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 0 2 19 250
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 1 2 21 385
Advances in Forecasting Under Instability 0 0 1 213 1 2 35 390
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 1 2 20 102
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 0 350 1 1 23 763
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 760 1 3 18 2,295
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 659 0 1 62 1,601
Can Exchange Rates Forecast Commodity Prices? 0 0 1 45 1 2 22 253
Can Exchange Rates Forecast Commodity Prices? 0 1 1 206 3 5 20 642
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 0 2 15 901
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 1 2 20 294
Can Exchange Rates Forecast Commodity Prices? 0 0 1 21 1 1 17 113
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 0 1 42 400
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 2 5 46 310
Can Oil Prices Forecast Exchange Rates? 1 1 1 181 3 3 20 231
Can Oil Prices Forecast Exchange Rates? 0 0 0 215 0 4 22 590
Can oil prices forecast exchange rates? 0 0 0 109 2 2 16 384
Can oil prices forecast exchange rates? 0 0 0 86 1 2 20 180
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 0 1 12 112
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 1 1 7 0 1 12 41
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 2 4 16 616
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 5 18 120
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 1 1 11 49
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 1 10 301
Detecting and predicting forecast breakdowns 0 0 1 104 1 5 16 431
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 2 235 1 1 28 904
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 1 4 18 288
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 1 1 14 239
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 3 59 2 3 28 144
Evaluating Forecast Performance with State Dependence 0 0 2 6 1 3 14 23
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 0 11 103
Evaluating forecast performance with state dependence 0 0 0 45 1 1 19 59
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 1 2 13 114
Exchange Rate Predictability 1 2 7 208 2 7 54 410
Exchange Rate Predictability 0 0 1 109 0 1 38 268
Exchange rate predictability 0 0 2 262 3 9 36 1,037
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 1 12 207
Forecast Comparisons in Unstable Environments 2 3 13 219 5 7 54 616
Forecast Optimality Tests in the Presence of Instabilities 0 0 1 78 1 2 20 166
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 29 0 0 23 91
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 0 0 17 85
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 0 9 133
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 26 0 1 28 107
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 1 2 20 143
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 0 48 1 3 13 110
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 3 51 0 5 111 238
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 1 1 2 67 2 6 107 232
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 0 15 86
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts 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 2 2 18 57
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 2 2 11 140
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 8 241
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 106 1 3 13 214
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 0 1 104 161
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 31 1 2 9 63
Has the Phillips Curve Flattened? 0 0 1 12 0 2 16 38
Has the Phillips curve flattened? 2 2 15 55 2 5 82 198
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 1 1 49 0 1 35 120
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 0 13 334
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 0 13 107
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 1 7 96
Heterogeneous consumers and fiscal policy shocks 0 0 1 28 1 2 8 105
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 1 1 15 402
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 3 14 159
Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? 3 3 3 116 4 7 27 312
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 0 40 0 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 2 3 19 168
Identifying the Sources of Model Misspecification 0 0 0 60 0 1 9 114
Identifying the Sources of Model Misspecification 0 0 0 57 1 4 18 183
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 0 1 11 436
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 0 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 3 3 19 153
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 462 1 7 26 1,651
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 2 21 495
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 0 0 107 0 1 8 399
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 0 8 111 0 0 20 191
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 1 2 33 46
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 1 3 70 0 2 25 149
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 2 107 1 1 22 223
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 1 1 3 99 3 3 21 249
Model Comparisons in Unstable Environments 0 0 0 14 1 1 18 108
Model Comparisons in Unstable Environments 0 0 1 4 0 0 23 58
Model Comparisons in Unstable Environments 0 0 0 37 1 1 7 127
Model Selection in Unstable Environments 0 0 0 0 1 1 6 50
Model comparisons in unstable environments 0 0 0 0 0 0 10 10
Model comparisons in unstable environments 0 0 0 64 1 1 21 144
Model comparisons in unstable environments 0 0 0 6 1 1 17 60
Monitoring and Forecasting Currency Crises 0 0 0 143 2 2 14 416
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 1 3 19 846
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 2 2 17 241
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 0 0 18 603
Out-of-sample forecast tests robust to the choice of window size 0 0 1 113 0 0 21 157
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 0 1 15 384
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 0 6 465
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 1 5 32 0 4 23 70
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 5 277 2 6 52 743
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 124 1 6 32 248
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 1 2 12 353
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 1 125 0 0 10 591
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 2 4 10 443
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 1 1 15 684
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 1 3 12 131
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 1 1 7 49
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 0 1 22 111
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 0 53 1 2 12 164
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 0 1 26 103
Understanding Models' Forecasting Performance 0 0 0 44 0 2 6 195
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 1 1 19 107
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 0 1 22 382
Understanding the sources of macroeconomic uncertainty 0 0 2 61 1 3 20 175
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 2 57 1 1 14 207
VAR-based Granger-causality test in the presence of instabilities 0 0 1 81 0 1 16 186
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 2 23 0 2 21 67
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 1 1 10 263
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 2 2 15 458
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 3 4 25 126
Total Working Papers 11 20 118 12,189 104 248 2,767 36,695

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 0 1 9 37
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 1 2 5 24 1 3 40 104
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 167 0 0 19 433
Alternative tests for correct specification of conditional predictive densities 0 0 1 56 2 3 19 192
Can Exchange Rates Forecast Commodity Prices? 3 4 11 662 5 10 59 1,793
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 1 5 221 3 6 35 622
Comment 0 0 0 4 1 2 7 44
Comment 0 0 0 7 0 0 38 77
Comment 0 0 0 2 0 0 5 21
Conditional predictive density evaluation in the presence of instabilities 0 0 1 32 1 1 8 96
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 0 4 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 2 3 131 3 10 37 452
Evaluating forecast performance with state dependence 0 0 1 7 1 4 22 39
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 0 4 13 337 3 15 63 900
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 0 121 213
Forecast comparisons in unstable environments 0 1 17 244 4 22 91 727
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 21 0 2 23 126
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 1 3 40 1 4 25 124
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 0 2 18 25
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 17 2 5 15 69
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 2 3 76 0 7 18 233
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 35 2 5 16 144
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 1 3 21 344
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 2 3 11 0 3 12 43
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 0 10 285
Identifying the sources of model misspecification 0 1 2 43 0 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 2 15 233
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 14 1 4 17 75
Local projections in unstable environments 2 4 12 21 6 12 65 89
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 2 4 13 34 3 9 74 147
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 2 12 31
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 1 98 0 2 16 427
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 2 89 0 0 22 263
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 2 17 149
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 9 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 1 1 14 185
Parameter path estimation in unstable environments: The tvpreg command 0 0 7 14 0 0 27 40
Recursive Predictability Tests for Real-Time Data 0 0 1 51 0 0 16 182
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 0 1 6 32
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 10 119 7 14 70 499
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 3 9 18
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 0 1 9 211
The effects of conventional and unconventional monetary policy on exchange rates 0 1 3 122 0 4 32 475
Uncertainty and deviations from uncovered interest rate parity 1 3 10 92 1 5 35 345
Understanding models' forecasting performance 0 0 1 87 0 0 12 304
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 35 0 0 14 104
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 0 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 11 36 144 4,014 51 185 1,449 13,740

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 2 11 75 456
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 0 1 18 27
Forecasting in macroeconomics 0 0 4 86 0 1 25 215
Markov Switching Rationality 0 0 2 4 0 1 9 25
Recent developments in forecast evaluation 1 5 19 42 2 8 34 67
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 23 61
Total Chapters 1 7 37 266 4 23 203 1,030

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 10 483 2 13 47 1,166
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 0 4 128 3 4 24 457
TVPREG: Stata module to perform parameter path estimation in unstable environments 1 1 22 79 3 3 97 281
Total Software Items 2 4 36 690 8 20 168 1,904

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Statistics updated 2026-10-11