Access Statistics for Barbara Rossi

Author contact details at EconPapers.

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 0 117 2 3 19 252
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 0 2 21 385
Advances in Forecasting Under Instability 0 0 1 213 0 2 33 390
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 1 2 19 103
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 4 4 23 178
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 760 3 5 20 2,298
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 0 350 2 3 24 765
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 659 1 2 63 1,602
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 2 4 15 903
Can Exchange Rates Forecast Commodity Prices? 0 0 1 21 1 2 17 114
Can Exchange Rates Forecast Commodity Prices? 0 0 1 206 0 4 18 642
Can Exchange Rates Forecast Commodity Prices? 0 0 1 45 1 3 21 254
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 2 4 20 296
Can Oil Prices Forecast Exchange Rates? 0 1 1 181 4 7 24 235
Can Oil Prices Forecast Exchange Rates? 0 0 0 215 8 10 29 598
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 3 7 49 313
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 8 9 50 408
Can oil prices forecast exchange rates? 0 0 0 109 3 5 19 387
Can oil prices forecast exchange rates? 0 0 0 86 2 4 22 182
Comparing Forecast Performance with State Dependence 0 0 0 19 0 0 12 41
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 1 24 102
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 1 2 12 113
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 1 1 7 1 2 13 42
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 2 6 17 618
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 5 9 22 125
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 3 4 14 52
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 3 11 563
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 2 9 302
Detecting and predicting forecast breakdowns 0 0 1 104 2 6 16 433
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 1 1 3 236 2 3 29 906
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 1 17 239
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 4 18 288
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 3 4 17 242
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 2 59 2 4 27 146
Evaluating Forecast Performance with State Dependence 0 0 2 6 1 3 15 24
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 1 1 12 104
Evaluating forecast performance with state dependence 0 0 0 45 3 4 22 62
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 3 5 16 117
Exchange Rate Predictability 1 3 8 209 6 11 57 416
Exchange Rate Predictability 0 0 1 109 4 5 41 272
Exchange rate predictability 1 1 3 263 8 15 44 1,045
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 1 2 13 208
Forecast Comparisons in Unstable Environments 1 4 13 220 6 13 53 622
Forecast Optimality Tests in the Presence of Instabilities 0 0 1 78 3 5 23 169
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 29 0 0 19 91
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 2 2 15 87
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 3 3 11 136
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 26 3 3 31 110
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 2 4 19 145
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 51 1 5 110 239
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 0 48 0 3 13 110
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 1 2 67 3 7 109 235
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 2 2 16 88
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts 0 0 0 9 3 3 16 53
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 24 1 3 17 58
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 30 4 4 19 80
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 0 14 219
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 4 6 15 144
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 2 2 8 243
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 31 0 2 9 63
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 106 1 2 12 215
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 2 3 103 163
Has the Phillips Curve Flattened? 1 1 2 13 5 6 19 43
Has the Phillips curve flattened? 1 3 15 56 2 5 77 200
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 1 49 0 0 33 120
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 48 5 5 17 112
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 1 1 14 335
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 4 5 11 100
Heterogeneous consumers and fiscal policy shocks 0 0 1 28 0 2 7 105
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 1 15 402
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 3 15 160
Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? 0 3 3 116 4 11 28 316
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 0 40 2 3 11 77
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 0 1 112 2 4 20 170
Identifying the Sources of Model Misspecification 0 0 0 57 1 5 17 184
Identifying the Sources of Model Misspecification 0 0 0 60 6 7 14 120
Identifying the sources of model misspecification 0 0 0 20 6 6 20 111
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 1 10 436
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 1 1 11 92
In-sample inference and forecasting in misspecified factor models 0 0 0 61 2 5 21 155
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 1 1 12 186
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 462 2 9 28 1,653
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 3 5 22 498
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 3 8 401
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 0 7 111 2 2 20 193
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 3 4 35 49
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 1 3 70 9 11 33 158
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 2 107 0 1 22 223
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 1 3 99 3 6 23 252
Model Comparisons in Unstable Environments 0 0 0 14 5 6 22 113
Model Comparisons in Unstable Environments 0 0 0 37 3 4 10 130
Model Comparisons in Unstable Environments 0 0 1 4 0 0 22 58
Model Selection in Unstable Environments 0 0 0 0 2 3 7 52
Model comparisons in unstable environments 0 0 0 6 2 3 19 62
Model comparisons in unstable environments 0 0 0 0 1 1 11 11
Model comparisons in unstable environments 0 0 0 64 0 1 16 144
Monitoring and Forecasting Currency Crises 0 0 0 143 0 2 14 416
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 1 2 20 847
Out-of-Sample Forecast Tests Robust to Window Size Choice 1 1 1 115 2 4 19 243
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 2 2 20 605
Out-of-sample forecast tests robust to the choice of window size 0 0 1 113 6 6 22 163
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 0 130 0 1 13 384
Recursive Predictability Tests for Real-Time Data 0 0 0 110 4 4 10 469
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 1 4 32 6 10 26 76
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 5 277 4 9 50 747
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 124 2 7 32 250
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 1 125 1 1 9 592
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 2 4 13 355
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 5 9 15 448
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 4 5 19 688
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 1 4 13 132
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 1 7 49
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 44 3 4 22 114
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 1 1 12 200
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 0 53 2 4 13 166
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 1 2 24 104
Understanding Models' Forecasting Performance 0 0 0 44 1 3 7 196
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 2 3 20 109
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 2 2 24 384
Understanding the sources of macroeconomic uncertainty 0 0 1 61 3 5 22 178
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 2 57 6 7 20 213
VAR-based Granger-causality test in the presence of instabilities 0 0 1 81 4 5 19 190
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 2 23 1 2 22 68
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 4 5 13 267
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 2 4 16 460
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 3 7 28 129
Total Working Papers 7 25 114 12,196 297 507 2,913 36,992

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 0 18 4 5 13 41
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 1 3 3 25 5 7 39 109
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 167 2 2 21 435
Alternative tests for correct specification of conditional predictive densities 0 0 1 56 4 7 20 196
Can Exchange Rates Forecast Commodity Prices? 0 4 11 662 26 32 83 1,819
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 1 4 221 5 10 37 627
Comment 0 0 0 4 1 2 8 45
Comment 0 0 0 2 2 2 7 23
Comment 0 0 0 7 2 2 40 79
Conditional predictive density evaluation in the presence of instabilities 1 1 2 33 3 4 11 99
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 0 12 1 1 10 49
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 2 78 1 3 58 320
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 3 3 22 192
Detecting and Predicting Forecast Breakdowns 0 2 3 131 2 7 37 454
Evaluating forecast performance with state dependence 0 0 0 7 4 7 23 43
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 0 30 0 0 19 115
Exchange Rate Predictability 0 1 13 337 11 19 73 911
Expectations hypotheses tests at Long Horizons 0 0 0 26 2 2 15 214
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 0 31 2 2 117 215
Forecast comparisons in unstable environments 1 2 16 245 7 19 89 734
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 21 1 1 23 127
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 1 3 40 4 7 28 128
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 1 1 19 26
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 1 1 2 18 1 5 15 70
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 2 3 76 1 4 18 234
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 35 4 7 18 148
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 1 2 22 345
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 1 3 11 1 2 13 44
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 1 1 1 89 2 2 12 287
Identifying the sources of model misspecification 0 1 2 43 0 3 25 194
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 1 1 11 99
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 66 0 2 13 233
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 14 2 5 17 77
Local projections in unstable environments 1 5 12 22 2 14 65 91
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 2 6 14 36 9 17 80 156
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 2 12 32
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 1 98 4 4 17 431
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 2 89 0 0 19 263
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 2 18 150
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 14 281
Monitoring and Forecasting Currency Crises 0 0 0 0 1 1 10 17
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 53 1 2 14 186
Parameter path estimation in unstable environments: The tvpreg command 1 1 7 15 6 6 31 46
Recursive Predictability Tests for Real-Time Data 0 0 0 51 1 1 16 183
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 2 3 8 34
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 11 120 7 16 74 506
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 1 1 10 395
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 2 4 11 20
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 1 11 357
Testing for weak identification in possibly nonlinear models 0 0 0 56 1 1 10 212
The effects of conventional and unconventional monetary policy on exchange rates 1 2 3 123 4 6 33 479
Uncertainty and deviations from uncovered interest rate parity 1 3 11 93 2 5 35 347
Understanding models' forecasting performance 0 0 1 87 1 1 12 305
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 35 2 2 16 106
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 0 1 15 47
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 2 138 1 1 14 519
Total Journal Articles 12 40 141 4,026 155 269 1,521 13,895

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecasting under Instability 0 0 8 110 3 8 76 459
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 9 0 0 9 132
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 10 2 2 11 49
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 5 2 3 19 29
Forecasting in macroeconomics 0 0 4 86 4 5 28 219
Markov Switching Rationality 0 0 2 4 1 2 10 26
Recent developments in forecast evaluation 0 3 15 42 3 8 32 70
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 23 61
Total Chapters 0 3 32 266 15 29 208 1,045

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 1 3 9 484 8 17 49 1,174
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 1 1 4 129 2 6 22 459
TVPREG: Stata module to perform parameter path estimation in unstable environments 2 3 22 81 4 7 80 285
Total Software Items 4 7 35 694 14 30 151 1,918

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Statistics updated 2026-11-12