Access Statistics for Barbara Rossi

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy 0 0 1 117 2 4 13 233
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 0 28 37 364
Advances in Forecasting Under Instability 0 1 2 212 2 3 9 357
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 2 3 4 84
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 3 6 8 155
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 759 1 4 9 2,278
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 4 350 1 1 13 741
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 658 0 0 1 1,539
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 2 3 6 276
Can Exchange Rates Forecast Commodity Prices? 0 0 0 313 2 2 5 888
Can Exchange Rates Forecast Commodity Prices? 0 0 1 205 2 5 12 624
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 1 1 2 97
Can Exchange Rates Forecast Commodity Prices? 0 1 3 44 2 4 11 233
Can Oil Prices Forecast Exchange Rates? 0 0 2 161 0 3 8 358
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 1 1 4 569
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 0 1 5 211
Can Oil Prices Forecast Exchange Rates? 0 0 1 119 0 1 2 264
Can oil prices forecast exchange rates? 0 0 1 109 0 1 3 368
Can oil prices forecast exchange rates? 0 0 0 86 0 4 5 160
Comparing Forecast Performance with State Dependence 0 0 0 19 0 1 2 29
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 0 1 78
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 1 1 1 101
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 0 0 2 29
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 1 1 4 601
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 1 3 103
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 1 38
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 3 6 552
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 2 4 4 293
Detecting and predicting forecast breakdowns 0 0 0 103 2 2 3 417
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 1 3 233 1 5 14 877
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 2 2 2 222
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 0 1 270
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 1 1 225
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 1 1 2 57 3 7 16 119
Evaluating Forecast Performance with State Dependence 0 0 0 4 0 1 3 9
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 1 3 92
Evaluating forecast performance with state dependence 0 0 1 45 0 0 3 40
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 0 1 3 101
Exchange Rate Predictability 0 1 3 201 3 6 18 359
Exchange Rate Predictability 0 0 2 108 1 2 7 231
Exchange rate predictability 0 0 6 260 0 2 27 1,001
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 0 1 195
Forecast Comparisons in Unstable Environments 1 1 2 207 7 9 12 569
Forecast Optimality Tests in the Presence of Instabilities 0 0 0 77 0 0 0 146
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 21 4 5 11 72
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 29 4 5 9 72
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 1 6 9 125
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 3 26 0 2 5 79
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 9 11 126
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 0 1 6 97
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 1 1 49 2 2 8 129
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 1 1 65 1 3 10 126
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 1 1 6 72
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 1 1 2 9 2 2 8 37
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 24 2 5 8 41
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 30 1 1 5 61
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 0 0 205
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 0 0 2 129
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 2 4 4 235
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 31 0 0 2 54
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 106 2 2 5 203
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 39 3 5 7 60
Has the Phillips Curve Flattened? 0 0 8 11 2 2 21 24
Has the Phillips curve flattened? 1 2 16 41 7 15 65 123
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 2 2 3 87
Heterogeneous Consumers and Fiscal Policy Shocks 1 1 3 48 1 2 8 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 1 2 321
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 2 89
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 1 3 7 98
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 0 0 387
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 0 0 145
Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? 0 0 0 113 3 4 9 288
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 40 0 0 2 66
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 0 1 111 1 1 6 150
Identifying the Sources of Model Misspecification 0 0 0 60 1 2 3 106
Identifying the Sources of Model Misspecification 0 0 0 57 2 4 6 167
Identifying the sources of model misspecification 0 0 0 20 2 3 5 91
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 1 1 426
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 2 2 5 81
In-sample inference and forecasting in misspecified factor models 0 0 1 61 0 2 6 134
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 1 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 4 7 476
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 0 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 460 0 3 21 1,625
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 2 3 393
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 3 15 104 2 5 27 173
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 1 2 7 14
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 1 2 67 1 6 16 125
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 1 105 0 0 4 201
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 2 6 96 1 7 16 229
Model Comparisons in Unstable Environments 0 0 0 3 1 1 3 36
Model Comparisons in Unstable Environments 0 0 0 14 1 2 2 91
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Selection in Unstable Environments 0 0 0 0 1 1 2 45
Model comparisons in unstable environments 0 0 0 64 5 53 56 128
Model comparisons in unstable environments 0 0 0 6 0 0 1 43
Model comparisons in unstable environments 0 0 0 0 0 0 0 0
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 1 402
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 0 0 2 827
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 1 4 224
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 3 171
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 3 5 585
Out-of-sample forecast tests robust to the choice of window size 0 1 4 112 5 10 17 141
Predicting Agri-Commodity Prices: an Asset Pricing Approach 1 1 2 130 2 2 5 371
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 0 1 459
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 2 26 28 3 7 47 50
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 2 272 6 10 22 697
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 2 23 29 218
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 1 1 3 342
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 2 2 2 583
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 0 1 433
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 0 0 1 669
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 0 119
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 1 42
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 1 1 2 44 3 4 9 92
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 1 188
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 1 5 8 153
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 3 4 6 80
Understanding Models' Forecasting Performance 0 0 0 44 0 2 2 189
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 1 3 4 89
Understanding the Sources of Macroeconomic Uncertainty 0 0 1 116 0 2 8 360
Understanding the sources of macroeconomic uncertainty 1 1 1 60 1 3 7 156
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 2 55 0 0 9 193
VAR-based Granger-causality test in the presence of instabilities 0 0 2 80 1 1 7 171
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 21 0 1 4 46
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 1 2 2 254
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 2 185 1 1 4 444
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 59 0 1 5 101
Total Working Papers 11 27 166 12,082 151 396 949 34,079

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of Economic Forecasting 0 0 2 18 0 0 2 28
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 3 4 9 22 6 9 24 70
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 165 0 0 3 414
Alternative tests for correct specification of conditional predictive densities 0 0 4 55 3 4 14 176
Can Exchange Rates Forecast Commodity Prices? 0 2 13 651 2 9 54 1,736
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 1 1 4 217 3 5 12 590
Comment 0 0 0 2 0 0 3 16
Comment 0 0 0 4 0 0 1 37
Comment 0 0 0 7 0 1 1 39
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 0 0 3 88
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 1 1 1 12 1 4 4 39
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 0 76 2 2 4 262
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 1 1 2 170
Detecting and Predicting Forecast Breakdowns 0 1 1 128 2 3 12 417
Evaluating forecast performance with state dependence 1 1 3 7 3 3 10 20
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 2 30 1 1 7 96
Exchange Rate Predictability 0 4 11 324 1 8 31 838
Expectations hypotheses tests at Long Horizons 0 0 0 26 1 1 4 199
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 2 31 6 7 13 98
Forecast comparisons in unstable environments 2 6 16 229 9 16 45 645
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 1 20 1 2 3 104
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 1 1 37 1 5 8 100
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 0 2 7 7
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 6 16 1 3 17 55
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 3 73 1 2 8 216
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 33 2 3 15 130
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 0 8 323
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 1 2 8 0 2 4 31
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 0 3 11 275
Identifying the sources of model misspecification 0 0 3 41 2 4 10 169
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 1 1 2 88
Impulse response confidence intervals for persistent data: What have we learned? 1 1 1 66 2 2 4 220
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 3 13 2 5 10 60
Local projections in unstable environments 1 2 10 10 2 8 26 26
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 1 4 10 22 3 9 40 76
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 1 2 20
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 2 97 3 8 14 414
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 3 87 3 7 18 244
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 0 4 132
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 267
Monitoring and Forecasting Currency Crises 0 0 0 0 0 1 2 7
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 53 1 1 3 172
Parameter path estimation in unstable environments: The tvpreg command 1 4 8 8 2 8 15 15
Recursive Predictability Tests for Real-Time Data 1 1 1 51 1 1 2 167
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 0 2 26
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 5 109 3 10 34 432
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 0 3 385
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 1 3 9
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 0 2 346
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 0 1 202
The effects of conventional and unconventional monetary policy on exchange rates 1 3 11 120 3 8 36 446
Uncertainty and deviations from uncovered interest rate parity 0 2 7 82 2 9 22 312
Understanding models' forecasting performance 0 0 0 86 1 1 3 293
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 2 34 0 0 3 90
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 3 5 9 32
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 1 4 136 1 2 10 505
Total Journal Articles 15 43 158 3,885 83 188 612 12,374

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecasting under Instability 1 2 3 102 2 7 19 383
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 1 1 3 123
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 9 0 0 4 38
Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors 0 0 2 3 1 1 4 10
Forecasting in macroeconomics 0 3 9 82 1 7 21 191
Markov Switching Rationality 0 1 1 2 0 1 5 16
Recent developments in forecast evaluation 4 10 27 27 5 13 38 38
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 3 38
Total Chapters 5 16 44 234 10 31 97 837

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FOREC_INSTAB: Stata module to perform forecast comparison and forecast rationality tests 2 8 38 475 6 33 102 1,125
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 1 1 13 125 4 6 36 437
TVPREG: Stata module to perform parameter path estimation in unstable environments 2 7 59 59 21 42 205 205
Total Software Items 5 16 110 659 31 81 343 1,767

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Statistics updated 2025-11-08