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 0 2 5 111 1 4 27 202
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 2 106 0 1 18 304
Advances in Forecasting Under Instability 0 0 2 206 0 0 12 329
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 1 116 0 0 3 72
Alternative tests for correct specification of conditional predictive densities 0 0 0 23 0 1 6 144
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 2 758 0 1 5 2,267
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 2 339 0 0 5 709
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 0 654 0 0 1 1,530
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 0 0 3 90
Can Exchange Rates Forecast Commodity Prices? 0 0 0 60 1 2 4 266
Can Exchange Rates Forecast Commodity Prices? 0 0 1 37 0 0 6 203
Can Exchange Rates Forecast Commodity Prices? 0 0 5 198 0 0 25 596
Can Exchange Rates Forecast Commodity Prices? 0 0 2 312 2 2 13 868
Can Oil Prices Forecast Exchange Rates? 1 3 3 213 1 5 14 558
Can Oil Prices Forecast Exchange Rates? 0 0 2 156 0 1 6 342
Can Oil Prices Forecast Exchange Rates? 0 0 2 178 1 2 10 194
Can Oil Prices Forecast Exchange Rates? 0 0 1 115 0 1 3 251
Can oil prices forecast exchange rates? 1 1 1 108 1 1 4 362
Can oil prices forecast exchange rates? 0 0 0 84 0 1 3 149
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 30 0 0 0 75
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 0 0 4 0 0 0 25
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 1 3 167 1 2 7 593
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 46 0 0 3 89
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 3 37
Detecting and Predicting Forecast Breakdowns 0 2 2 194 2 5 11 541
Detecting and Predicting Forecast Breakdowns* 0 0 1 84 0 1 3 285
Detecting and predicting forecast breakdowns 0 1 1 102 3 5 7 409
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 11 222 2 16 163 828
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 0 218
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 0 2 267
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 35 0 0 1 222
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 1 1 1 36 2 2 2 86
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 1 20 0 0 4 95
Exchange Rate Predictability 0 0 3 103 0 0 10 214
Exchange Rate Predictability 0 0 1 191 1 1 7 319
Exchange rate predictability 1 1 8 243 3 6 31 920
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 98 0 1 1 189
Forecast Comparisons in Unstable Environments 0 1 5 194 2 6 21 536
Forecast Optimality Tests in the Presence of Instabilities 0 1 1 75 0 1 2 142
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 1 2 15 0 1 6 53
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 1 2 26 0 1 2 59
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 0 3 115
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 22 0 0 0 69
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 63 1 1 1 112
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 8 39 1 2 24 92
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 1 6 43 2 3 18 81
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 5 63 1 1 11 100
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 1 1 2 15 6 6 13 51
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts 0 0 1 2 0 1 3 14
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 22 0 1 7 31
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 28 0 0 4 50
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 0 1 205
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 28 0 0 1 124
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 1 230
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 5 15 100 0 9 44 176
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 29 0 2 8 32
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 3 24 0 1 4 45
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 1 1 3 47 1 1 7 77
Heterogeneous Consumers and Fiscal Policy Shocks 1 1 2 87 2 4 14 301
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 5 42 0 3 10 82
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 3 51 0 0 5 80
Heterogeneous consumers and fiscal policy shocks 0 0 1 25 0 1 4 88
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 1 165 0 0 3 385
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 0 4 143
Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? 1 1 9 106 4 6 32 257
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 2 32 0 0 5 45
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 1 2 108 0 1 6 136
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 2 159
Identifying the Sources of Model Misspecification 0 0 0 58 0 0 4 99
Identifying the sources of model misspecification 0 0 0 20 0 1 1 84
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 1 1 421
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 0 3 73
In-sample inference and forecasting in misspecified factor models 0 0 5 59 1 2 12 120
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 2 52
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 32 0 1 4 169
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 0 4 468
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 3 8 441 1 13 52 1,524
Information criteria for impulse response function matching estimation of DSGE models 0 1 3 107 0 1 8 388
Long-Run Trends in Long-Maturity Real Rates 1311-2021 33 42 42 42 26 48 48 48
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 1 1 93 1 7 12 174
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 4 64 3 3 15 171
Model Comparisons in Unstable Environments 0 0 0 14 1 1 2 88
Model Comparisons in Unstable Environments 0 0 0 36 2 2 2 114
Model Comparisons in Unstable Environments 0 0 0 3 0 0 1 30
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Model comparisons in unstable environments 0 0 0 6 0 0 5 40
Model comparisons in unstable environments 0 0 0 64 0 0 1 70
Monitoring and Forecasting Currency Crises 0 0 0 142 0 0 0 399
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 1 146 0 0 1 823
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 1 113 0 1 5 217
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 1 150
Out-of-sample forecast tests robust to the choice of window size 0 0 2 107 0 0 6 116
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 1 1 5 576
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 128 0 0 3 355
Recursive Predictability Tests for Real-Time Data 0 0 0 109 0 0 0 456
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 4 266 0 1 18 654
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 4 113 0 5 19 170
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 0 0 578
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 0 337
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 0 1 430
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 1 1 206 0 1 4 665
Testing for Weak Identification in Possibly Nonlinear Models 1 1 2 39 2 2 9 116
Tests for the validity of portfolio or group choice in financial and panel regressions 0 1 3 15 0 1 4 40
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 2 90 0 4 15 164
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 41 0 1 5 75
The changing relationship between commodity prices and equity prices in commodity exporting 1 1 2 51 1 1 10 141
The effects of conventional and unconventional monetary policy on exchange rates 0 0 2 69 0 1 5 69
Understanding Models' Forecasting Performance 0 0 1 43 0 0 1 185
Understanding the Sources of Macroeconomic Uncertainty 1 3 8 109 3 21 43 316
Understanding the Sources of Macroeconomic Uncertainty 0 0 2 27 0 1 4 79
Understanding the sources of macroeconomic uncertainty 1 2 3 55 1 3 11 135
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 2 6 47 0 3 13 170
VAR-based Granger-causality test in the presence of instabilities 0 2 7 76 0 2 16 154
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 2 12 0 1 4 26
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 3 126 0 0 8 244
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 181 0 0 4 432
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 3 54 0 0 4 91
Total Working Papers 46 91 269 11,348 85 244 1,085 31,557


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 14 0 0 3 24
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 159 0 0 5 401
Alternative tests for correct specification of conditional predictive densities 0 0 9 47 0 0 22 138
Can Exchange Rates Forecast Commodity Prices? 0 1 23 603 0 8 58 1,585
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 3 4 12 199 4 7 34 540
Comment 0 0 0 2 0 0 1 13
Comment 0 0 0 4 0 0 1 35
Comment 0 0 0 7 0 0 4 38
Conditional predictive density evaluation in the presence of instabilities 0 1 1 31 0 1 2 85
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 73 1 2 11 245
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 0 2 165
Detecting and Predicting Forecast Breakdowns 0 1 1 125 1 3 6 399
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 2 2 2 26 3 3 5 85
Exchange Rate Predictability 0 0 5 302 0 0 21 755
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 0 3 191
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 1 1 21 0 1 2 71
Forecast comparisons in unstable environments 0 2 4 188 1 4 24 527
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 16 1 1 3 94
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 2 5 65 1 5 15 196
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 25 1 4 21 87
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 1 1 3 117 1 1 7 309
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 1 1 4 75 1 1 12 247
Identifying the sources of model misspecification 0 1 5 26 1 6 29 121
Implementing tests for forecast evaluation in the presence of instabilities 0 0 1 22 0 0 4 79
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 62 0 0 3 208
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 10 0 0 4 48
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 4 92 3 4 23 379
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 6 77 2 5 23 207
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 24 1 2 4 117
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 265
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 1 2 2 49 1 2 3 164
Recursive Predictability Tests for Real-Time Data 0 0 1 49 1 1 4 158
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 3 3 1 1 6 22
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 4 13 91 2 13 47 345
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 73 0 0 1 378
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 3 5 337
Testing for weak identification in possibly nonlinear models 3 4 5 51 4 5 9 183
The effects of conventional and unconventional monetary policy on exchange rates 1 2 18 68 4 11 61 302
Uncertainty and deviations from uncovered interest rate parity 2 3 12 68 3 6 37 252
Understanding models' forecasting performance 0 2 5 79 0 4 10 278
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 4 24 0 0 8 68
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 2 126 0 0 10 480
Total Journal Articles 14 34 160 3,357 38 104 555 10,621


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecasting under Instability 1 1 12 90 2 4 37 332
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 8 0 0 1 118
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 8 0 0 0 31
Forecasting in macroeconomics 1 2 7 59 2 4 13 142
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 3 28
Total Chapters 2 3 19 165 4 9 54 651


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 8 17 65 362 9 29 133 858
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 2 7 26 79 7 17 91 286
Total Software Items 10 24 91 441 16 46 224 1,144


Statistics updated 2022-11-05