Barbara Rossi
#69,056
Most Influential Person Now
Italian economist
Barbara Rossi 's AcademicInfluence.com Rankings
Barbara Rossi economics Degrees
Economics
#1326
World Rank
#1534
Historical Rank
Monetary Economics
#151
World Rank
#159
Historical Rank
Macroeconomics
#399
World Rank
#429
Historical Rank
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Economics
Barbara Rossi 's Degrees
- Bachelors Economics Bocconi University
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Why Is Barbara Rossi Influential?
(Suggest an Edit or Addition)According to Wikipedia, Barbara Rossi is an ICREA professor of economics at Universitat Pompeu Fabra, a Barcelona GSE Research Professor, a CREI affiliated professor and a CEPR Fellow. She is a founding fellow of the International Association of Applied Econometrics, a fellow of the Econometric Society and a director of the International Association of Applied Econometrics.
Barbara Rossi 's Published Works
Published Works
- Can Exchange Rates Forecast Commodity Prices? (2008) (632)
- Forecast comparisons in unstable environments (2010) (355)
- Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2011) (285)
- Macroeconomic uncertainty indices based on nowcast and forecast error distributions (2015) (237)
- Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates (2015) (199)
- Detecting and Predicting Forecast Breakdowns (2006) (192)
- ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (2005) (159)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (2017) (157)
- Confidence Intervals for Half-Life Deviations From Purchasing Power Parity (2005) (156)
- Advances in Forecasting Under Instability (2012) (153)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (2005) (134)
- Exchange Rate Predictability (2013) (134)
- Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle (2005) (123)
- What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? (2011) (119)
- How Stable is the Forecasting Performance of the Yield Curve for Output Growth? (2006) (112)
- Can Oil Prices Forecast Exchange Rates? (2011) (96)
- Uncertainty and deviations from uncovered interest rate parity (2017) (93)
- Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion] (2007) (89)
- Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (2008) (83)
- Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? (2008) (82)
- Identifying the Sources of Instabilities in Macroeconomic Fluctuations (2011) (80)
- Understanding the Sources of Macroeconomic Uncertainty (2016) (75)
- Heterogeneous Consumers and Fiscal Policy Shocks (2013) (68)
- The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates (2018) (65)
- Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts (2014) (64)
- Alternative Tests for Correct Specification of Conditional Predictive Densities (2018) (63)
- Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons (2004) (62)
- From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts (2019) (61)
- Macroeconomic uncertainty indices for the Euro Area and its individual member countries (2017) (58)
- Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? (2013) (57)
- Confidence Intervals for Bias and Size Distortion in IV and Local Projections — IV Models (2018) (57)
- Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set (2013) (53)
- Have Economic Models’ Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? (2009) (53)
- Understanding Models’ Forecasting Performance (2010) (52)
- In-Sample Inference and Forecasting in Misspecified Factor Models (2016) (51)
- DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE (2004) (45)
- Testing for Weak Identification in Possibly Nonlinear Models (2010) (40)
- Out-of-Sample Forecast Tests Robust to the Window Size Choice (2011) (39)
- Conditional Predictive Density Evaluation in the Presence of Instabilities (2013) (38)
- Recursive Predictability Tests for Real-Time Data (2005) (36)
- Vector autoregressive-based Granger causality test in the presence of instabilities (2019) (36)
- Model Comparisons in Unstable Environments (2009) (34)
- Expectations Hypotheses Tests at Long Horizons (2007) (34)
- Predicting Agri-Commodity Prices: An Asset Pricing Approach (2010) (28)
- The Changing Relationship Between Commodity Prices and Equity Prices in Commodity Exporting Countries (2012) (26)
- The effects of conventional and unconventional monetary policy: A new approach (2019) (25)
- Impulse response confidence intervals for persistent data: What have we learned? (2007) (24)
- Forecast Optimality Tests in the Presence of Instabilities (2011) (24)
- Monitoring and Forecasting Currency Crises (2008) (22)
- Identifying the Sources of Model Misspecification (2014) (20)
- Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence (2020) (18)
- Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them (2019) (17)
- Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do it and What Have We Learned? (2019) (17)
- Forecasting in macroeconomics (2013) (16)
- Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models (2015) (13)
- Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-Specified Models (2008) (13)
- VAR-Based Granger-Causality Test in the Presence of Instabilities (2019) (11)
- Density forecasts in economics and policymaking (2014) (11)
- A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy (2021) (10)
- Comment on "Exchange Rate Models Are Not As Bad As You Think" (2008) (9)
- Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters (2014) (9)
- Identifying and estimating the effects of unconventional monetary policy in the data: How to do it and what have we learned? (2019) (8)
- Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models (2008) (8)
- Functional Approximations of Impulse Responses: New Insights into the Asymmetric Effects of Monetary Policy∗ (2017) (6)
- The Changing Relationship Between Commodity Prices and Prices of Other Assets with Global Market Integration (2012) (6)
- Model Selection in Unstable Environments (2009) (5)
- Corrigendum to “Information criteria for impulse response function matching estimation of DSGE models” [J. Econom. 170 (2012) 499–518] (2014) (5)
- Implementing Tests for Forecast Evaluation in the Presence of Instabilities (2017) (3)
- Non-nested model selection in unstable environments (2006) (3)
- Expectations Hypotheses Tests and Predictive Regressions at Long Horizons (2005) (3)
- Consistent Model Selection: Over Rolling Windows (2013) (2)
- Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" (2012) (2)
- Model comparisons in unstable environments (revise and resubmit International Economic Review) (2007) (2)
- Comparing Forecast Performance with State Dependence (2020) (2)
- Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models (2021) (1)
- Model Comparisons in Unstable Environments Ra ¤ (2010) (1)
- Which Structural Parameters Are " Structural " ? Identifying the Sources of Instabilities in Structural Models (2007) (1)
- Long-Run Trends in Long-Maturity Real Rates 1311-2021 (2022) (1)
- Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models (2016) (1)
- A Review of Economic Forecasting (2016) (1)
- ROSSSEKH: Stata module to perform forecast comparison and forecast rationality tests (2016) (0)
- Tests for the validity of portfolio or group choice in financial and panel regressions (2015) (0)
- Draft: February 16, 2004 (2005) (0)
- FOREC_INSTAB: Stata module to perform forecast comparison and forecast rationality tests (2017) (0)
- Comment to: "Central Bank Macroeconomic Forecasting During the Financial Crisis: the European Central Bank and Federal Reserve Bank of New York Experiences", by Alessi, Ghysels, Onorante, Peach and Potter (2014) (0)
- Attrice o diva? Julianne Moore: cineforum - book (2016) (0)
- Is your associate profitable? (1995) (0)
- Series Working Paper No . 1478 Heterogeneous consumers and fiscal policy shocks (2016) (0)
- High overhead? Here's what to do about it! (1994) (0)
- 14.384 Sample problems (2008) (0)
- Forecasting in Macroeconomics ( in preparation for the Handbook of Research Methods and Applications on Empirical Macroeconomics ) Ra ¤ (2012) (0)
- Working Paper n o 1081 Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data : How to Do It and What Have We Learned ? (2019) (0)
- Essays on Monetary Policy in the Euro Area by Tatevik Sekhposyan (2010) (0)
- Comment (2013) (0)
- Comment (2014) (0)
- Public attitudes towards climate change in Alberta (2010) (0)
- Chesil Beach - Dominic Cooke: Dietro la maschera (2018) (0)
- Doctor, is your hygiene department profitable. (1996) (0)
- Overhead control. (1993) (0)
- Personal recollections on the origins of the Einstein Observatory. (1990) (0)
- Book-Review - Moments in the Life of a Scientist (1990) (0)
- Economic Working Paper Series Working Paper No . 1479 Identifying the sources of model misspecification (2018) (0)
- Comment (2012) (0)
- No . 1642 VAR-based Granger-casuality test in the presence of instabilities (2019) (0)
- The Changing Relationship Between Commodity Prices and Equity Prices in Commodity Exporting Countries (2012) (0)
- Macroeconomic uncertainty indices for the Euro Area and its individual member countries (2017) (0)
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What Schools Are Affiliated With Barbara Rossi ?
Barbara Rossi is affiliated with the following schools: