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Barbara Rossi

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Personal Details

First Name: Barbara
Middle Name:
Last Name: Rossi
Suffix:

RePEc Short-ID: pro86

Email:
Homepage: http://www.econ.upf.edu/~brossi/
Postal Address: Barbara Rossi Centre de Recerca en Economia Internacional (CREI) Universitat Pompeu Fabra (UPF) carrer Ramon Trias Fargas, 25-27, Mercè Rodoreda bldg. 08005 Barcelona SPAIN
Phone:

Affiliation

(90%) Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona Graduate School of Economics (Barcelona GSE)
Location: Barcelona, Spain
Homepage: http://www.econ.upf.edu/
Email:
Phone: (34) 935 42 1766
Fax: (34)935 42 17 46
Postal: Ramon Trias Fargas 25-27, 08005 Barcelona
Handle: RePEc:edi:deupfes (more details at EDIRC)
(10%) Centre de Recerca en Economia Internacional (CREI)
Barcelona Graduate School of Economics (Barcelona GSE)
Location: Barcelona, Spain
Homepage: http://www.crei.cat/
Email:
Phone: (34) 935.42.24.98
Fax: (34) 935.42.18.60
Postal: Ramon Trias Fargas, 25-27, 08005 Barcelona
Handle: RePEc:edi:eiupfes (more details at EDIRC)

Works

as in new window

Working papers

  1. Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona Graduate School of Economics.
  2. Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara, 2013. "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers 9576, C.E.P.R. Discussion Papers.
  3. Barbara Rossi, 2013. "Exchange Rate Predictability," Working Papers 690, Barcelona Graduate School of Economics.
  4. Barbara Rossi & Tatevik Sehkposyan, 2013. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona Graduate School of Economics.
  5. Barbara Rossi & Tatevik Sehkposyan, 2013. "Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona Graduate School of Economics.
  6. Emily Anderson & Atsushi Inoue & Barbara Rossi, 2012. "Heterogeneous Consumers and Fiscal Policy Shocks," 2012 Meeting Papers 261, Society for Economic Dynamics.
  7. Barbara Rossi, 2012. "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers 1405, Department of Economics and Business, Universitat Pompeu Fabra.
  8. Barbara Rossi & Atsushi Inoue, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  9. Barbara Rossi & Sarah Zubairy, 2011. "What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?," Working Papers 11-02, Duke University, Department of Economics.
  10. Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
  11. Barbara Rossi & Atsushi Inoue, 2011. "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers 11-04, Duke University, Department of Economics.
  12. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
  13. Barbara Rossi & Tatevik Sekhposyan, 2011. "Forecast Optimality Tests in the Presence of Instabilities," Working Papers 11-18, Duke University, Department of Economics.
  14. Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
  15. Barbara Rossi & Tatevik Sekhposyan, 2010. "Understanding Models' Forecasting Performance," Working Papers 10-56, Duke University, Department of Economics.
  16. Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers 10-92, Duke University, Department of Economics.
  17. Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2009. "Predicting Agri-Commodity Prices: an Asset Pricing Approach," Working Papers UWEC-2010-02, University of Washington, Department of Economics.
  18. Tatevik Sekhposyan & Barbara Rossi, 2009. "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers 09-06, Duke University, Department of Economics.
  19. Barbara Rossi & Raffaella Giacomini, 2009. "Model Selection in Unstable Environments," 2009 Meeting Papers 208, Society for Economic Dynamics.
  20. Inoue, Atsushi & Rossi, Barbara, 2008. "Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models," Working Papers 08-02, Duke University, Department of Economics.
  21. Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
  22. Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  23. Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
  24. Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall, 2007. "Information Criteria for Impulse Response Function Matching Estimation," 2007 Meeting Papers 293, Society for Economic Dynamics.
  25. Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
  26. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  27. Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics.
  28. Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
  29. Inoue, Atsushi & Rossi, Barbara, 2005. "Monitoring and Forecasting Currency Crises," Working Papers 05-02, Duke University, Department of Economics.
  30. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA.
  31. Rossi, Barbara, 2005. "Expectations Hypotheses Tests and Predictive Regressions at Long Horizons," Working Papers 05-03, Duke University, Department of Economics.
  32. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society.
  33. Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics.
  34. Rossi, Barbara & Inoue, Atsushi, 2003. "Recursive Predictability Tests for Real-Time Data," Working Papers 03-24, Duke University, Department of Economics.
  35. Elena Pesavento & Barbara Rossi, 2003. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Emory Economics 0326, Department of Economics, Emory University (Atlanta).
  36. Rossi, Barbara, 2002. "Optimal Tests for Nested Model Selection with Underlying Parameter Instability," Working Papers 02-05, Duke University, Department of Economics.
  37. Rossi, Barbara, 2002. "Confidence Intervals for Half-life Deviations from Purchasing Power Parity," Working Papers 02-08, Duke University, Department of Economics.
  38. Rossi, Barbara, 2002. "Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle," Working Papers 02-10, Duke University, Department of Economics.

Articles

  1. Barbara Rossi, 2013. "Exchange Rate Predictability," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
  2. Rossi, Barbara & Sekhposyan, Tatevik, 2013. "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
  3. Barbara Rossi, 2013. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 106 - 116.
  4. Barbara Rossi & Sarah Zubairy, 2011. "What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1247-1270, 09.
  5. Inoue, Atsushi & Rossi, Barbara, 2011. "Testing for weak identification in possibly nonlinear models," Journal of Econometrics, Elsevier, vol. 161(2), pages 246-261, April.
  6. Barbara Rossi, 2011. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 25-29, August.
  7. Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
  8. Atsushi Inoue & Barbara Rossi, 2011. "Identifying the Sources of Instabilities in Macroeconomic Fluctuations," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1186-1204, November.
  9. Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, MIT Press, vol. 125(3), pages 1145-1194, August.
  10. Rossi, Barbara & Sekhposyan, Tatevik, 2010. "Have economic models' forecasting performance for US output growth and inflation changed over time, and when?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 808-835, October.
  11. Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  12. Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," Review of Economic Studies, Oxford University Press, vol. 76(2), pages 669-705.
  13. Massimiliano Marcellino & Barbara Rossi, 2008. "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, vol. 70(s1), pages 867-893, December.
  14. Atsushi Inoue & Barbara Rossi, 2008. "Monitoring and Forecasting Currency Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 523-534, 03.
  15. Barbara Rossi, 2007. "Expectations hypotheses tests at Long Horizons," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 554-579, November.
  16. Pesavento, Elena & Rossi, Barbara, 2007. "Impulse response confidence intervals for persistent data: What have we learned?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2398-2412, July.
  17. Barbara Rossi & Elena Pesavento, 2006. "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1135-1155.
  18. Raffaella Giacomini & Barbara Rossi, 2006. "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, vol. 68(s1), pages 783-795, December.
  19. Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(01), pages 20-38, February.
  20. Rossi, Barbara, 2005. "Confidence Intervals for Half-Life Deviations From Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 432-442, October.
  21. Inoue, Atsushi & Rossi, Barbara, 2005. "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 336-345, July.
  22. Rossi, Barbara, 2005. "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, vol. 21(05), pages 962-990, October.
  23. Pesavento, Elena & Rossi, Barbara, 2005. "Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure," Macroeconomic Dynamics, Cambridge University Press, vol. 9(04), pages 478-488, September.
  24. Barbara Rossi, 2005. "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, vol. 46(1), pages 61-92, 02.

Chapters

  1. Barbara Rossi, 2012. "Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 106-116 National Bureau of Economic Research, Inc.
  2. Barbara Rossi, 2008. "Comment on "Exchange Rate Models Are Not As Bad As You Think"," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 453-470 National Bureau of Economic Research, Inc.

NEP Fields

44 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2010-04-17
  2. NEP-BEC: Business Economics (1) 2008-09-13
  3. NEP-CBA: Central Banking (23) 2006-03-25 2006-04-22 2006-07-28 2008-02-09 2008-02-16 2008-03-25 2008-04-12 2008-09-13 2009-07-28 2009-10-24 2011-06-25 2011-06-25 2011-06-25 2011-07-13 2011-08-22 2011-08-29 2011-09-05 2011-09-16 2011-10-09 2011-11-07 2012-04-23 2013-05-22 2013-09-26. Author is listed
  4. NEP-CWA: Central & Western Asia (1) 2011-09-16
  5. NEP-DGE: Dynamic General Equilibrium (6) 2004-03-28 2004-04-11 2004-11-07 2007-05-19 2007-06-11 2009-10-24. Author is listed
  6. NEP-ECM: Econometrics (21) 2004-03-28 2005-02-13 2005-02-27 2005-04-16 2005-10-22 2006-03-25 2006-04-22 2006-07-28 2007-05-19 2007-06-11 2008-02-09 2008-04-12 2008-09-13 2009-10-24 2011-06-25 2011-07-13 2011-08-22 2011-09-05 2011-10-09 2013-05-22 2014-05-24. Author is listed
  7. NEP-ENE: Energy Economics (4) 2011-06-25 2011-09-16 2011-11-07 2012-04-23
  8. NEP-ETS: Econometric Time Series (15) 2003-02-18 2004-03-28 2005-02-13 2005-02-27 2006-03-05 2006-03-25 2006-04-22 2006-07-28 2007-06-11 2011-06-25 2011-08-22 2011-09-05 2011-10-09 2013-12-15 2014-05-24. Author is listed
  9. NEP-FDG: Financial Development & Growth (1) 2009-07-28
  10. NEP-FIN: Finance (1) 2005-02-01
  11. NEP-FMK: Financial Markets (1) 2005-10-22
  12. NEP-FOR: Forecasting (25) 2005-10-22 2006-03-05 2006-07-28 2008-02-16 2008-03-25 2008-04-12 2008-09-13 2009-07-28 2010-04-17 2011-06-25 2011-06-25 2011-08-22 2011-08-29 2011-09-05 2011-09-16 2011-10-09 2011-11-07 2012-04-23 2013-05-22 2013-05-22 2013-05-22 2013-09-26 2013-12-15 2013-12-15 2014-05-24. Author is listed
  13. NEP-HIS: Business, Economic & Financial History (1) 2013-09-26
  14. NEP-IFN: International Finance (6) 2003-02-18 2005-02-01 2005-02-27 2005-04-16 2008-02-16 2008-03-25. Author is listed
  15. NEP-LAB: Labour Economics (1) 2004-10-30
  16. NEP-MAC: Macroeconomics (4) 2006-07-28 2007-05-19 2008-02-09 2011-06-25
  17. NEP-MON: Monetary Economics (4) 2008-03-25 2011-06-25 2013-05-22 2013-09-26
  18. NEP-OPM: Open Economy Macroeconomics (8) 2008-03-25 2011-06-25 2011-09-16 2011-11-07 2012-04-23 2013-05-22 2013-09-26 2013-12-15. Author is listed
  19. NEP-PBE: Public Economics (1) 2013-01-19
  20. NEP-RMG: Risk Management (2) 2008-02-16 2008-03-25
  21. NEP-SEA: South East Asia (1) 2005-02-01

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. h-index
  13. Number of Journal Pages, Weighted by Simple Impact Factor
  14. Number of Journal Pages, Weighted by Recursive Impact Factor
  15. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Abstract Views in RePEc Services over the past 12 months
  18. Number of Downloads through RePEc Services over the past 12 months
  19. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  20. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

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