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 0 0 1 116 1 3 6 223
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 0 113 0 2 6 329
Advances in Forecasting Under Instability 0 0 0 210 0 1 5 352
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 0 0 2 80
Alternative tests for correct specification of conditional predictive densities 0 0 1 25 0 0 2 148
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 1 1 759 0 1 3 2,272
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 4 349 0 0 12 737
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 0 657 0 0 1 1,538
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 0 2 3 273
Can Exchange Rates Forecast Commodity Prices? 0 0 2 43 1 3 8 228
Can Exchange Rates Forecast Commodity Prices? 0 0 0 204 0 1 4 616
Can Exchange Rates Forecast Commodity Prices? 0 0 1 313 0 0 6 885
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 0 0 1 96
Can Oil Prices Forecast Exchange Rates? 0 0 0 214 1 1 4 567
Can Oil Prices Forecast Exchange Rates? 0 0 4 161 1 1 9 355
Can Oil Prices Forecast Exchange Rates? 1 1 1 119 1 1 3 263
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 0 2 5 209
Can oil prices forecast exchange rates? 1 1 1 109 1 1 3 367
Can oil prices forecast exchange rates? 0 0 1 86 0 0 3 156
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 0 0 0 77
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 1 5 0 1 2 28
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 1 3 3 600
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 1 3 101
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 0 1 1 38
Detecting and Predicting Forecast Breakdowns 0 0 0 195 0 3 4 549
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 0 0 289
Detecting and predicting forecast breakdowns 0 0 1 103 0 1 3 415
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 1 2 4 232 1 3 11 868
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 0 269
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 0 0 0 224
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 0 1 1 90
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 0 0 1 98
Exchange Rate Predictability 0 2 3 108 0 3 8 228
Exchange Rate Predictability 1 1 6 200 2 5 18 351
Exchange rate predictability 0 3 12 260 0 13 35 991
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 0 0 194
Forecast Comparisons in Unstable Environments 0 0 5 205 0 0 8 559
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 1 1 2 21 1 4 7 67
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 28 0 2 3 65
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 0 2 2 118
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 1 1 24 0 1 2 75
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 1 1 65 0 1 1 116
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 47 1 3 6 94
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 2 48 1 2 8 124
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 1 64 0 2 11 119
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 1 4 70
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 2 8 0 2 6 34
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 1 1 24 0 2 3 35
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 29 1 2 5 59
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 0 1 128
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 0 1 231
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 29 0 0 1 52
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 1 1 1 105 1 1 3 199
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 0 39 0 1 2 54
Has the Phillips curve flattened? 0 2 32 32 5 15 88 88
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 0 1 2 85
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 3 47 0 3 6 91
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 54 0 2 5 89
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 92 0 1 4 320
Heterogeneous consumers and fiscal policy shocks 0 1 2 27 0 2 4 94
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 0 4 279
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 0 39 0 1 4 65
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 3 6 149
Identifying the Sources of Model Misspecification 0 0 0 60 0 0 0 103
Identifying the Sources of Model Misspecification 0 0 0 57 0 0 1 162
Identifying the sources of model misspecification 0 0 0 20 0 0 1 87
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 3 78
In-sample inference and forecasting in misspecified factor models 1 1 1 61 1 2 7 131
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 1 59
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 1 102 1 3 3 472
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 34 0 0 1 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 4 459 5 8 30 1,617
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 0 390
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 0 1 10 10
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 0 3 65 2 3 19 117
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 3 104 1 2 9 199
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 1 2 2 92 2 4 7 219
Model Comparisons in Unstable Environments 0 0 0 14 0 0 1 89
Model Comparisons in Unstable Environments 0 0 0 3 0 0 2 34
Model Comparisons in Unstable Environments 0 0 0 37 0 0 2 120
Model Selection in Unstable Environments 0 0 0 0 1 1 1 44
Model comparisons in unstable environments 0 0 0 64 0 0 0 72
Model comparisons in unstable environments 0 0 0 6 0 1 2 43
Monitoring and Forecasting Currency Crises 0 0 0 143 0 0 0 401
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 1 2 4 827
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 1 1 2 222
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 0 1 9 171
Out-of-sample forecast tests robust to the choice of window size 0 0 1 109 0 1 6 127
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 0 0 1 580
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 129 0 0 4 368
Recursive Predictability Tests for Real-Time Data 0 0 1 110 0 0 2 459
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 2 24 24 5 11 39 39
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 271 0 0 11 680
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 1 2 121 1 2 7 194
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 0 0 1 339
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 66 0 1 1 433
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 0 1 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 1 1 42
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 0 0 187
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 43 0 3 6 87
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 52 0 0 4 146
The effects of conventional and unconventional monetary policy on exchange rates 0 1 2 72 0 1 3 76
Understanding Models' Forecasting Performance 0 0 0 44 0 0 0 187
Understanding the Sources of Macroeconomic Uncertainty 0 1 1 116 0 2 9 356
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 0 0 0 85
Understanding the sources of macroeconomic uncertainty 0 0 1 59 0 0 4 150
VAR-Based Granger-Causality Test in the Presence of Instabilities 1 1 2 54 2 3 8 190
VAR-based Granger-causality test in the presence of instabilities 0 0 1 79 0 1 4 167
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 7 21 0 0 9 45
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 0 0 2 252
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 1 1 3 185 1 2 6 443
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 58 1 1 2 98
Total Working Papers 11 32 171 11,782 45 167 621 33,131

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 1 2 18 0 1 2 28
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 1 164 0 0 3 413
Alternative tests for correct specification of conditional predictive densities 0 2 4 54 1 5 11 170
Can Exchange Rates Forecast Commodity Prices? 3 5 11 644 8 20 44 1,710
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 1 2 5 216 1 2 16 583
Comment 0 0 0 7 0 0 0 38
Comment 0 0 0 4 0 0 1 37
Comment 0 0 0 2 0 2 2 15
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 0 0 1 86
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 0 1 76 0 0 3 259
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 0 0 1 127 2 3 6 408
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 1 29 0 1 5 94
Exchange Rate Predictability 1 6 9 320 2 11 33 827
Expectations hypotheses tests at Long Horizons 0 0 0 26 0 0 4 197
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 1 2 3 31 1 3 9 90
Forecast comparisons in unstable environments 2 6 19 221 3 13 51 622
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 2 19 0 0 2 101
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 1 2 72 0 2 6 212
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 33 2 5 16 125
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 0 1 1 316
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 2 4 88 0 3 6 268
Identifying the sources of model misspecification 0 0 4 40 0 1 8 163
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 0 2 87
Impulse response confidence intervals for persistent data: What have we learned? 0 0 0 65 0 0 1 216
In-Sample Inference and Forecasting in Misspecified Factor Models 1 1 2 12 1 2 5 54
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 1 1 96 2 3 7 404
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 1 3 85 2 4 10 231
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 1 31 0 2 3 130
Monitoring and Forecasting Currency Crises 0 0 0 98 0 1 2 267
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 1 1 53 0 1 4 171
Recursive Predictability Tests for Real-Time Data 0 0 0 50 0 0 3 165
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 2 5 0 1 3 25
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 2 2 106 4 9 23 415
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 2 3 384
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 1 1 3 346
Testing for weak identification in possibly nonlinear models 0 0 1 56 0 1 4 202
The effects of conventional and unconventional monetary policy on exchange rates 1 1 19 116 2 9 48 428
Uncertainty and deviations from uncovered interest rate parity 0 2 3 78 0 5 14 299
Understanding models' forecasting performance 0 0 1 86 0 0 4 291
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 2 33 0 1 6 88
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 2 4 134 2 7 10 502
Total Journal Articles 12 40 113 3,683 34 122 387 11,636

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 0 2 99 0 4 10 370
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 0 8 0 0 0 120
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 0 8 0 1 1 35
Forecasting in macroeconomics 0 1 5 76 0 6 17 179
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 0 0 4 36
Total Chapters 0 1 7 191 0 11 32 740

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 7 37 456 4 20 92 1,071
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 1 5 23 123 2 11 47 423
TVPREG: Stata module to perform parameter path estimation in unstable environments 5 22 34 34 9 53 120 120
Total Software Items 8 34 94 613 15 84 259 1,614

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Statistics updated 2025-05-12