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
Advances in Forecasting Under Instability 0 1 2 201 3 13 37 295
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 1 3 113 0 1 7 64
Alternative tests for correct specification of conditional predictive densities 0 0 1 22 1 3 13 129
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 1 2 335 0 1 9 685
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 1 1 2 755 3 3 11 2,249
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 654 0 2 19 1,517
Can Exchange Rates Forecast Commodity Prices? 0 0 1 307 0 4 18 835
Can Exchange Rates Forecast Commodity Prices? 0 0 0 60 0 3 14 251
Can Exchange Rates Forecast Commodity Prices? 0 0 1 31 0 3 18 165
Can Exchange Rates Forecast Commodity Prices? 0 1 11 182 1 8 48 519
Can Exchange Rates Forecast Commodity Prices? 0 1 4 17 0 4 22 73
Can Oil Prices Forecast Exchange Rates? 0 0 6 204 2 5 36 516
Can Oil Prices Forecast Exchange Rates? 0 1 5 174 1 8 22 164
Can Oil Prices Forecast Exchange Rates? 0 0 0 114 0 1 7 237
Can Oil Prices Forecast Exchange Rates? 0 0 5 154 1 4 16 328
Can oil prices forecast exchange rates? 0 0 1 106 2 6 16 345
Can oil prices forecast exchange rates? 0 0 4 83 1 2 11 132
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 1 1 30 2 4 17 72
Conditional predictive density evaluation in the presence of instabilities 0 0 0 17 0 2 20 93
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 2 4 2 6 19 23
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 162 0 2 8 576
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 2 45 1 7 27 61
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 2 3 1 5 17 22
Detecting and Predicting Forecast Breakdowns 0 0 0 191 1 4 18 526
Detecting and Predicting Forecast Breakdowns* 0 0 0 83 2 4 18 277
Detecting and predicting forecast breakdowns 0 0 0 101 3 6 15 392
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 1 4 12 189 2 8 50 564
Do Technology Shocks Drive Hours Up or Down? 0 0 1 44 2 2 7 217
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 2 2 5 256
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 35 0 0 5 215
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 1 35 0 2 15 81
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 16 0 0 7 79
Exchange Rate Predictability 1 1 4 98 3 5 35 175
Exchange Rate Predictability 1 2 8 187 2 5 28 289
Exchange rate predictability 0 0 13 230 1 8 93 831
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 98 0 0 2 187
Forecast Comparisons in Unstable Environments 0 1 9 182 0 3 26 474
Forecast Optimality Tests in the Presence of Instabilities 0 1 4 73 1 3 8 137
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 23 1 1 7 54
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 13 0 1 8 33
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 2 69 0 1 11 104
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 22 1 2 12 66
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 63 0 1 9 101
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 3 26 26 26 5 23 23 23
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 4 23 23 2 10 23 23
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 2 10 44 44 4 22 35 35
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 1 1 9 9 3 7 20 20
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts 1 1 1 1 2 4 4 4
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 19 19 1 2 13 13
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 1 1 23 23 1 6 22 22
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 0 3 202
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 28 2 2 8 119
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 1 54 0 2 11 223
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 22 22 0 1 11 11
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 3 13 13 13 10 18 19 19
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 1 1 35 35 5 8 27 27
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 1 32 32 0 3 42 42
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 4 85 1 4 23 271
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 4 32 3 4 14 60
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 46 3 4 14 63
Heterogeneous consumers and fiscal policy shocks 0 0 2 24 2 4 13 78
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 1 5 161 0 4 15 372
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 16 1 2 12 134
Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? 0 1 28 66 3 9 89 140
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 12 13 13 13 7 12 13 13
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 1 13 102 1 5 40 110
Identifying the Sources of Model Misspecification 0 0 0 55 0 3 31 145
Identifying the Sources of Model Misspecification 0 1 1 58 1 4 9 85
Identifying the sources of model misspecification 0 0 1 19 2 5 16 66
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 0 2 417
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 2 41 1 2 17 64
In-sample inference and forecasting in misspecified factor models 1 2 4 47 3 6 19 84
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 5 47
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 101 1 2 11 458
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 3 18 417 3 11 81 1,380
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 31 1 2 9 158
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 104 2 3 15 377
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 1 2 14 87 1 3 29 138
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 9 57 0 2 21 135
Model Comparisons in Unstable Environments 0 0 1 3 0 1 8 28
Model Comparisons in Unstable Environments 0 1 1 36 1 3 10 106
Model Comparisons in Unstable Environments 0 0 0 14 1 2 11 85
Model Selection in Unstable Environments 0 0 0 0 0 0 5 43
Model comparisons in unstable environments 0 0 0 64 1 1 6 66
Model comparisons in unstable environments 0 0 0 6 1 2 5 33
Monitoring and Forecasting Currency Crises 0 0 1 141 0 2 11 392
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 145 0 5 11 814
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 3 111 1 3 11 204
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 3 11 142
Out-of-sample forecast tests robust to the choice of window size 0 0 2 103 2 4 16 101
Out-of-sample forecast tests robust to the choice of window size 0 1 3 200 1 7 15 541
Predicting Agri-Commodity Prices: an Asset Pricing Approach 1 1 3 122 2 6 18 337
Recursive Predictability Tests for Real-Time Data 0 1 2 109 0 4 17 453
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 4 9 232 7 26 67 456
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 8 109 1 5 31 134
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 1 123 0 0 10 572
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 7 335
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 1 66 1 1 8 429
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 204 0 3 11 650
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 36 1 4 9 95
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 9 0 1 3 32
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 5 38 2 6 33 59
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 8 85 3 8 34 129
The Effects of Conventional and Unconventional Monetary Policy: A New Approach 0 4 32 86 4 17 81 107
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 45 0 1 7 116
The effects of conventional and unconventional monetary policy on exchange rates 1 1 4 65 1 4 23 49
The effects of conventional and unconventional monetary policy: A new approach 2 2 33 82 7 22 169 211
Understanding Models' Forecasting Performance 0 0 2 42 1 2 12 182
Understanding the Sources of Macroeconomic Uncertainty 1 4 9 94 5 16 42 238
Understanding the Sources of Macroeconomic Uncertainty 0 3 7 22 1 6 17 58
Understanding the sources of macroeconomic uncertainty 0 2 10 46 1 5 27 98
VAR-Based Granger-Causality Test in the Presence of Instabilities 2 8 23 32 8 24 90 108
VAR-based Granger-causality test in the presence of instabilities 0 2 16 64 7 20 66 103
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 0 0 0 4 4 4
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 1 1 7 122 2 2 19 225
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 177 0 2 4 423
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 50 1 2 5 82
Total Working Papers 39 136 673 10,624 177 579 2,504 28,227

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 3 11 0 0 3 18
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 4 154 1 3 12 368
Alternative tests for correct specification of conditional predictive densities 1 4 18 23 2 9 61 77
Can Exchange Rates Forecast Commodity Prices? 0 1 10 548 6 15 55 1,428
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 1 2 25 168 3 14 63 453
Comment 0 0 0 2 0 0 0 12
Comment 0 0 0 7 1 1 2 30
Comment 0 0 0 4 0 1 9 33
Conditional predictive density evaluation in the presence of instabilities 1 2 2 30 1 3 9 78
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 1 2 70 0 2 9 223
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 0 3 159
Detecting and Predicting Forecast Breakdowns 0 0 5 122 3 4 22 381
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 0 21 1 1 14 71
Exchange Rate Predictability 1 2 16 290 3 10 57 681
Expectations hypotheses tests at Long Horizons 0 0 0 25 0 2 8 183
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 1 1 1 19 1 2 6 64
Forecast comparisons in unstable environments 1 1 5 179 3 4 28 483
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 1 1 3 16 1 2 10 84
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 1 2 4 56 4 6 17 163
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 3 16 1 2 12 46
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 105 0 2 15 283
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 70 1 2 11 224
Identifying the sources of model misspecification 4 8 12 12 10 24 40 40
Implementing tests for forecast evaluation in the presence of instabilities 0 0 2 21 0 2 14 65
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 60 0 0 6 197
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 3 7 0 1 13 36
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 7 0 1 9 41
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 4 9 19 78 8 20 51 320
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 2 12 59 2 7 38 145
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 23 0 0 2 107
Monitoring and Forecasting Currency Crises 0 0 2 98 1 4 12 260
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 46 0 3 7 151
Recursive Predictability Tests for Real-Time Data 1 2 2 45 1 5 18 146
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 0 0 0 4 14
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 3 17 67 6 18 81 250
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 73 0 0 1 374
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 2 100 0 3 11 322
Testing for weak identification in possibly nonlinear models 0 0 2 42 0 1 4 163
The effects of conventional and unconventional monetary policy on exchange rates 0 4 23 25 5 16 128 133
Uncertainty and deviations from uncovered interest rate parity 0 2 16 36 1 11 72 144
Understanding models' forecasting performance 0 0 0 70 1 3 17 246
Vector autoregressive-based Granger causality test in the presence of instabilities 0 4 12 12 0 8 33 33
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 1 8 121 1 5 32 445
Total Journal Articles 18 52 237 2,977 68 217 1,019 9,174

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 2 13 61 3 16 63 216
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 8 1 3 15 112
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 8 1 1 4 30
Forecasting in macroeconomics 0 3 6 47 0 6 14 115
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 1 4 16 18
Total Chapters 0 5 19 124 6 30 112 491

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 16 71 235 7 37 158 582
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 8 13 13 13 24 49 49 49
Total Software Items 10 29 84 248 31 86 207 631

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Statistics updated 2020-09-04