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 1 2 20 250
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 1 1 21 384
Advances in Forecasting Under Instability 0 0 1 213 1 1 34 389
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 0 3 19 101
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 0 0 22 174
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 760 1 2 17 2,294
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 0 350 0 0 22 762
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 659 1 1 62 1,601
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 2 3 15 901
Can Exchange Rates Forecast Commodity Prices? 0 1 1 21 0 1 16 112
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 1 1 19 293
Can Exchange Rates Forecast Commodity Prices? 0 0 2 45 1 1 22 252
Can Exchange Rates Forecast Commodity Prices? 0 1 1 206 1 4 19 639
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 0 1 17 228
Can Oil Prices Forecast Exchange Rates? 0 0 0 215 2 5 22 590
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 1 2 43 400
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 2 6 44 308
Can oil prices forecast exchange rates? 0 0 0 109 0 2 15 382
Can oil prices forecast exchange rates? 0 0 0 86 1 2 21 179
Comparing Forecast Performance with State Dependence 0 0 0 19 0 0 13 41
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 1 1 24 102
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 1 1 12 112
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 1 1 1 7 1 1 12 41
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 2 2 14 614
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 3 4 17 119
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 10 48
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 9 300
Detecting and predicting forecast breakdowns 0 0 1 104 3 4 15 430
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 3 235 0 0 30 903
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 18 238
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 3 3 17 287
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 13 238
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 1 3 59 0 2 30 142
Evaluating Forecast Performance with State Dependence 0 0 2 6 1 2 13 22
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 2 12 103
Evaluating forecast performance with state dependence 0 0 0 45 0 0 18 58
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 1 2 12 113
Exchange Rate Predictability 0 0 1 109 1 2 38 268
Exchange Rate Predictability 1 1 6 207 3 11 53 408
Exchange rate predictability 0 1 2 262 4 10 34 1,034
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 1 2 12 207
Forecast Comparisons in Unstable Environments 1 2 11 217 2 4 50 611
Forecast Optimality Tests in the Presence of Instabilities 0 0 1 78 1 1 19 165
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 29 0 2 23 91
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 0 1 18 85
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 1 11 133
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 26 0 2 29 107
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 1 2 22 142
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 3 51 4 5 111 238
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 0 48 2 2 13 109
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 1 66 2 4 105 230
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 1 15 86
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 1 9 0 0 15 50
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 24 0 1 18 55
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 30 0 0 16 76
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 0 0 9 138
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 9 241
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 31 1 1 8 62
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 1 1 104 161
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 106 0 3 12 213
Has the Phillips Curve Flattened? 0 0 1 12 1 2 16 38
Has the Phillips curve flattened? 0 0 13 53 1 3 82 196
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 1 1 49 0 2 35 120
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 0 14 334
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 1 1 7 96
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 1 13 107
Heterogeneous consumers and fiscal policy shocks 0 0 1 28 1 1 9 104
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 2 14 401
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 2 13 158
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 24 308
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 0 40 1 1 9 75
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 0 1 17 166
Identifying the Sources of Model Misspecification 0 0 0 60 1 1 10 114
Identifying the Sources of Model Misspecification 0 0 0 57 3 3 18 182
Identifying the sources of model misspecification 0 0 0 20 0 2 16 105
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 2 11 436
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 1 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 0 0 16 150
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 2 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 462 6 8 27 1,650
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 2 2 21 495
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 1 2 8 399
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 0 9 111 0 1 21 191
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 0 2 33 45
Long-Run Trends in Long-Maturity Real Rates 1311-2021 1 1 4 70 2 3 29 149
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 2 107 0 0 21 222
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 4 98 0 1 24 246
Model Comparisons in Unstable Environments 0 0 0 14 0 1 17 107
Model Comparisons in Unstable Environments 0 0 1 4 0 0 23 58
Model Comparisons in Unstable Environments 0 0 0 37 0 0 6 126
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 64 0 1 21 143
Model comparisons in unstable environments 0 0 0 6 0 0 16 59
Model comparisons in unstable environments 0 0 0 0 0 0 10 10
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 12 414
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 0 4 18 845
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 1 16 239
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 1 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 2 113 0 1 23 157
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 0 2 20 603
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 1 2 15 384
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 1 6 465
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 1 5 32 4 5 24 70
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 6 277 3 9 53 741
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 2 124 4 6 33 247
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 1 1 125 0 1 10 591
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 1 1 11 352
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 2 2 8 441
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 0 0 14 683
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 2 2 11 130
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 6 48
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 11 199
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 1 1 23 111
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 0 53 1 1 13 163
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 1 1 26 103
Understanding Models' Forecasting Performance 0 0 0 44 2 3 6 195
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 0 0 19 106
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 0 1 24 382
Understanding the sources of macroeconomic uncertainty 0 0 2 61 1 2 20 174
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 2 57 0 0 13 206
VAR-based Granger-causality test in the presence of instabilities 0 0 1 81 1 1 16 186
Vector autoregressive-based Granger causality test in the presence of instabilities 1 1 2 23 1 3 22 67
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 0 1 9 262
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 0 1 13 456
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 1 1 22 123
Total Working Papers 7 15 117 12,178 106 224 2,737 36,591

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 1 1 9 37
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 1 1 4 23 1 4 40 103
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 167 0 1 19 433
Alternative tests for correct specification of conditional predictive densities 0 0 1 56 1 1 18 190
Can Exchange Rates Forecast Commodity Prices? 1 2 9 659 1 10 57 1,788
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 1 3 5 221 2 13 32 619
Comment 0 0 0 2 0 0 5 21
Comment 0 0 0 4 0 1 6 43
Comment 0 0 0 7 0 0 38 77
Conditional predictive density evaluation in the presence of instabilities 0 0 1 32 0 0 7 95
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 0 10 48
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 1 2 78 2 5 59 319
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 1 20 189
Detecting and Predicting Forecast Breakdowns 1 1 2 130 2 7 34 449
Evaluating forecast performance with state dependence 0 0 1 7 2 3 21 38
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 0 30 0 0 20 115
Exchange Rate Predictability 1 4 15 337 5 14 63 897
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 0 14 212
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 0 31 0 1 122 213
Forecast comparisons in unstable environments 1 3 19 244 8 30 89 723
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 21 0 2 24 126
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 1 1 3 40 2 3 25 123
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 0 3 19 25
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 17 2 3 14 67
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 2 2 3 76 3 7 18 233
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 35 1 3 15 142
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 0 2 20 343
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 1 2 4 11 1 3 13 43
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 0 10 285
Identifying the sources of model misspecification 1 1 2 43 3 5 27 194
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 0 11 98
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 1 1 14 232
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 14 2 3 17 74
Local projections in unstable environments 2 2 11 19 6 8 62 83
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 2 2 12 32 5 6 75 144
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 2 12 31
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 1 98 0 2 18 427
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 2 89 0 0 24 263
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 2 17 149
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 10 16
Monitoring and Forecasting Currency Crises 0 0 0 98 0 1 14 281
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 53 0 0 13 184
Parameter path estimation in unstable environments: The tvpreg command 0 0 9 14 0 2 29 40
Recursive Predictability Tests for Real-Time Data 0 0 1 51 0 1 16 182
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 1 1 6 32
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 9 118 2 11 67 492
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 1 9 394
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 1 2 9 17
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 1 1 11 357
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 1 9 211
The effects of conventional and unconventional monetary policy on exchange rates 1 1 3 122 2 5 35 475
Uncertainty and deviations from uncovered interest rate parity 1 3 10 91 2 5 36 344
Understanding models' forecasting performance 0 0 1 87 0 1 12 304
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 35 0 1 14 104
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 1 1 18 47
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 1 3 138 0 1 14 518
Total Journal Articles 17 31 145 4,003 63 182 1,440 13,689

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 2 9 110 3 12 74 454
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 9 0 0 10 132
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 10 0 0 9 47
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 1 2 18 27
Forecasting in macroeconomics 0 1 4 86 1 3 25 215
Markov Switching Rationality 0 0 2 4 1 1 9 25
Recent developments in forecast evaluation 2 4 23 41 3 8 38 65
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 1 2 24 61
Total Chapters 2 7 41 265 10 28 207 1,026

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 2 13 482 7 12 64 1,164
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 0 4 128 1 2 22 454
TVPREG: Stata module to perform parameter path estimation in unstable environments 0 1 23 78 0 3 105 278
Total Software Items 1 3 40 688 8 17 191 1,896

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Statistics updated 2026-09-10