Pesavento & Barbara Rossi
(ReDIF-paper, wpa:wuwpem:0411002) - Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
International Finance, University Library of Munich, Germany (2005)
by Barbara Rossi
(ReDIF-paper, wpa:wuwpif:0503006)