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 0 2 116 1 1 6 221
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 113 1 1 5 328
Advances in Forecasting Under Instability 0 0 1 210 0 3 5 351
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 0 0 3 80
Alternative tests for correct specification of conditional predictive densities 0 0 1 25 0 1 2 148
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 3 6 349 0 6 17 737
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 0 758 0 1 2 2,271
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 0 657 0 0 2 1,538
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 0 1 1 96
Can Exchange Rates Forecast Commodity Prices? 0 0 1 313 0 1 6 885
Can Exchange Rates Forecast Commodity Prices? 0 1 2 43 2 3 7 227
Can Exchange Rates Forecast Commodity Prices? 0 0 1 204 1 4 5 616
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 1 2 2 272
Can Oil Prices Forecast Exchange Rates? 0 0 5 161 0 2 10 354
Can Oil Prices Forecast Exchange Rates? 0 0 0 118 0 0 3 262
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 2 3 5 209
Can Oil Prices Forecast Exchange Rates? 0 0 0 214 0 1 4 566
Can oil prices forecast exchange rates? 0 0 1 86 0 1 3 156
Can oil prices forecast exchange rates? 0 0 0 108 0 0 2 366
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 0 0 77
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 1 5 1 1 2 28
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 1 1 2 598
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 1 49 1 1 4 101
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 1 1 1 38
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 3 4 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 1 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 0 2 414
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 2 230 1 3 10 866
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 0 0 269
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 0 224
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 1 1 1 90
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 0 0 1 98
Exchange Rate Predictability 0 0 5 199 2 6 16 348
Exchange Rate Predictability 1 1 2 107 2 3 7 227
Exchange rate predictability 3 5 12 260 8 11 34 986
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 0 0 194
Forecast Comparisons in Unstable Environments 0 0 6 205 0 2 9 559
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 0 0 1 28 1 1 2 64
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 20 0 0 3 63
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 2 2 2 118
Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models 0 0 0 23 0 0 1 74
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 64 0 0 1 115
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 48 1 1 10 123
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 47 0 0 3 91
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 1 64 1 1 10 118
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 1 2 5 70
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 1 2 8 2 4 7 34
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 1 1 1 24 2 2 3 35
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 29 1 2 4 58
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 1 2 128
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 0 0 1 39 1 1 3 54
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 29 0 0 1 52
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 104 0 0 2 198
Has the Phillips curve flattened? 1 5 31 31 6 17 79 79
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 0 0 1 84
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 92 1 1 5 320
Heterogeneous Consumers and Fiscal Policy Shocks 1 1 4 47 2 2 6 90
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 54 1 1 4 88
Heterogeneous consumers and fiscal policy shocks 0 0 1 26 0 0 3 92
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 0 1 387
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 0 0 5 279
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 39 0 0 5 64
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 1 1 111 2 4 7 148
Identifying the Sources of Model Misspecification 0 0 0 60 0 0 0 103
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 1 162
Identifying the sources of model misspecification 0 0 0 20 0 0 1 87
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 2 3 78
In-sample inference and forecasting in misspecified factor models 0 0 0 60 1 1 6 130
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 2 59
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 0 0 469
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 34 0 0 1 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 4 458 0 2 26 1,609
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? 0 0 0 0 1 3 10 10
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 0 6 65 1 5 29 115
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 5 104 1 1 11 198
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 1 1 5 91 1 2 10 216
Model Comparisons in Unstable Environments 0 0 0 3 0 1 2 34
Model Comparisons in Unstable Environments 0 0 0 14 0 0 1 89
Model Comparisons in Unstable Environments 0 0 0 37 0 1 3 120
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Model comparisons in unstable environments 0 0 0 6 1 1 2 43
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
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 1 1 3 826
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 1 114 0 0 2 221
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 2 11 171
Out-of-sample forecast tests robust to the choice of window size 0 1 1 109 1 2 9 127
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 0 1 580
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 1 1 129 0 2 4 368
Recursive Predictability Tests for Real-Time Data 0 0 1 110 0 1 2 459
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 2 8 24 24 5 21 33 33
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 0 1 11 680
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 1 120 1 4 6 193
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 77 0 0 1 339
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 1 1 433
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 1 1 2 669
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 1 119
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 1 1 1 42
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 1 43 3 4 6 87
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 91 0 0 1 187
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 52 0 0 4 146
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 71 0 0 2 75
Understanding Models' Forecasting Performance 0 0 0 44 0 0 0 187
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 0 0 1 85
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 115 0 1 7 354
Understanding the sources of macroeconomic uncertainty 0 0 1 59 0 1 7 150
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 1 53 0 3 5 187
VAR-based Granger-causality test in the presence of instabilities 0 1 1 79 0 2 3 166
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 7 21 0 3 11 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 0 2 184 1 1 5 442
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 1 58 0 1 2 97
Total Working Papers 10 35 172 11,760 75 178 613 33,039

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 1 2 2 18 1 2 2 28
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 1 2 164 0 1 4 413
Alternative tests for correct specification of conditional predictive densities 1 2 3 53 2 5 10 167
Can Exchange Rates Forecast Commodity Prices? 0 1 7 639 5 12 34 1,695
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 1 2 4 215 1 3 17 582
Comment 0 0 0 7 0 0 0 38
Comment 0 0 0 2 2 2 2 15
Comment 0 0 0 4 0 1 1 37
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 0 1 1 86
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 76 0 1 3 259
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 1 2 169
Detecting and Predicting Forecast Breakdowns 0 0 2 127 1 1 5 406
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 1 1 29 0 3 5 93
Exchange Rate Predictability 2 3 5 316 2 11 30 818
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 1 4 197
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 1 29 1 2 9 88
Forecast comparisons in unstable environments 1 3 15 216 3 10 48 612
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 0 2 101
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 1 2 3 72 2 4 8 212
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 5 33 3 7 18 123
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 1 1 1 316
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 1 1 7 87 1 2 8 266
Identifying the sources of model misspecification 0 1 4 40 1 2 8 163
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 1 3 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 1 11 1 3 4 53
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 1 1 2 96 1 2 6 402
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 2 84 1 1 8 228
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 2 31 1 1 3 129
Monitoring and Forecasting Currency Crises 0 0 0 98 1 2 2 267
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 52 0 1 3 170
Recursive Predictability Tests for Real-Time Data 0 0 1 50 0 0 4 165
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 4 0 0 2 24
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 3 105 3 8 21 409
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 1 1 2 383
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 0 2 345
Testing for weak identification in possibly nonlinear models 0 0 2 56 1 1 10 202
The effects of conventional and unconventional monetary policy on exchange rates 0 6 21 115 7 15 51 426
Uncertainty and deviations from uncovered interest rate parity 0 0 1 76 1 3 11 295
Understanding models' forecasting performance 0 0 1 86 0 1 4 291
Vector autoregressive-based Granger causality test in the presence of instabilities 1 1 2 33 1 1 6 88
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 1 4 133 3 3 7 498
Total Journal Articles 12 30 107 3,655 48 117 372 11,562

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 0 3 99 1 3 11 367
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 8 0 0 0 120
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 8 1 1 1 35
Forecasting in macroeconomics 0 2 4 75 1 4 13 174
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 0 5 36
Total Chapters 0 2 7 190 3 8 30 732

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 6 36 450 10 23 98 1,061
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 2 8 21 120 5 13 44 417
TVPREG: Stata module to perform parameter path estimation in unstable environments 11 21 23 23 30 82 97 97
Total Software Items 14 35 80 593 45 118 239 1,575

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Statistics updated 2025-03-03