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Information about:
Barbara Rossi

Personal Details | Affiliation | Works
This is information that was supplied by Barbara Rossi in registering through RePEc. If you are Barbara Rossi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

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

RePEc Short-ID: pro86

Email:
Homepage: http://www.econ.duke.edu/~brossi/
Postal Address: Department of Economics 213 Social Sciences Duke University Durham NC 27708 USA
Phone: 919 660 1801

Affiliation

(in no particular order)

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Tatevik Sekhposyan & Barbara Rossi, 2008. "Has models’ forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics. [Downloadable!]

  3. 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. [Downloadable!]

  4. Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics. [Downloadable!]

  5. 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. [Downloadable!]
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  6. Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics. [Downloadable!]
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    Published as:

  7. 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. [Downloadable!]
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    Published as:

  8. Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, EconWPA. [Downloadable!]
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  9. 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. [Downloadable!]
    Published as:

  10. Inoue, Atsushi & Rossi, Barbara, 2005. "Monitoring and Forecasting Currency Crises," Working Papers 05-02, Duke University, Department of Economics. [Downloadable!]
    Published as:

  11. Rossi, Barbara, 2005. "Expectations Hypotheses Tests and Predictive Regressions at Long Horizons," Working Papers 05-03, Duke University, Department of Economics. [Downloadable!]

  12. Barbara Rossi & Elena Pesavento, 2004. "Do Technology Shocks Drive Hours Up or Down?," Econometric Society 2004 North American Summer Meetings 96, Econometric Society. [Downloadable!]

  13. 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). [Downloadable!]
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  14. Rossi, Barbara & Inoue, Atsushi, 2003. "Recursive Predictability Tests for Real-Time Data," Working Papers 03-24, Duke University, Department of Economics. [Downloadable!]
    Published as:

  15. 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. [Downloadable!]
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  16. Rossi, Barbara, 2002. "Confidence Intervals for Half-life Deviations from Purchasing Power Parity," Working Papers 02-08, Duke University, Department of Economics. [Downloadable!]
    Published as:

  17. 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. [Downloadable!]
    Published as:

  18. Rossi, Barbara, 2002. "Optimal Tests for Nested Model Selection with Underlying Parameter Instability," Working Papers 02-05, Duke University, Department of Economics. [Downloadable!]
    Published as:

Articles

  1. Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," Review of Economic Studies, Blackwell Publishing, vol. 76(2), pages 669-705, 03. [Downloadable!] (restricted)
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  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
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  4. 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. [Downloadable!] (restricted)
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  5. Barbara Rossi, 2007. "Expectations hypotheses tests at Long Horizons," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 554-579, November. [Downloadable!] (restricted)

  6. 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. [Downloadable!]
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  7. 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. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!]
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  9. 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. [Downloadable!]
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  10. 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. [Downloadable!] (restricted)
    Other versions:

  11. 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. [Downloadable!] (restricted)
    Other versions:

  12. 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. [Downloadable!]
    Other versions:

  13. 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. [Downloadable!] (restricted)
    Other versions:

Chapters

  1. Barbara Rossi, 2007. "Comment on "Exchange Rate Models Are Not As Bad As You Think" 2," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 453 National Bureau of Economic Research, Inc.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-09-13
  2. NEP-CBA: Central Banking (9) 2006-03-25 2006-04-22 2006-07-28 2008-02-09 2008-02-16 2008-03-25 2008-04-12 2008-09-13 2008-11-25 Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (5) 2004-03-28 2004-04-11 2004-11-07 2007-05-19 2007-06-11 Author is listed
  4. NEP-ECM: Econometrics (13) 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 Author is listed
  5. NEP-ETS: Econometric Time Series (9) 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 Author is listed
  6. NEP-FIN: Finance (1) 2005-02-01
  7. NEP-FMK: Financial Markets (1) 2005-10-22
  8. NEP-FOR: Forecasting (8) 2005-10-22 2006-03-05 2006-07-28 2008-02-16 2008-03-25 2008-04-12 2008-09-13 2008-11-25 Author is listed
  9. NEP-IFN: International Finance (7) 2003-02-18 2005-02-01 2005-02-27 2005-04-16 2008-02-16 2008-03-25 2008-11-25 Author is listed
  10. NEP-LAB: Labour Economics (1) 2004-10-30
  11. NEP-MAC: Macroeconomics (3) 2006-07-28 2007-05-19 2008-02-09
  12. NEP-MON: Monetary Economics (1) 2008-03-25
  13. NEP-OPM: Open MacroEconomics (2) 2008-03-25 2008-11-25
  14. NEP-RMG: Risk Management (2) 2008-02-16 2008-03-25
  15. NEP-SEA: South East Asia (1) 2005-02-01
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This page was last updated on 2009-6-20.

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