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 3 6 25 248
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 11 12 54 383
Advances in Forecasting Under Instability 0 0 2 212 0 4 35 387
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 3 6 17 97
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 1 7 26 174
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 350 3 7 25 762
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 1 1 1 760 6 8 20 2,292
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 658 1 9 61 1,599
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 5 8 18 291
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 2 5 15 111
Can Exchange Rates Forecast Commodity Prices? 1 1 2 45 4 6 23 251
Can Exchange Rates Forecast Commodity Prices? 0 0 1 205 1 3 17 633
Can Exchange Rates Forecast Commodity Prices? 0 0 1 314 1 3 12 897
Can Oil Prices Forecast Exchange Rates? 0 0 1 120 1 16 37 300
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 1 3 16 225
Can Oil Prices Forecast Exchange Rates? 0 0 1 162 1 16 42 397
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 0 9 15 582
Can oil prices forecast exchange rates? 0 0 0 109 4 5 13 380
Can oil prices forecast exchange rates? 0 0 0 86 2 4 19 175
Comparing Forecast Performance with State Dependence 0 0 0 19 2 5 12 40
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 3 8 23 100
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 3 7 11 111
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 3 4 11 39
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 4 6 12 612
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 2 5 13 114
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 4 6 10 48
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 1 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 2 11 300
Detecting and predicting forecast breakdowns 0 0 1 104 1 2 10 425
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 1 1 3 235 2 7 32 900
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 2 17 237
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 7 9 14 283
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 4 14 238
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 2 58 1 10 30 139
Evaluating Forecast Performance with State Dependence 0 0 2 6 0 1 13 20
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 1 3 11 101
Evaluating forecast performance with state dependence 0 0 0 45 4 7 16 56
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 0 2 13 111
Exchange Rate Predictability 0 0 1 109 3 7 38 266
Exchange Rate Predictability 1 2 4 204 5 17 41 392
Exchange rate predictability 0 0 1 261 2 3 32 1,023
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 2 2 10 204
Forecast Comparisons in Unstable Environments 1 2 7 212 6 15 45 604
Forecast Optimality Tests in the Presence of Instabilities 0 0 0 77 2 4 16 162
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 21 3 4 15 82
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 29 2 6 24 89
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 2 4 14 132
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 26 2 15 30 105
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 65 2 7 22 138
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 1 2 12 106
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 1 2 50 6 40 103 227
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 1 2 66 2 38 102 221
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 5 5 14 84
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 1 9 2 5 15 49
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 24 1 3 17 52
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 30 2 3 17 76
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 4 9 14 219
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 2 3 10 138
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 2 3 10 241
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 106 3 3 11 210
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 2 5 102 156
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 31 2 2 9 61
Has the Phillips Curve Flattened? 0 1 3 12 2 6 17 36
Has the Phillips curve flattened? 0 2 21 53 9 20 99 187
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 2 12 33 118
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 3 6 95
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 0 3 14 105
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 3 5 13 333
Heterogeneous consumers and fiscal policy shocks 1 1 1 28 1 2 9 103
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 2 5 12 399
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 3 6 10 155
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 8 23 302
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 40 0 2 9 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 2 7 13 162
Identifying the Sources of Model Misspecification 0 0 0 60 4 4 9 112
Identifying the Sources of Model Misspecification 0 0 0 57 1 6 17 179
Identifying the sources of model misspecification 0 0 0 20 4 7 15 102
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 4 9 434
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 1 3 12 90
In-sample inference and forecasting in misspecified factor models 0 0 0 61 4 6 17 148
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 4 18 77
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 4 7 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 1 7 25 1,642
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 2 7 11 185
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 4 7 397
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 2 10 109 2 5 24 188
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 5 14 30 40
Long-Run Trends in Long-Maturity Real Rates 1311-2021 1 2 4 69 5 11 29 146
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 1 1 3 107 2 10 20 219
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 2 6 98 3 11 25 244
Model Comparisons in Unstable Environments 0 1 1 4 4 15 23 57
Model Comparisons in Unstable Environments 0 0 0 14 2 8 17 106
Model Comparisons in Unstable Environments 0 0 0 37 3 4 5 125
Model Selection in Unstable Environments 0 0 0 0 0 0 5 49
Model comparisons in unstable environments 0 0 0 64 1 2 69 141
Model comparisons in unstable environments 0 0 0 0 2 4 8 8
Model comparisons in unstable environments 0 0 0 6 2 7 15 58
Monitoring and Forecasting Currency Crises 0 0 0 143 2 6 13 414
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 3 5 14 841
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 5 9 16 238
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 3 8 39 210
Out-of-sample forecast tests robust to the choice of window size 0 0 4 113 2 7 29 156
Out-of-sample forecast tests robust to the choice of window size 0 1 1 204 1 7 19 599
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 3 6 14 382
Recursive Predictability Tests for Real-Time Data 0 0 0 110 2 2 5 464
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 1 7 31 5 9 26 65
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 4 275 6 11 46 726
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 123 2 7 47 241
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 1 2 9 590
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 2 11 350
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 3 3 5 438
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 2 8 13 682
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 2 5 9 128
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 1 1 6 48
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 1 8 22 109
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 3 3 11 198
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 2 3 16 162
The effects of conventional and unconventional monetary policy on exchange rates 0 0 0 72 5 9 26 102
Understanding Models' Forecasting Performance 0 0 0 44 0 1 5 192
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 4 8 18 103
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 116 1 7 24 380
Understanding the sources of macroeconomic uncertainty 0 0 1 60 1 8 20 170
VAR-Based Granger-Causality Test in the Presence of Instabilities 1 1 3 57 4 5 16 206
VAR-based Granger-causality test in the presence of instabilities 0 0 1 80 2 4 16 183
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 1 22 2 8 19 64
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 2 4 9 261
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 0 185 2 3 10 453
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 1 3 61 4 9 24 122
Total Working Papers 12 28 134 12,148 309 840 2,743 36,241

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 2 7 35
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 7 22 7 13 39 95
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 2 2 3 167 7 8 18 431
Alternative tests for correct specification of conditional predictive densities 0 1 2 56 1 6 19 189
Can Exchange Rates Forecast Commodity Prices? 1 3 12 656 10 17 64 1,774
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 0 2 218 3 8 21 604
Comment 0 0 0 2 2 2 6 21
Comment 0 0 0 7 1 1 39 77
Comment 0 0 0 4 0 0 5 42
Conditional predictive density evaluation in the presence of instabilities 0 1 1 32 1 5 9 95
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 2 6 13 48
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 77 5 8 55 314
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 1 6 18 187
Detecting and Predicting Forecast Breakdowns 1 1 2 129 3 8 31 439
Evaluating forecast performance with state dependence 0 0 2 7 2 6 20 34
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 1 30 5 7 20 114
Exchange Rate Predictability 4 8 13 333 8 28 56 883
Expectations hypotheses tests at Long Horizons 0 0 0 26 1 3 15 212
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 0 31 0 7 122 212
Forecast comparisons in unstable environments 1 5 18 239 3 18 62 684
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 2 21 0 7 22 123
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 1 3 39 2 7 27 120
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 1 2 19 21
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 17 2 3 15 63
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 1 2 74 3 8 14 226
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 2 4 11 136
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 1 120 5 6 24 340
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 1 3 9 3 5 13 40
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 0 88 1 3 15 283
Identifying the sources of model misspecification 0 0 2 42 1 7 25 188
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 3 3 11 98
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 2 3 14 230
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 2 14 2 3 17 71
Local projections in unstable environments 1 3 14 17 8 20 58 66
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 0 2 12 28 3 27 74 132
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 2 3 9 28
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 1 2 98 2 6 20 424
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 4 89 4 7 31 262
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 2 5 17 147
Monitoring and Forecasting Currency Crises 0 0 0 98 3 8 13 280
Monitoring and Forecasting Currency Crises 0 0 0 0 1 3 10 16
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 0 53 2 4 13 184
Parameter path estimation in unstable environments: The tvpreg command 1 5 14 14 4 13 37 37
Recursive Predictability Tests for Real-Time Data 0 0 1 51 2 5 15 180
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 5 2 2 6 31
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 5 11 117 12 27 64 479
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 2 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 2 6 10 356
Testing for weak identification in possibly nonlinear models 0 0 0 56 3 4 8 210
The effects of conventional and unconventional monetary policy on exchange rates 0 0 4 120 1 7 35 463
Uncertainty and deviations from uncovered interest rate parity 0 0 10 88 6 13 37 336
Understanding models' forecasting performance 0 1 1 87 1 3 12 303
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 2 35 1 1 14 102
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 1 3 137 0 5 15 517
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 5 5 21 45
Total Journal Articles 12 43 161 3,964 157 396 1,401 13,435

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecasting under Instability 4 4 7 106 10 22 67 437
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 1 1 11 131
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 1 2 10 2 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 3 5 3 6 17 25
Forecasting in macroeconomics 1 3 9 85 3 9 32 211
Markov Switching Rationality 0 0 3 4 0 3 12 24
Recent developments in forecast evaluation 0 4 26 37 0 5 40 55
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 5 9 23 59
Total Chapters 5 12 51 256 24 59 214 989

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 3 24 480 5 16 80 1,151
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 3 5 128 1 7 28 451
TVPREG: Stata module to perform parameter path estimation in unstable environments 1 4 41 75 6 15 152 272
Total Software Items 2 10 70 683 12 38 260 1,874

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Statistics updated 2026-05-06