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 1 1 20 249
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 114 0 0 47 383
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 1 4 20 101
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 0 0 25 174
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 760 1 1 19 2,293
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 0 350 0 0 22 762
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 1 1 659 0 1 61 1,600
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 0 1 19 292
Can Exchange Rates Forecast Commodity Prices? 0 0 2 45 0 0 22 251
Can Exchange Rates Forecast Commodity Prices? 0 1 1 21 0 1 16 112
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 0 2 13 899
Can Exchange Rates Forecast Commodity Prices? 1 1 1 206 1 5 19 638
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 0 3 18 228
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 0 2 44 399
Can Oil Prices Forecast Exchange Rates? 0 0 0 215 2 6 20 588
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 1 6 43 306
Can oil prices forecast exchange rates? 0 0 0 109 0 2 15 382
Can oil prices forecast exchange rates? 0 0 0 86 0 3 22 178
Comparing Forecast Performance with State Dependence 0 0 0 19 0 1 13 41
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 1 23 101
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 0 0 11 111
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 6 0 1 11 40
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 0 0 12 612
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 1 2 14 116
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 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 0 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 1 2 12 427
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 3 235 0 3 31 903
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 1 18 238
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 1 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? 0 1 3 59 1 3 30 142
Evaluating Forecast Performance with State Dependence 0 0 2 6 1 1 13 21
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 2 12 103
Evaluating forecast performance with state dependence 0 0 0 45 0 2 18 58
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 0 1 12 112
Exchange Rate Predictability 0 0 1 109 0 1 38 267
Exchange Rate Predictability 0 2 6 206 2 13 52 405
Exchange rate predictability 0 1 2 262 2 7 31 1,030
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 2 11 206
Forecast Comparisons in Unstable Environments 0 4 10 216 0 5 49 609
Forecast Optimality Tests in the Presence of Instabilities 0 1 1 78 0 2 18 164
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 29 0 2 24 91
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 0 3 18 85
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 1 14 133
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 26 1 2 30 107
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 0 3 24 141
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 0 48 0 1 11 107
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 1 3 51 1 7 107 234
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 2 66 2 7 105 228
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 2 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 1 15 50
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 24 0 3 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 0 16 76
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 0 14 219
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 0 0 9 138
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 10 241
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 0 4 105 160
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 31 0 0 7 61
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 106 2 3 12 213
Has the Phillips Curve Flattened? 0 0 1 12 1 1 15 37
Has the Phillips curve flattened? 0 0 14 53 2 8 87 195
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 1 1 1 49 1 2 35 120
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 6 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 2 14 107
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 1 14 334
Heterogeneous consumers and fiscal policy shocks 0 0 1 28 0 0 8 103
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 2 14 401
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 2 12 157
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 0 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 1 4 17 166
Identifying the Sources of Model Misspecification 0 0 0 60 0 1 9 113
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 16 179
Identifying the sources of model misspecification 0 0 0 20 2 3 17 105
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 1 10 435
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 1 12 91
In-sample inference and forecasting in misspecified factor models 0 0 0 61 0 2 18 150
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 4 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 0 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 462 0 2 22 1,644
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 7 398
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 2 10 111 0 3 23 191
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 1 5 33 45
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 0 3 69 0 1 28 147
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 2 107 0 3 21 222
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 4 98 0 2 24 246
Model Comparisons in Unstable Environments 0 0 0 14 0 1 18 107
Model Comparisons in Unstable Environments 0 0 0 37 0 1 6 126
Model Comparisons in Unstable Environments 0 0 1 4 0 1 23 58
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 6 0 1 16 59
Model comparisons in unstable environments 0 0 0 0 0 2 10 10
Model comparisons in unstable environments 0 0 0 64 0 2 68 143
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 12 414
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 2 4 18 845
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 1 16 239
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 3 42 213
Out-of-sample forecast tests robust to the choice of window size 0 0 2 113 0 1 26 157
Out-of-sample forecast tests robust to the choice of window size 0 0 1 204 0 4 21 603
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 0 1 14 383
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 1 6 465
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 0 5 31 0 1 23 66
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 2 6 277 1 12 51 738
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 1 123 1 2 48 243
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 1 10 351
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 1 1 125 0 1 10 591
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 1 6 439
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 0 1 14 683
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 9 128
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 6 48
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 0 1 22 110
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 1 11 199
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 0 53 0 0 14 162
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 0 0 26 102
Understanding Models' Forecasting Performance 0 0 0 44 0 1 6 193
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 0 3 20 106
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 1 2 24 382
Understanding the sources of macroeconomic uncertainty 0 1 2 61 1 3 20 173
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 2 57 0 0 13 206
VAR-based Granger-causality test in the presence of instabilities 0 1 1 81 0 2 15 185
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 22 1 2 21 66
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 0 1 10 262
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 0 3 13 456
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 61 0 0 22 122
Total Working Papers 2 23 116 12,171 38 244 2,802 36,485

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 1 7 41 102
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 167 0 2 19 433
Alternative tests for correct specification of conditional predictive densities 0 0 1 56 0 0 17 189
Can Exchange Rates Forecast Commodity Prices? 0 2 9 658 4 13 60 1,787
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 2 4 220 1 13 32 617
Comment 0 0 0 2 0 0 5 21
Comment 0 0 0 4 1 1 6 43
Comment 0 0 0 7 0 0 39 77
Conditional predictive density evaluation in the presence of instabilities 0 0 1 32 0 0 7 95
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 0 0 13 48
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 1 1 2 78 2 3 57 317
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 1 2 20 189
Detecting and Predicting Forecast Breakdowns 0 0 2 129 5 8 33 447
Evaluating forecast performance with state dependence 0 0 1 7 1 2 19 36
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 0 30 0 1 20 115
Exchange Rate Predictability 3 3 16 336 7 9 62 892
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 0 14 212
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 0 31 0 1 122 213
Forecast comparisons in unstable environments 0 4 20 243 10 31 86 715
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 21 2 3 24 126
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 0 3 39 1 1 26 121
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 2 4 20 25
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 17 1 2 13 65
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 1 74 4 4 16 230
Heterogeneous Consumers and Fiscal Policy Shocks 0 2 2 35 2 5 14 141
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 2 3 20 343
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 1 1 3 10 2 2 13 42
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 0 2 13 285
Identifying the sources of model misspecification 0 0 1 42 2 3 26 191
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 0 11 98
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 0 1 13 231
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 1 1 17 72
Local projections in unstable environments 0 0 9 17 0 11 59 77
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 0 2 12 30 1 7 72 139
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 2 11 30
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 1 98 2 3 21 427
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 2 89 0 1 26 263
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 1 16 148
Monitoring and Forecasting Currency Crises 0 0 0 98 1 1 14 281
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 10 16
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 53 0 0 13 184
Parameter path estimation in unstable environments: The tvpreg command 0 0 10 14 0 3 33 40
Recursive Predictability Tests for Real-Time Data 0 0 1 51 0 2 16 182
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 0 0 5 31
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 10 118 5 11 68 490
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 1 1 9 394
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 1 1 8 16
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 0 10 356
Testing for weak identification in possibly nonlinear models 0 0 0 56 1 1 9 211
The effects of conventional and unconventional monetary policy on exchange rates 0 1 4 121 2 10 35 473
Uncertainty and deviations from uncovered interest rate parity 1 2 10 90 2 6 39 342
Understanding models' forecasting performance 0 0 1 87 0 1 12 304
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 1 35 0 2 14 104
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 1 3 138 1 1 15 518
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 0 1 19 46
Total Journal Articles 8 22 144 3,986 71 191 1,440 13,626

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 4 10 110 6 14 75 451
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 9 0 1 10 132
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 10 0 0 9 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 1 17 26
Forecasting in macroeconomics 0 1 7 86 0 3 30 214
Markov Switching Rationality 0 0 3 4 0 0 9 24
Recent developments in forecast evaluation 2 2 22 39 3 7 37 62
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 23 60
Total Chapters 4 7 45 263 9 27 210 1,016

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 1 14 481 4 6 65 1,157
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 0 4 128 0 2 22 453
TVPREG: Stata module to perform parameter path estimation in unstable environments 0 3 26 78 0 6 115 278
Total Software Items 1 4 44 687 4 14 202 1,888

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Statistics updated 2026-08-07