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 1 117 5 8 19 239
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 3 4 41 368
Advances in Forecasting Under Instability 0 0 2 212 10 13 18 368
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 2 4 6 86
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 2 6 11 158
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 3 350 6 9 16 749
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 759 1 2 9 2,279
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 658 28 30 31 1,569
Can Exchange Rates Forecast Commodity Prices? 0 0 0 313 1 4 5 890
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 2 5 6 101
Can Exchange Rates Forecast Commodity Prices? 0 0 1 205 2 5 15 627
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 5 7 11 281
Can Exchange Rates Forecast Commodity Prices? 0 0 2 44 6 10 17 241
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 3 6 11 217
Can Oil Prices Forecast Exchange Rates? 0 0 1 119 1 1 3 265
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 0 4 7 572
Can Oil Prices Forecast Exchange Rates? 0 0 0 161 0 2 8 360
Can oil prices forecast exchange rates? 0 0 1 109 2 4 6 372
Can oil prices forecast exchange rates? 0 0 0 86 3 10 15 170
Comparing Forecast Performance with State Dependence 0 0 0 19 2 2 4 31
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 1 2 3 80
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 1 2 2 102
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 2 4 6 33
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 1 2 5 602
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 0 3 5 105
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 1 1 2 39
Detecting and Predicting Forecast Breakdowns 0 0 0 195 4 7 10 556
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 1 4 6 295
Detecting and predicting forecast breakdowns 0 0 0 103 1 4 5 419
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 1 4 234 4 9 21 885
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 5 5 225
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 0 1 2 271
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 1 5 6 230
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 2 3 58 2 7 19 123
Evaluating Forecast Performance with State Dependence 0 1 1 5 1 3 6 12
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 2 3 6 95
Evaluating forecast performance with state dependence 0 0 1 45 4 4 6 44
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 1 2 5 103
Exchange Rate Predictability 0 1 3 202 5 12 25 368
Exchange Rate Predictability 1 1 3 109 6 9 15 239
Exchange rate predictability 1 1 5 261 11 11 36 1,012
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 1 1 2 196
Forecast Comparisons in Unstable Environments 0 4 5 210 1 17 21 579
Forecast Optimality Tests in the Presence of Instabilities 0 0 0 77 4 6 6 152
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 29 3 9 14 77
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 21 1 5 10 73
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 2 3 11 127
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 3 26 0 4 9 83
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 1 5 13 128
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 2 4 10 101
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 1 1 49 3 7 12 134
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 1 65 0 8 16 133
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 2 3 6 74
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 1 2 9 1 8 13 43
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 24 1 6 12 45
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 30 1 4 8 64
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 2 2 2 207
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 2 3 5 132
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 0 2 4 235
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 31 1 3 5 57
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 106 1 4 7 205
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 1 40 52 62 66 119
Has the Phillips Curve Flattened? 0 0 5 11 3 5 18 27
Has the Phillips curve flattened? 2 6 20 46 18 29 82 145
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 1 9 10 94
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 1 1 3 90
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 0 2 321
Heterogeneous Consumers and Fiscal Policy Shocks 0 1 2 48 2 6 12 100
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 1 4 9 101
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 2 2 2 389
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 2 2 147
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 2 7 13 292
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 40 1 3 5 69
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 1 2 112 1 3 7 152
Identifying the Sources of Model Misspecification 0 0 0 60 1 2 4 107
Identifying the Sources of Model Misspecification 0 0 0 57 2 6 9 171
Identifying the sources of model misspecification 0 0 0 20 2 4 6 93
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 0 2 2 427
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 0 4 7 83
In-sample inference and forecasting in misspecified factor models 0 0 1 61 1 3 8 137
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 3 4 5 64
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 1 1 1 175
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 6 11 480
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 1 1 4 461 2 3 20 1,628
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 2 3 393
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 1 2 14 105 5 8 27 179
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 0 4 10 17
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 0 2 67 1 8 22 132
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 1 2 106 0 1 5 202
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 6 96 0 2 16 230
Model Comparisons in Unstable Environments 0 0 0 37 0 0 1 120
Model Comparisons in Unstable Environments 0 0 0 14 0 1 2 91
Model Comparisons in Unstable Environments 0 0 0 3 0 1 3 36
Model Selection in Unstable Environments 0 0 0 0 1 3 4 47
Model comparisons in unstable environments 0 0 0 6 1 4 5 47
Model comparisons in unstable environments 0 0 0 0 0 3 3 3
Model comparisons in unstable environments 0 0 0 64 1 7 58 130
Monitoring and Forecasting Currency Crises 0 0 0 143 1 1 2 403
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 5 5 7 832
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 4 4 7 228
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 17 20 21 191
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 2 4 9 589
Out-of-sample forecast tests robust to the choice of window size 0 1 5 113 1 7 18 143
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 1 2 130 1 6 9 375
Recursive Predictability Tests for Real-Time Data 0 0 0 110 1 1 2 460
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 2 9 29 3 6 31 53
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 272 7 18 29 709
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 2 6 32 222
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 2 4 4 585
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 2 4 6 345
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 1 2 434
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 1 2 3 671
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 3 3 122
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 0 91 2 5 6 193
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 1 2 44 2 6 12 95
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 0 2 8 154
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 3 11 13 88
Understanding Models' Forecasting Performance 0 0 0 44 0 1 3 190
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 3 5 8 93
Understanding the Sources of Macroeconomic Uncertainty 0 0 1 116 4 7 14 367
Understanding the sources of macroeconomic uncertainty 0 1 1 60 4 5 11 160
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 1 3 56 1 4 11 197
VAR-based Granger-causality test in the presence of instabilities 0 0 1 80 1 3 8 173
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 0 21 2 3 6 49
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 1 2 3 255
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 185 1 3 5 446
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 0 0 1 59 3 5 9 106
Total Working Papers 7 33 151 12,104 347 706 1,407 34,634

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 0 3 9 22 2 13 30 77
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 2 165 4 5 7 419
Alternative tests for correct specification of conditional predictive densities 0 0 4 55 0 4 15 177
Can Exchange Rates Forecast Commodity Prices? 2 2 15 653 3 7 56 1,741
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 1 4 217 0 3 11 590
Comment 0 0 0 7 17 17 18 56
Comment 0 0 0 4 1 1 2 38
Comment 0 0 0 2 1 2 5 18
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 0 0 3 88
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 1 1 12 1 2 5 40
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 1 1 1 77 10 15 16 275
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 0 3 3 172
Detecting and Predicting Forecast Breakdowns 0 0 1 128 3 11 21 426
Evaluating forecast performance with state dependence 0 1 3 7 2 6 12 23
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 2 30 7 9 14 104
Exchange Rate Predictability 0 0 10 324 9 12 37 849
Expectations hypotheses tests at Long Horizons 0 0 0 26 1 3 4 201
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 2 31 37 46 52 138
Forecast comparisons in unstable environments 1 6 19 233 6 22 54 658
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 20 1 7 9 110
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 1 1 2 38 4 8 15 107
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 6 7 14 14
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 3 16 1 2 12 56
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 2 73 0 1 7 216
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 1 3 14 131
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 0 0 119 2 2 10 325
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 0 2 8 0 1 5 32
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 1 2 12 277
Identifying the sources of model misspecification 0 0 1 41 2 7 12 174
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 2 3 3 90
Impulse response confidence intervals for persistent data: What have we learned? 0 1 1 66 1 4 6 222
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 3 14 1 4 11 62
Local projections in unstable environments 1 3 12 12 6 12 35 36
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 1 4 9 25 6 16 44 89
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 0 3 4 22
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 2 97 1 4 15 415
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 0 3 87 3 9 23 250
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 1 5 133
Monitoring and Forecasting Currency Crises 0 0 0 98 0 1 3 268
Monitoring and Forecasting Currency Crises 0 0 0 0 1 3 4 10
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 53 2 4 6 175
Parameter path estimation in unstable environments: The tvpreg command 0 2 9 9 0 7 20 20
Recursive Predictability Tests for Real-Time Data 0 1 1 51 2 4 5 170
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 0 2 26
Rolling window selection for out-of-sample forecasting with time-varying parameters 2 2 7 111 7 15 41 444
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 2 5 387
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 2 3 6 12
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 2 2 3 348
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 2 3 204
The effects of conventional and unconventional monetary policy on exchange rates 0 1 9 120 4 8 37 451
Uncertainty and deviations from uncovered interest rate parity 1 3 9 85 4 9 26 319
Understanding models' forecasting performance 0 0 0 86 1 3 5 295
Vector autoregressive-based Granger causality test in the presence of instabilities 1 1 3 35 6 8 11 98
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 1 9 14 38
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 1 4 136 0 1 10 505
Total Journal Articles 11 36 162 3,906 175 358 824 12,649

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 1 3 102 12 18 35 399
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 0 3 5 125
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 9 1 2 6 40
Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors 1 2 4 5 3 6 9 15
Forecasting in macroeconomics 0 0 8 82 2 6 24 196
Markov Switching Rationality 1 2 3 4 1 4 9 20
Recent developments in forecast evaluation 0 9 30 32 1 13 41 46
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 2 4 6 42
Total Chapters 2 14 50 243 22 56 135 883

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 0 4 30 477 3 13 85 1,132
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 1 12 125 2 7 33 440
TVPREG: Stata module to perform parameter path estimation in unstable environments 2 11 62 68 14 44 185 228
Total Software Items 2 16 104 670 19 64 303 1,800

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Statistics updated 2026-01-09