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 1 1 2 117 2 4 8 226
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 1 1 114 4 5 10 334
Advances in Forecasting Under Instability 0 1 1 211 1 2 7 354
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 0 1 2 81
Alternative tests for correct specification of conditional predictive densities 0 0 1 25 0 0 2 148
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 4 349 1 2 14 739
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 759 1 1 4 2,273
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 1 1 658 0 1 1 1,539
Can Exchange Rates Forecast Commodity Prices? 0 0 2 43 0 1 7 228
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 0 0 1 96
Can Exchange Rates Forecast Commodity Prices? 0 0 1 313 1 1 5 886
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 0 0 3 273
Can Exchange Rates Forecast Commodity Prices? 0 1 1 205 0 2 6 618
Can Oil Prices Forecast Exchange Rates? 0 1 1 119 0 1 1 263
Can Oil Prices Forecast Exchange Rates? 0 0 2 161 0 1 7 355
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 0 1 4 210
Can Oil Prices Forecast Exchange Rates? 0 0 0 214 0 1 3 567
Can oil prices forecast exchange rates? 0 0 0 86 0 0 1 156
Can oil prices forecast exchange rates? 0 1 1 109 0 1 3 367
Comparing Forecast Performance with State Dependence 0 0 0 19 0 0 2 28
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 1 1 78
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 0 0 0 100
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 1 2 6 0 1 3 29
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 0 1 3 600
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 0 3 101
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 0 0 3 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 0 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 0 2 415
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 1 4 232 2 5 14 872
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 0 220
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 1 1 270
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 0 224
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 7 56 0 1 20 110
Evaluating Forecast Performance with State Dependence 0 0 1 4 0 1 4 8
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 1 2 91
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 1 1 1 99
Exchange Rate Predictability 0 1 5 200 0 3 16 352
Exchange Rate Predictability 0 0 3 108 1 1 7 229
Exchange rate predictability 0 0 11 260 4 8 38 999
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 0 0 194
Forecast Comparisons in Unstable Environments 1 1 4 206 1 1 6 560
Forecast Optimality Tests in the Presence of Instabilities 0 0 0 77 0 0 1 146
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 1 1 2 29 1 2 5 67
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 1 2 21 0 1 7 67
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 0 2 118
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 24 0 1 2 76
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 0 0 1 116
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 47 0 1 5 94
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 48 0 2 9 125
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 1 64 1 3 12 122
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 1 5 71
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 2 8 0 1 7 35
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 24 1 1 4 36
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 1 1 30 0 2 6 60
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 1 128
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 1 231
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 1 2 2 106 2 3 5 201
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 39 0 1 3 55
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 1 1 1 30 1 1 2 53
Has the Phillips Curve Flattened? 1 2 11 11 1 3 21 21
Has the Phillips curve flattened? 1 5 37 37 7 21 104 104
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 0 0 2 85
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 54 0 0 5 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 3 47 0 1 7 92
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 92 0 0 3 320
Heterogeneous consumers and fiscal policy shocks 0 0 2 27 0 0 4 94
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 1 113 4 5 7 284
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 1 1 40 0 1 3 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 0 0 6 149
Identifying the Sources of Model Misspecification 0 0 0 60 0 1 1 104
Identifying the Sources of Model Misspecification 0 0 0 57 0 1 2 163
Identifying the sources of model misspecification 0 0 0 20 0 1 2 88
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 0 0 425
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 1 4 79
In-sample inference and forecasting in misspecified factor models 0 1 1 61 1 2 5 132
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 2 60
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 0 3 459 2 9 27 1,621
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 0 1 3 472
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 0 390
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 6 18 101 1 7 28 166
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 0 2 12 12
Long-Run Trends in Long-Maturity Real Rates 1311-2021 1 1 4 66 2 4 17 119
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 1 3 105 0 3 10 201
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 1 3 4 94 1 4 9 221
Model Comparisons in Unstable Environments 0 0 0 14 0 0 1 89
Model Comparisons in Unstable Environments 0 0 0 3 0 1 2 35
Model Comparisons in Unstable Environments 0 0 0 37 0 0 2 120
Model Selection in Unstable Environments 0 0 0 0 0 1 1 44
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Model comparisons in unstable environments 0 0 0 6 0 0 2 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 0 401
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 0 1 4 827
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 2 3 223
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 8 171
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 0 1 580
Out-of-sample forecast tests robust to the choice of window size 0 1 2 110 1 3 8 130
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 129 0 0 4 368
Recursive Predictability Tests for Real-Time Data 0 0 1 110 0 0 2 459
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 1 25 25 1 8 42 42
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 1 2 12 682
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 1 121 0 1 6 194
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 0 339
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 0 0 581
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 2 669
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 0 0 0 91 0 1 1 188
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 0 1 6 88
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 0 52 1 1 2 147
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 0 0 2 76
Understanding Models' Forecasting Performance 0 0 0 44 0 0 0 187
Understanding the Sources of Macroeconomic Uncertainty 0 0 1 116 1 2 11 358
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 0 1 1 86
Understanding the sources of macroeconomic uncertainty 0 0 0 59 1 2 4 152
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 1 2 54 0 3 8 191
VAR-based Granger-causality test in the presence of instabilities 0 1 2 80 0 2 6 169
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 5 21 0 0 7 45
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 0 0 2 252
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 1 2 185 0 1 3 443
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 2 59 0 2 3 99
Total Working Papers 11 44 216 12,043 50 174 739 33,621

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 1 3 5 18 1 7 18 60
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 1 2 165 0 1 4 414
Alternative tests for correct specification of conditional predictive densities 1 1 5 55 1 2 11 171
Can Exchange Rates Forecast Commodity Prices? 2 6 14 647 7 17 49 1,719
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 1 4 216 0 2 13 584
Comment 0 0 0 7 0 0 0 38
Comment 0 0 0 2 0 0 2 15
Comment 0 0 0 4 0 0 1 37
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 0 0 1 86
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 11 0 0 1 35
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 76 0 0 3 259
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 0 2 169
Detecting and Predicting Forecast Breakdowns 0 0 1 127 1 5 9 411
Evaluating forecast performance with state dependence 0 0 2 5 1 1 12 15
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 1 2 30 0 1 6 95
Exchange Rate Predictability 0 1 9 320 2 5 35 830
Expectations hypotheses tests at Long Horizons 0 0 0 26 1 1 4 198
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 1 3 31 0 1 8 90
Forecast comparisons in unstable environments 2 4 18 223 6 10 47 629
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 1 3 102
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 0 2 36 1 2 7 94
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 0 4 5 5
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 6 15 1 3 18 51
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 2 72 1 1 7 213
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 33 0 2 14 125
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 1 2 317
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 1 1 1 7 1 1 2 28
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 2 2 6 270
Identifying the sources of model misspecification 0 0 4 40 0 0 7 163
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 0 2 87
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 0 0 1 216
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 2 12 1 2 5 55
Local projections in unstable environments 0 1 4 4 2 8 14 14
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 1 1 17 17 5 7 63 63
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 0 1 19
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 1 2 97 1 4 9 406
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 1 4 86 1 6 14 235
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 1 31 0 0 3 130
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 1 6
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 267
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 53 0 0 2 171
Parameter path estimation in unstable environments: The tvpreg command 0 0 0 0 2 2 2 2
Recursive Predictability Tests for Real-Time Data 0 0 0 50 0 1 3 166
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 0 2 25
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 2 3 107 2 8 23 419
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 0 3 384
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 0 2 8
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 1 3 346
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 0 3 202
The effects of conventional and unconventional monetary policy on exchange rates 0 2 17 117 4 7 45 433
Uncertainty and deviations from uncovered interest rate parity 1 1 4 79 1 2 14 301
Understanding models' forecasting performance 0 0 1 86 1 1 4 292
Vector autoregressive-based Granger causality test in the presence of instabilities 1 1 3 34 1 1 7 89
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 1 1 4 25
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 2 4 135 1 3 10 503
Total Journal Articles 11 33 154 3,824 49 124 541 12,115

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 1 2 100 1 2 11 372
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 8 1 1 1 121
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 8 0 0 1 35
Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors 0 1 2 3 0 1 5 9
Forecasting in macroeconomics 2 3 8 79 2 5 22 184
Markov Switching Rationality 0 0 0 1 1 2 5 14
Recent developments in forecast evaluation 2 3 13 13 3 6 19 19
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 3 37
Total Chapters 4 8 25 212 8 18 67 791

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 41 462 7 19 94 1,086
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 1 18 123 1 4 42 425
TVPREG: Stata module to perform parameter path estimation in unstable environments 5 14 43 43 11 36 147 147
Total Software Items 7 23 102 628 19 59 283 1,658

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Statistics updated 2025-07-04