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 1 4 18 104 1 12 60 163
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 18 98 0 5 71 275
Advances in Forecasting Under Instability 0 2 2 203 1 5 21 313
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 2 2 115 0 2 4 68
Alternative tests for correct specification of conditional predictive densities 0 0 0 22 2 4 9 137
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 2 756 0 1 15 2,261
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 336 1 3 15 700
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 0 654 0 3 11 1,528
Can Exchange Rates Forecast Commodity Prices? 0 0 0 60 0 1 11 262
Can Exchange Rates Forecast Commodity Prices? 1 1 7 189 3 9 40 558
Can Exchange Rates Forecast Commodity Prices? 0 0 2 19 2 5 12 85
Can Exchange Rates Forecast Commodity Prices? 0 0 3 310 1 5 17 852
Can Exchange Rates Forecast Commodity Prices? 0 2 5 36 1 10 27 192
Can Oil Prices Forecast Exchange Rates? 0 0 0 154 0 0 8 335
Can Oil Prices Forecast Exchange Rates? 0 1 4 208 1 4 25 539
Can Oil Prices Forecast Exchange Rates? 0 0 0 114 0 0 9 246
Can Oil Prices Forecast Exchange Rates? 1 2 2 176 1 5 20 183
Can oil prices forecast exchange rates? 0 0 1 107 0 0 13 356
Can oil prices forecast exchange rates? 0 0 1 84 1 3 14 145
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 30 0 0 3 73
Conditional predictive density evaluation in the presence of instabilities 0 1 1 18 0 2 5 98
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 0 4 1 1 3 24
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 1 2 164 1 2 8 584
Confidence intervals for bias and size distortion in IV and local projections — IV models 1 1 1 46 2 5 24 84
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 1 4 7 28
Detecting and Predicting Forecast Breakdowns 0 0 1 192 0 1 5 530
Detecting and Predicting Forecast Breakdowns* 0 0 0 83 0 1 7 282
Detecting and predicting forecast breakdowns 0 0 0 101 0 1 12 401
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 3 22 210 1 9 91 653
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 0 0 3 218
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 0 7 261
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 35 0 0 5 220
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 35 0 0 2 83
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 1 3 19 0 3 11 90
Exchange Rate Predictability 1 1 4 190 3 6 23 310
Exchange Rate Predictability 0 0 3 100 1 5 28 200
Exchange rate predictability 0 0 2 232 3 12 51 881
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 98 0 0 0 187
Forecast Comparisons in Unstable Environments 0 1 5 187 1 4 31 505
Forecast Optimality Tests in the Presence of Instabilities 0 0 1 74 0 0 4 140
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 0 13 1 3 7 40
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 1 1 24 1 2 4 57
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 2 71 0 1 7 111
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 0 22 0 2 3 68
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 0 63 0 3 8 109
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 2 12 35 3 5 37 55
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 1 2 7 29 6 11 43 64
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 2 11 53 4 11 49 80
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 4 12 0 0 18 35
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts 0 0 1 1 0 0 8 10
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 1 2 21 0 2 10 22
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 2 2 5 27 3 5 19 40
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 0 0 2 204
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 28 0 0 5 122
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 2 225
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 9 19 3 4 23 32
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 2 5 27 2 4 10 21
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 5 15 46 80 10 32 91 113
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 1 3 9 41 1 6 24 66
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 85 0 3 12 282
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 5 37 0 2 13 70
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 47 1 1 12 72
Heterogeneous consumers and fiscal policy shocks 0 0 0 24 0 0 6 82
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 1 3 164 0 2 8 380
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 1 17 0 0 5 138
Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? 2 4 29 95 2 12 76 213
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 1 28 29 1 3 29 35
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 1 4 106 0 4 21 130
Identifying the Sources of Model Misspecification 0 0 1 56 2 3 10 155
Identifying the Sources of Model Misspecification 0 0 0 58 2 2 8 92
Identifying the sources of model misspecification 0 0 1 20 2 3 15 79
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 0 2 419
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 1 2 7 70
In-sample inference and forecasting in misspecified factor models 0 1 5 51 2 4 20 101
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 3 50
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 2 3 14 431 11 30 79 1,456
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 1 5 462
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 31 0 1 7 164
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 104 0 1 4 379
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 1 2 6 92 1 4 19 156
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 2 59 0 3 14 149
Model Comparisons in Unstable Environments 0 0 0 36 0 1 4 109
Model Comparisons in Unstable Environments 0 0 0 14 0 0 1 85
Model Comparisons in Unstable Environments 0 0 0 3 0 0 1 29
Model Selection in Unstable Environments 0 0 0 0 0 0 0 43
Model comparisons in unstable environments 0 0 0 6 0 0 2 34
Model comparisons in unstable environments 0 0 0 64 0 0 2 67
Monitoring and Forecasting Currency Crises 0 0 1 142 0 0 7 399
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 145 0 2 5 819
Out-of-Sample Forecast Tests Robust to Window Size Choice 1 1 1 112 2 2 7 210
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 1 1 5 146
Out-of-sample forecast tests robust to the choice of window size 0 0 2 202 1 8 25 565
Out-of-sample forecast tests robust to the choice of window size 0 1 2 105 0 4 10 109
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 5 126 2 2 13 348
Recursive Predictability Tests for Real-Time Data 0 0 0 109 0 0 1 454
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 3 7 28 260 5 36 177 626
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 0 109 0 2 10 143
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 2 337
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 1 1 1 124 1 1 4 576
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 0 1 429
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 1 1 1 205 2 2 7 657
Testing for Weak Identification in Possibly Nonlinear Models 1 1 1 37 1 1 12 106
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 3 12 0 0 4 36
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 2 2 40 0 3 11 68
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 3 88 2 3 19 145
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 2 47 0 2 9 125
The effects of conventional and unconventional monetary policy on exchange rates 0 0 3 67 0 3 14 62
Understanding Models' Forecasting Performance 0 0 0 42 0 0 1 182
Understanding the Sources of Macroeconomic Uncertainty 0 2 2 24 0 4 12 69
Understanding the Sources of Macroeconomic Uncertainty 0 1 6 99 1 7 30 263
Understanding the sources of macroeconomic uncertainty 0 0 5 51 0 6 22 119
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 2 11 41 3 15 54 154
VAR-based Granger-causality test in the presence of instabilities 1 1 5 69 3 9 40 136
Vector autoregressive-based Granger causality test in the presence of instabilities 1 1 10 10 2 3 17 21
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 1 122 1 2 10 233
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 2 2 179 1 3 4 427
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 0 50 0 1 4 85
Total Working Papers 29 91 424 11,009 116 429 2,024 30,074

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 11 0 0 2 20
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 1 155 0 3 23 390
Alternative tests for correct specification of conditional predictive densities 0 3 15 37 2 10 36 111
Can Exchange Rates Forecast Commodity Prices? 2 7 28 576 2 17 79 1,501
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 2 16 183 2 4 46 496
Comment 0 0 0 2 0 0 0 12
Comment 0 0 0 4 0 0 1 34
Comment 0 0 0 7 0 0 4 33
Conditional predictive density evaluation in the presence of instabilities 0 0 1 30 0 0 5 82
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 2 72 0 2 8 231
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 0 3 162
Detecting and Predicting Forecast Breakdowns 0 0 2 124 0 2 15 393
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 3 24 0 0 9 79
Exchange Rate Predictability 0 1 7 296 3 10 50 728
Expectations hypotheses tests at Long Horizons 0 0 1 26 0 2 3 186
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 2 20 0 1 4 67
Forecast comparisons in unstable environments 0 0 6 184 0 0 22 502
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 16 0 1 6 89
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 1 5 60 1 6 19 178
Heterogeneous Consumers and Fiscal Policy Shocks 0 2 5 21 0 2 17 62
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 1 4 4 109 1 6 12 295
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 1 71 1 3 12 235
Identifying the sources of model misspecification 0 1 9 17 1 8 51 81
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 21 0 1 9 74
Impulse response confidence intervals for persistent data: What have we learned? 0 1 1 61 0 1 5 202
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 7 1 1 6 42
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 2 2 13 87 3 6 37 349
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 3 10 69 0 8 39 182
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 1 24 0 0 3 110
Monitoring and Forecasting Currency Crises 0 0 0 98 0 1 4 263
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 47 0 3 8 159
Recursive Predictability Tests for Real-Time Data 1 1 2 46 1 3 5 150
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 0 0 0 0 1 15
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 9 76 2 6 48 292
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 73 1 1 1 375
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 1 101 1 1 7 329
Testing for weak identification in possibly nonlinear models 0 0 2 44 1 1 8 171
The effects of conventional and unconventional monetary policy on exchange rates 2 4 17 42 6 18 82 210
Uncertainty and deviations from uncovered interest rate parity 0 3 15 51 3 14 59 202
Understanding models' forecasting performance 1 2 4 74 5 8 22 267
Vector autoregressive-based Granger causality test in the presence of instabilities 1 2 7 19 1 5 23 56
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 1 2 122 1 6 17 461
Total Journal Articles 12 41 194 3,146 39 161 811 9,876
1 registered items for which data could not be found

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 6 16 77 7 18 69 282
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 8 1 1 5 116
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 8 0 0 2 31
Forecasting in macroeconomics 0 0 3 50 2 3 11 126
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 1 5 22
Total Chapters 2 6 19 143 10 23 92 577

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 4 20 58 291 9 39 133 708
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 2 10 44 49 8 32 153 178
Total Software Items 6 30 102 340 17 71 286 886

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Statistics updated 2021-08-05