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 1 117 0 5 24 248
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 0 11 53 383
Advances in Forecasting Under Instability 1 1 2 213 1 2 35 388
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 1 4 17 98
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 0 1 350 0 4 24 762
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 1 1 760 0 8 20 2,292
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 1 1 1 659 1 4 61 1,600
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 0 3 15 111
Can Exchange Rates Forecast Commodity Prices? 0 0 0 205 2 4 17 635
Can Exchange Rates Forecast Commodity Prices? 0 1 2 45 0 6 23 251
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 1 3 13 898
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 1 8 19 292
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 1 6 43 398
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 2 5 39 302
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 2 5 17 227
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 3 7 18 585
Can oil prices forecast exchange rates? 0 0 0 86 2 4 21 177
Can oil prices forecast exchange rates? 0 0 0 109 0 4 13 380
Comparing Forecast Performance with State Dependence 0 0 0 19 1 3 13 41
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 1 8 23 101
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 0 4 11 111
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 6 1 5 11 40
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 0 5 12 612
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 4 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 2 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 1 3 11 426
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 1 3 235 3 8 33 903
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 2 18 238
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 1 8 14 284
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 2 14 238
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 2 58 1 5 30 140
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 0 1 10 101
Evaluating forecast performance with state dependence 0 0 0 45 2 8 18 58
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 0 0 13 111
Exchange Rate Predictability 0 0 1 109 0 5 38 266
Exchange Rate Predictability 2 3 6 206 5 17 45 397
Exchange rate predictability 0 0 1 261 1 4 29 1,024
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 1 3 11 205
Forecast Comparisons in Unstable Environments 3 4 10 215 3 13 48 607
Forecast Optimality Tests in the Presence of Instabilities 1 1 1 78 2 4 18 164
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 29 0 3 23 89
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 2 6 17 84
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 3 14 132
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 26 0 6 29 105
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 2 7 24 140
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 1 3 13 107
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 2 3 51 6 27 108 233
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 2 66 5 26 105 226
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 1 6 14 85
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 1 9 1 5 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 3 19 54
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 30 0 3 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 3 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 1 106 0 3 11 210
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 4 7 105 160
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 31 0 2 9 61
Has the Phillips Curve Flattened? 0 0 2 12 0 3 16 36
Has the Phillips curve flattened? 0 0 17 53 6 20 96 193
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 0 6 33 118
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 1 3 14 106
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 3 6 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 1 6 14 334
Heterogeneous consumers and fiscal policy shocks 0 1 1 28 0 2 9 103
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 4 12 399
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 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 2 3 24 304
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 0 40 0 1 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 3 6 16 165
Identifying the Sources of Model Misspecification 0 0 0 60 1 5 9 113
Identifying the Sources of Model Misspecification 0 0 0 57 0 2 16 179
Identifying the sources of model misspecification 0 0 0 20 1 6 15 103
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 3 9 434
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 1 11 90
In-sample inference and forecasting in misspecified factor models 0 0 0 61 2 8 19 150
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 6 19 79
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 5 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 4 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 0 3 23 1,642
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 2 7 397
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 2 4 11 111 2 5 25 190
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 3 12 31 43
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 1 4 69 0 8 29 146
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 1 2 107 3 9 21 222
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 1 5 98 1 8 25 245
Model Comparisons in Unstable Environments 0 1 1 4 1 9 23 58
Model Comparisons in Unstable Environments 0 0 0 37 1 5 6 126
Model Comparisons in Unstable Environments 0 0 0 14 0 4 17 106
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 6 1 5 16 59
Model comparisons in unstable environments 0 0 0 0 2 5 10 10
Model comparisons in unstable environments 0 0 0 64 1 2 70 142
Monitoring and Forecasting Currency Crises 0 0 0 143 0 4 13 414
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 0 4 14 841
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 5 15 238
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 2 7 41 212
Out-of-sample forecast tests robust to the choice of window size 0 1 1 204 2 6 21 601
Out-of-sample forecast tests robust to the choice of window size 0 0 3 113 0 2 27 156
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 0 3 14 382
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 2 5 464
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 1 7 31 0 5 24 65
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 2 2 6 277 6 13 51 732
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 123 0 3 47 241
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 1 1 12 351
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 0 1 9 590
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 4 6 439
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 1 4 14 683
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 5 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 1 5 22 110
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 1 4 11 199
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 0 3 16 162
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 0 1 5 192
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 3 9 20 106
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 1 5 24 381
Understanding the sources of macroeconomic uncertainty 1 1 2 61 2 5 21 172
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 1 1 1 81 2 5 16 185
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 22 0 5 19 64
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 0 3 9 261
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 2 5 12 455
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 0 4 23 122
Total Working Papers 15 32 131 12,163 126 642 2,796 36,367

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 8 36
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 5 22 4 11 40 99
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 2 2 167 1 8 18 432
Alternative tests for correct specification of conditional predictive densities 0 0 2 56 0 2 19 189
Can Exchange Rates Forecast Commodity Prices? 1 2 12 657 4 15 66 1,778
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 0 2 218 2 8 22 606
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 3 9 95
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 5 13 48
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 77 0 6 55 314
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 1 4 19 188
Detecting and Predicting Forecast Breakdowns 0 1 2 129 3 10 32 442
Evaluating forecast performance with state dependence 0 0 2 7 1 7 21 35
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 0 30 1 7 20 115
Exchange Rate Predictability 0 5 13 333 0 19 55 883
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 2 15 212
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 0 31 0 0 122 212
Forecast comparisons in unstable environments 2 5 20 241 9 20 70 693
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 2 21 1 4 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 5 27 120
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 1 3 17 22
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 17 1 3 14 64
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 2 74 0 4 14 226
Heterogeneous Consumers and Fiscal Policy Shocks 2 2 2 35 3 6 14 139
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 1 6 24 341
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 0 3 9 0 3 13 40
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 2 4 17 285
Identifying the sources of model misspecification 0 0 2 42 1 5 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 1 3 15 231
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 0 3 17 71
Local projections in unstable environments 0 1 13 17 9 23 63 75
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 2 2 14 30 6 24 80 138
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 3 10 29
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 1 1 98 1 4 20 425
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 3 89 1 6 29 263
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 3 17 147
Monitoring and Forecasting Currency Crises 0 0 0 0 0 2 10 16
Monitoring and Forecasting Currency Crises 0 0 0 98 0 3 13 280
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 53 0 3 13 184
Parameter path estimation in unstable environments: The tvpreg command 0 4 14 14 1 9 38 38
Recursive Predictability Tests for Real-Time Data 0 0 1 51 1 3 15 181
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 2 10 117 2 20 64 481
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 3 10 356
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 4 8 210
The effects of conventional and unconventional monetary policy on exchange rates 1 1 4 121 7 11 41 470
Uncertainty and deviations from uncovered interest rate parity 0 0 10 88 3 15 39 339
Understanding models' forecasting performance 0 0 1 87 0 2 12 303
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 2 35 1 2 15 103
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 1 6 22 46
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 3 137 0 2 15 517
Total Journal Articles 8 29 159 3,972 72 335 1,441 13,507

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecasting under Instability 2 6 8 108 5 24 71 442
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 1 2 12 132
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 1 2 10 0 4 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 0 5 16 25
Forecasting in macroeconomics 0 1 8 85 1 7 30 212
Markov Switching Rationality 0 0 3 4 0 1 11 24
Recent developments in forecast evaluation 0 2 26 37 2 4 41 57
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 6 22 59
Total Chapters 2 10 50 258 9 53 215 998

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 2 20 480 1 10 73 1,152
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 2 5 128 1 6 28 452
TVPREG: Stata module to perform parameter path estimation in unstable environments 2 3 39 77 3 11 139 275
Total Software Items 2 7 64 685 5 27 240 1,879

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Statistics updated 2026-06-04