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 1 2 117 1 6 12 230
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 27 33 38 363
Advances in Forecasting Under Instability 1 1 2 212 1 2 8 355
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 1 1 2 82
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 3 4 5 152
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 1 4 350 0 2 12 740
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 759 3 5 8 2,277
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 658 0 0 1 1,539
Can Exchange Rates Forecast Commodity Prices? 0 0 1 313 0 1 4 886
Can Exchange Rates Forecast Commodity Prices? 0 0 2 43 1 2 9 230
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 1 1 4 274
Can Exchange Rates Forecast Commodity Prices? 0 0 1 205 1 2 8 620
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 0 0 1 96
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 1 1 5 211
Can Oil Prices Forecast Exchange Rates? 0 1 1 215 0 1 4 568
Can Oil Prices Forecast Exchange Rates? 0 0 2 161 2 2 9 357
Can Oil Prices Forecast Exchange Rates? 0 0 1 119 1 1 2 264
Can oil prices forecast exchange rates? 0 0 1 109 0 0 3 367
Can oil prices forecast exchange rates? 0 0 0 86 2 2 3 158
Comparing Forecast Performance with State Dependence 0 0 0 19 0 0 2 28
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 0 1 78
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 2 6 0 0 3 29
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 0 0 3 600
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 1 4 102
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 0 1 38
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 0 3 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 2 2 2 291
Detecting and predicting forecast breakdowns 0 0 1 103 0 0 2 415
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 3 232 1 3 13 873
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 1 270
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 1 1 1 225
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 4 56 0 2 17 112
Evaluating Forecast Performance with State Dependence 0 0 1 4 1 1 5 9
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 0 2 91
Evaluating forecast performance with state dependence 0 0 1 45 0 0 3 40
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 1 3 3 101
Exchange Rate Predictability 1 1 6 201 2 3 19 355
Exchange Rate Predictability 0 0 3 108 1 2 8 230
Exchange rate predictability 0 0 7 260 1 5 31 1,000
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 1 1 195
Forecast Comparisons in Unstable Environments 0 1 3 206 1 2 6 561
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 2 21 0 0 7 67
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 1 1 29 1 2 5 68
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 3 4 6 122
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 2 25 1 2 4 78
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 4 5 120
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 48 0 2 11 127
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 1 1 48 0 2 5 96
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 1 1 1 65 2 4 14 125
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 0 5 71
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 2 8 0 0 7 35
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 24 1 2 5 37
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 30 0 0 5 60
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 2 129
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 1 1 2 232
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 2 2 31 0 2 2 54
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 39 2 2 5 57
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 2 106 0 2 4 201
Has the Phillips Curve Flattened? 0 1 11 11 0 2 22 22
Has the Phillips curve flattened? 1 4 20 40 6 17 67 114
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 0 0 2 85
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 92 0 0 2 320
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 0 3 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 47 1 2 8 94
Heterogeneous consumers and fiscal policy shocks 0 0 2 27 0 1 5 95
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 0 0 0 387
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 4 7 284
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 40 0 0 3 66
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 0 1 111 0 0 6 149
Identifying the Sources of Model Misspecification 0 0 0 60 0 0 1 104
Identifying the Sources of Model Misspecification 0 0 0 57 1 1 3 164
Identifying the sources of model misspecification 0 0 0 20 1 1 3 89
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 0 4 79
In-sample inference and forecasting in misspecified factor models 0 0 1 61 2 3 6 134
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 2 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 0 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 459 1 4 23 1,623
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 2 5 474
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 1 391
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 2 16 102 2 5 29 170
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 0 0 10 12
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 1 2 66 1 3 14 120
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 1 105 0 0 5 201
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 1 4 94 0 2 9 222
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Comparisons in Unstable Environments 0 0 0 3 0 0 2 35
Model Comparisons in Unstable Environments 0 0 0 14 1 1 2 90
Model Selection in Unstable Environments 0 0 0 0 0 0 1 44
Model comparisons in unstable environments 0 0 0 64 47 50 50 122
Model comparisons in unstable environments 0 0 0 0 0 0 0 0
Model comparisons in unstable environments 0 0 0 6 0 0 2 43
Monitoring and Forecasting Currency Crises 0 0 0 143 0 1 1 402
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 0 0 2 827
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 0 0 3 223
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 0 6 171
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 1 3 4 583
Out-of-sample forecast tests robust to the choice of window size 0 1 3 111 3 5 12 134
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 129 0 1 4 369
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 0 1 459
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 3 27 27 3 5 46 46
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 1 7 15 688
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 1 2 122 19 20 26 214
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 2 2 341
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 0 1 433
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 0 0 2 669
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 0 0 119
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 0 1 42
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 0 0 6 88
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 1 188
The changing relationship between commodity prices and equity prices in commodity exporting 0 1 1 53 2 4 5 150
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 1 1 3 77
Understanding Models' Forecasting Performance 0 0 0 44 2 2 2 189
Understanding the Sources of Macroeconomic Uncertainty 0 0 1 116 0 1 9 358
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 1 1 2 87
Understanding the sources of macroeconomic uncertainty 0 0 0 59 1 3 5 154
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 1 3 55 0 2 10 193
VAR-based Granger-causality test in the presence of instabilities 0 0 2 80 0 1 7 170
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 2 21 0 0 4 45
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 1 1 3 253
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 2 185 0 0 3 443
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 2 59 1 2 5 101
Total Working Papers 6 29 184 12,061 171 283 853 33,854

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 2 18 0 0 2 28
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 1 2 6 19 2 4 21 63
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 165 0 0 3 414
Alternative tests for correct specification of conditional predictive densities 0 1 5 55 0 2 11 172
Can Exchange Rates Forecast Commodity Prices? 1 5 16 650 4 19 56 1,731
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 0 4 216 2 3 13 587
Comment 0 0 0 7 1 1 1 39
Comment 0 0 0 2 0 1 3 16
Comment 0 0 0 4 0 0 1 37
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 0 2 3 88
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 11 3 3 4 38
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 0 76 0 1 2 260
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 0 2 169
Detecting and Predicting Forecast Breakdowns 1 1 2 128 1 5 13 415
Evaluating forecast performance with state dependence 0 1 3 6 0 3 12 17
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 2 30 0 0 6 95
Exchange Rate Predictability 2 2 9 322 4 6 35 834
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 1 4 198
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 2 31 0 1 8 91
Forecast comparisons in unstable environments 2 4 16 225 5 11 43 634
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 0 3 102
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 1 1 2 37 3 5 9 98
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 1 1 6 6
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 7 16 1 3 17 53
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 1 3 73 1 3 9 215
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 33 0 2 15 127
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 6 8 323
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 1 1 7 1 3 4 30
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 3 7 11 275
Identifying the sources of model misspecification 0 1 5 41 2 4 11 167
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 0 1 87
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 0 2 2 218
In-Sample Inference and Forecasting in Misspecified Factor Models 1 1 3 13 2 3 7 57
Local projections in unstable environments 0 4 8 8 3 9 21 21
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 2 4 14 20 2 11 50 69
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 0 1 19
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 2 97 3 4 12 409
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 1 4 87 2 5 16 239
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 2 4 132
Monitoring and Forecasting Currency Crises 0 0 0 98 0 0 2 267
Monitoring and Forecasting Currency Crises 0 0 0 0 0 0 1 6
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 53 0 0 2 171
Parameter path estimation in unstable environments: The tvpreg command 1 5 5 5 4 11 11 11
Recursive Predictability Tests for Real-Time Data 0 0 0 50 0 0 1 166
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 1 3 26
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 5 109 3 8 28 425
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 1 4 385
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 0 2 8
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 0 0 2 346
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 0 2 202
The effects of conventional and unconventional monetary policy on exchange rates 2 2 16 119 2 11 42 440
Uncertainty and deviations from uncovered interest rate parity 1 3 6 81 5 8 20 308
Understanding models' forecasting performance 0 0 1 86 0 1 3 292
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 3 34 0 2 7 90
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 2 5 7 29
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 1 3 135 1 2 10 504
Total Journal Articles 16 45 166 3,858 63 183 597 12,249

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advances in Forecasting under Instability 1 1 3 101 4 9 17 380
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 1 1 9 0 2 2 122
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 1 1 9 0 3 4 38
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 3 0 0 4 9
Forecasting in macroeconomics 3 5 11 82 6 8 27 190
Markov Switching Rationality 1 1 1 2 1 3 7 16
Recent developments in forecast evaluation 1 7 18 18 2 11 27 27
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 0 3 37
Total Chapters 6 16 37 224 13 36 91 819

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 9 44 469 8 21 96 1,100
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 1 15 124 1 8 40 432
TVPREG: Stata module to perform parameter path estimation in unstable environments 3 17 55 55 10 37 173 173
Total Software Items 5 27 114 648 19 66 309 1,705

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05