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 3 22 248
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 0 11 49 383
Advances in Forecasting Under Instability 0 1 2 213 0 1 34 388
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 2 6 19 100
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 0 1 26 174
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 1 1 760 0 6 19 2,292
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 350 0 3 23 762
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 1 1 659 0 2 61 1,600
Can Exchange Rates Forecast Commodity Prices? 0 0 0 205 2 5 19 637
Can Exchange Rates Forecast Commodity Prices? 0 1 2 45 0 4 23 251
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 0 6 19 292
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 1 3 13 899
Can Exchange Rates Forecast Commodity Prices? 1 1 1 21 1 3 16 112
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 1 4 19 586
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 1 3 44 399
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 3 6 42 305
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 1 4 18 228
Can oil prices forecast exchange rates? 0 0 0 109 2 6 15 382
Can oil prices forecast exchange rates? 0 0 0 86 1 5 22 178
Comparing Forecast Performance with State Dependence 0 0 0 19 0 3 13 41
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 4 23 101
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 0 3 11 111
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 6 0 4 11 40
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 0 4 12 612
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 3 14 115
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 4 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 1 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 0 2 11 426
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 1 3 235 0 5 31 903
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 2 18 238
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 8 14 284
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 14 238
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 1 1 3 59 1 3 31 141
Evaluating Forecast Performance with State Dependence 0 0 2 6 0 0 12 20
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 2 3 12 103
Evaluating forecast performance with state dependence 0 0 0 45 0 6 18 58
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 1 1 13 112
Exchange Rate Predictability 0 3 6 206 6 16 51 403
Exchange Rate Predictability 0 0 1 109 1 4 38 267
Exchange rate predictability 1 1 2 262 4 7 29 1,028
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 1 4 12 206
Forecast Comparisons in Unstable Environments 1 5 10 216 2 11 49 609
Forecast Optimality Tests in the Presence of Instabilities 0 1 1 78 0 4 18 164
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 29 2 4 24 91
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 1 6 18 85
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 1 3 15 133
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 26 1 3 30 106
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 1 5 25 141
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 0 2 13 107
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 2 3 51 0 12 108 233
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 2 66 0 7 104 226
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 1 7 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 3 15 50
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 24 1 4 19 55
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 30 0 2 16 76
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 4 14 219
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 0 2 10 138
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 2 10 241
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 106 1 4 10 211
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 31 0 2 8 61
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 0 6 105 160
Has the Phillips Curve Flattened? 0 0 1 12 0 2 15 36
Has the Phillips curve flattened? 0 0 16 53 0 15 89 193
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 1 3 34 119
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 4 14 334
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 1 2 15 107
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 6 95
Heterogeneous consumers and fiscal policy shocks 0 1 1 28 0 1 9 103
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 2 4 14 401
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 4 11 156
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 1 3 21 305
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 0 40 0 0 8 74
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 5 16 165
Identifying the Sources of Model Misspecification 0 0 0 60 0 5 9 113
Identifying the Sources of Model Misspecification 0 0 0 57 0 1 16 179
Identifying the sources of model misspecification 0 0 0 20 0 5 15 103
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 2 10 435
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 1 2 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 0 6 18 150
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 5 20 80
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 4 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 2 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 1 1 3 462 2 3 23 1,644
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 1 1 8 398
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 3 10 111 1 5 25 191
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 1 9 32 44
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 1 3 69 1 6 28 147
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 1 2 107 0 5 21 222
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 4 98 1 5 25 246
Model Comparisons in Unstable Environments 0 0 1 4 0 5 23 58
Model Comparisons in Unstable Environments 0 0 0 37 0 4 6 126
Model Comparisons in Unstable Environments 0 0 0 14 1 3 18 107
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 6 0 3 16 59
Model comparisons in unstable environments 0 0 0 0 0 4 10 10
Model comparisons in unstable environments 0 0 0 64 1 3 71 143
Monitoring and Forecasting Currency Crises 0 0 0 143 0 2 13 414
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 2 5 16 843
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 1 6 16 239
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 6 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 2 5 23 603
Out-of-sample forecast tests robust to the choice of window size 0 0 3 113 1 3 27 157
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 1 4 15 383
Recursive Predictability Tests for Real-Time Data 0 0 0 110 1 3 6 465
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 1 6 31 1 6 24 66
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 2 6 277 5 17 55 737
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 123 1 3 48 242
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 1 12 351
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 1 1 1 125 1 2 10 591
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 4 6 439
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 0 3 14 683
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 2 9 128
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 1 6 48
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 0 2 22 110
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 4 11 199
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 0 2 15 162
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 0 5 26 102
Understanding Models' Forecasting Performance 0 0 0 44 1 1 6 193
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 0 2 23 381
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 0 7 20 106
Understanding the sources of macroeconomic uncertainty 0 1 2 61 0 3 20 172
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 1 3 57 0 4 15 206
VAR-based Granger-causality test in the presence of instabilities 0 1 1 81 0 4 16 185
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 22 1 3 20 65
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 1 3 10 262
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 1 5 13 456
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 0 4 23 122
Total Working Papers 6 33 126 12,169 80 515 2,826 36,447

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 8 36
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 4 22 2 13 41 101
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 2 2 167 1 9 19 433
Alternative tests for correct specification of conditional predictive densities 0 0 1 56 0 1 18 189
Can Exchange Rates Forecast Commodity Prices? 1 3 11 658 5 19 64 1,783
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 2 2 4 220 10 15 32 616
Comment 0 0 0 7 0 1 39 77
Comment 0 0 0 4 0 0 5 42
Comment 0 0 0 2 0 2 6 21
Conditional predictive density evaluation in the presence of instabilities 0 0 1 32 0 1 9 95
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 2 13 48
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 77 1 6 56 315
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 2 19 188
Detecting and Predicting Forecast Breakdowns 0 1 2 129 0 6 31 442
Evaluating forecast performance with state dependence 0 0 2 7 0 3 20 35
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 0 30 0 6 20 115
Exchange Rate Predictability 0 4 13 333 2 10 55 885
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 1 14 212
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 0 31 1 1 123 213
Forecast comparisons in unstable environments 2 5 20 243 12 24 76 705
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 21 0 1 22 124
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 0 3 39 0 2 26 120
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 1 3 18 23
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 17 0 3 13 64
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 2 74 0 3 13 226
Heterogeneous Consumers and Fiscal Policy Shocks 0 2 2 35 0 5 14 139
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 0 6 24 341
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 0 2 9 0 3 12 40
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 3 15 285
Identifying the sources of model misspecification 0 0 2 42 0 2 26 189
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 3 11 98
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 0 3 15 231
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 0 2 16 71
Local projections in unstable environments 0 1 13 17 2 19 63 77
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 0 2 13 30 0 9 75 138
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 3 10 29
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 1 98 0 3 19 425
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 3 89 0 5 28 263
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 2 17 147
Monitoring and Forecasting Currency Crises 0 0 0 98 0 3 13 280
Monitoring and Forecasting Currency Crises 0 0 0 0 0 1 10 16
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 53 0 2 13 184
Parameter path estimation in unstable environments: The tvpreg command 0 1 14 14 2 7 38 40
Recursive Predictability Tests for Real-Time Data 0 0 1 51 1 4 16 182
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 0 2 6 31
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 10 117 4 18 66 485
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 2 9 393
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 0 7 15
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 2 10 356
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 3 8 210
The effects of conventional and unconventional monetary policy on exchange rates 0 1 4 121 1 9 38 471
Uncertainty and deviations from uncovered interest rate parity 1 1 10 89 1 10 39 340
Understanding models' forecasting performance 0 0 1 87 1 2 12 304
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 35 1 3 15 104
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 0 6 21 46
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 2 137 0 0 14 517
Total Journal Articles 6 26 154 3,978 48 277 1,440 13,555

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 6 8 108 3 18 73 445
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 0 2 11 132
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 2 10 0 2 12 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 4 17 26
Forecasting in macroeconomics 1 2 7 86 2 6 30 214
Markov Switching Rationality 0 0 3 4 0 0 10 24
Recent developments in forecast evaluation 0 0 24 37 2 4 40 59
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 1 6 23 60
Total Chapters 1 8 47 259 9 42 216 1,007

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 0 1 18 480 1 7 67 1,153
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 0 5 128 1 3 28 453
TVPREG: Stata module to perform parameter path estimation in unstable environments 1 4 35 78 3 12 131 278
Total Software Items 1 5 58 686 5 22 226 1,884

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Statistics updated 2026-07-10