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 1 9 22 243
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 1 7 44 372
Advances in Forecasting Under Instability 0 0 2 212 3 28 35 386
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 3 10 14 94
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 6 17 25 173
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 350 3 15 21 758
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 759 0 6 13 2,284
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 658 6 55 58 1,596
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 2 9 12 108
Can Exchange Rates Forecast Commodity Prices? 0 0 1 44 0 10 18 245
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 1 8 12 284
Can Exchange Rates Forecast Commodity Prices? 0 1 1 314 1 6 10 895
Can Exchange Rates Forecast Commodity Prices? 0 0 1 205 1 6 15 631
Can Oil Prices Forecast Exchange Rates? 0 1 1 162 11 32 38 392
Can Oil Prices Forecast Exchange Rates? 0 1 2 120 13 33 35 297
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 5 6 12 578
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 0 8 13 222
Can oil prices forecast exchange rates? 0 0 0 86 2 6 17 173
Can oil prices forecast exchange rates? 0 0 1 109 1 6 10 376
Comparing Forecast Performance with State Dependence 0 0 0 19 3 9 10 38
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 1 14 16 93
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 3 6 7 107
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 0 4 7 35
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 1 6 9 607
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 2 6 10 111
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 2 6 6 44
Detecting and Predicting Forecast Breakdowns 0 0 0 195 1 8 11 560
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 0 4 9 298
Detecting and predicting forecast breakdowns 0 1 1 104 0 5 9 423
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 0 4 234 2 14 29 895
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 1 12 16 236
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 2 5 7 276
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 2 7 12 236
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 0 3 58 6 14 28 135
Evaluating Forecast Performance with State Dependence 0 1 2 6 1 9 13 20
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 2 7 10 100
Evaluating forecast performance with state dependence 0 0 1 45 1 10 11 50
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 2 9 13 111
Exchange Rate Predictability 1 1 4 203 5 17 32 380
Exchange Rate Predictability 0 1 2 109 2 28 34 261
Exchange rate predictability 0 1 1 261 0 19 34 1,020
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 0 7 8 202
Forecast Comparisons in Unstable Environments 1 1 6 211 5 16 35 594
Forecast Optimality Tests in the Presence of Instabilities 0 0 0 77 2 12 14 160
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 21 0 6 15 78
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 29 3 12 22 86
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 1 4 11 129
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 3 26 9 16 25 99
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 2 6 18 133
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 0 5 13 104
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 49 19 75 83 206
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 1 1 2 66 17 67 82 200
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 0 7 9 79
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 1 9 1 3 11 45
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 0 24 2 7 16 51
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 30 0 10 15 73
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 5 10 10 215
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 0 5 7 135
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 1 4 8 239
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 31 0 3 7 59
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 1 40 2 86 99 153
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 106 0 3 9 207
Has the Phillips Curve Flattened? 1 1 5 12 3 9 19 33
Has the Phillips curve flattened? 2 9 22 53 6 46 94 173
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 6 19 28 112
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 1 48 1 5 13 103
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 0 3 4 92
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 0 7 8 328
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 0 1 9 101
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 1 8 8 395
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 3 5 7 152
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 7 11 22 301
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 40 1 5 9 73
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 4 8 11 159
Identifying the Sources of Model Misspecification 0 0 0 57 4 8 15 177
Identifying the Sources of Model Misspecification 0 0 0 60 0 2 5 108
Identifying the sources of model misspecification 0 0 0 20 2 6 10 97
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 1 4 6 431
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 2 6 11 89
In-sample inference and forecasting in misspecified factor models 0 0 1 61 0 6 12 142
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 12 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 10 19 488
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 4 13 30 1,639
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 7 7 181
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 2 5 395
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 0 3 12 107 2 11 26 185
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 5 14 21 31
Long-Run Trends in Long-Maturity Real Rates 1311-2021 1 1 3 68 3 7 23 138
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 0 2 106 4 11 15 213
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 1 1 6 97 4 7 21 237
Model Comparisons in Unstable Environments 0 0 0 3 7 13 15 49
Model Comparisons in Unstable Environments 0 0 0 14 4 11 13 102
Model Comparisons in Unstable Environments 0 0 0 37 0 1 1 121
Model Selection in Unstable Environments 0 0 0 0 0 3 6 49
Model comparisons in unstable environments 0 0 0 0 1 2 5 5
Model comparisons in unstable environments 0 0 0 6 3 8 11 54
Model comparisons in unstable environments 0 0 0 64 1 11 68 140
Monitoring and Forecasting Currency Crises 0 0 0 143 2 8 9 410
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 1 10 11 837
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 4 9 12 233
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 3 31 34 205
Out-of-sample forecast tests robust to the choice of window size 0 0 4 113 5 12 27 154
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 3 8 15 595
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 3 5 11 379
Recursive Predictability Tests for Real-Time Data 0 0 0 110 0 3 3 462
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 0 2 6 30 4 10 27 60
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 3 4 275 4 17 39 719
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 4 18 45 238
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 1 6 8 589
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 2 7 11 350
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 0 2 2 435
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 5 9 10 679
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 0 1 4 123
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 0 5 5 47
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 4 12 18 105
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 0 4 8 195
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 0 5 13 159
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 4 12 22 97
Understanding Models' Forecasting Performance 0 0 0 44 0 1 4 191
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 2 7 12 97
Understanding the Sources of Macroeconomic Uncertainty 0 0 1 116 3 13 22 376
Understanding the sources of macroeconomic uncertainty 0 0 1 60 5 11 17 167
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 0 3 56 1 6 15 202
VAR-based Granger-causality test in the presence of instabilities 0 0 1 80 1 8 14 180
Vector autoregressive-based Granger causality test in the presence of instabilities 1 1 1 22 3 12 14 59
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 1 4 6 258
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 185 0 5 8 450
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 2 3 61 5 15 21 118
Total Working Papers 11 34 147 12,131 324 1,438 2,332 35,725

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 2 7 7 35
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 7 22 6 13 37 88
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 1 165 1 9 11 424
Alternative tests for correct specification of conditional predictive densities 1 1 3 56 4 10 20 187
Can Exchange Rates Forecast Commodity Prices? 2 4 16 655 6 25 68 1,763
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 0 1 3 218 2 8 16 598
Comment 0 0 0 4 0 5 5 42
Comment 0 0 0 7 0 37 38 76
Comment 0 0 0 2 0 2 4 19
Conditional predictive density evaluation in the presence of instabilities 1 1 1 32 2 4 6 92
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 1 4 8 43
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 1 1 77 2 43 49 308
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 3 12 15 184
Detecting and Predicting Forecast Breakdowns 0 0 1 128 1 9 26 432
Evaluating forecast performance with state dependence 0 0 3 7 0 7 15 28
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 1 30 1 11 15 108
Exchange Rate Predictability 3 4 12 328 9 24 46 864
Expectations hypotheses tests at Long Horizons 0 0 0 26 1 10 13 210
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 2 31 7 111 124 212
Forecast comparisons in unstable environments 2 4 20 236 7 21 61 673
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 20 4 11 19 120
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 1 2 3 39 2 12 23 115
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 0 11 19 19
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 3 17 1 6 14 61
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 1 1 2 74 4 6 10 222
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 1 3 10 133
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 0 1 1 120 1 12 19 335
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 1 1 3 9 2 5 10 37
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 1 88 1 5 15 281
Identifying the sources of model misspecification 0 1 2 42 3 12 21 184
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 0 7 8 95
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 1 7 12 228
In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 3 14 0 7 15 68
Local projections in unstable environments 2 5 14 16 6 22 48 52
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 2 4 12 28 9 31 58 114
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 1 4 7 26
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 1 97 3 7 19 421
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 0 2 5 89 2 10 29 257
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 2 12 15 144
Monitoring and Forecasting Currency Crises 0 0 0 0 1 5 8 14
Monitoring and Forecasting Currency Crises 0 0 0 98 5 9 10 277
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 53 1 8 11 181
Parameter path estimation in unstable environments: The tvpreg command 1 1 10 10 5 9 29 29
Recursive Predictability Tests for Real-Time Data 0 0 1 51 3 10 13 178
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 0 3 5 29
Rolling window selection for out-of-sample forecasting with time-varying parameters 3 6 10 115 9 24 52 461
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 0 4 8 391
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 0 5 8 15
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 3 7 8 353
Testing for weak identification in possibly nonlinear models 0 0 0 56 0 2 4 206
The effects of conventional and unconventional monetary policy on exchange rates 0 0 5 120 3 12 33 459
Uncertainty and deviations from uncovered interest rate parity 0 4 12 88 1 9 29 324
Understanding models' forecasting performance 1 1 1 87 1 7 10 301
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 2 35 0 9 13 101
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 1 1 4 137 3 10 17 515
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 0 3 16 40
Total Journal Articles 22 48 171 3,943 133 698 1,229 13,172

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 3 102 3 31 51 418
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 0 5 10 130
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 9 0 4 8 43
Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors 0 1 3 5 1 8 12 20
Forecasting in macroeconomics 2 2 9 84 3 11 31 205
Markov Switching Rationality 0 1 3 4 2 4 11 23
Recent developments in forecast evaluation 2 3 28 35 3 8 43 53
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 3 13 17 53
Total Chapters 4 7 48 248 15 84 183 945

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 1 28 478 7 13 81 1,142
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 1 1 6 126 2 8 29 446
TVPREG: Stata module to perform parameter path estimation in unstable environments 3 8 51 74 7 50 167 264
Total Software Items 5 10 85 678 16 71 277 1,852

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Statistics updated 2026-03-04