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 3 9 22 242
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 1 114 3 7 44 371
Advances in Forecasting Under Instability 0 0 2 212 15 26 32 383
Alternative Tests for Correct Specification of Conditional Predictive Densities 0 0 0 117 5 7 11 91
Alternative tests for correct specification of conditional predictive densities 0 0 0 25 9 12 19 167
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 350 6 14 18 755
Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability 0 0 1 759 5 6 13 2,284
CAN EXCHANGE RATES FORECAST COMMODITY PRICES? 0 0 1 658 21 51 52 1,590
Can Exchange Rates Forecast Commodity Prices? 0 0 0 20 5 9 10 106
Can Exchange Rates Forecast Commodity Prices? 1 1 1 314 4 6 9 894
Can Exchange Rates Forecast Commodity Prices? 0 0 1 44 4 12 20 245
Can Exchange Rates Forecast Commodity Prices? 0 0 0 61 2 7 12 283
Can Exchange Rates Forecast Commodity Prices? 0 0 1 205 3 6 15 630
Can Oil Prices Forecast Exchange Rates? 0 0 1 215 1 4 7 573
Can Oil Prices Forecast Exchange Rates? 1 1 2 120 19 20 22 284
Can Oil Prices Forecast Exchange Rates? 0 0 0 180 5 11 15 222
Can Oil Prices Forecast Exchange Rates? 1 1 1 162 21 23 27 381
Can oil prices forecast exchange rates? 0 0 0 86 1 11 15 171
Can oil prices forecast exchange rates? 0 0 1 109 3 7 9 375
Comparing Forecast Performance with State Dependence 0 0 0 19 4 6 7 35
Conditional Predictive Density Evaluation in the Presence of Instabilities 0 0 0 32 12 14 15 92
Conditional predictive density evaluation in the presence of instabilities 0 0 0 18 2 3 4 104
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models 0 0 1 6 2 6 8 35
Confidence Intervals for Half-life Deviations from Purchasing Power Parity 0 0 0 170 4 5 9 606
Confidence intervals for bias and size distortion in IV and local projections — IV models 0 0 0 49 4 6 9 109
Confidence intervals for bias and size distortion in IV and local projections–IV models 0 0 0 3 3 4 5 42
Detecting and Predicting Forecast Breakdowns 0 0 0 195 3 7 13 559
Detecting and Predicting Forecast Breakdowns* 0 0 0 84 3 5 9 298
Detecting and predicting forecast breakdowns 1 1 1 104 4 6 9 423
Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 0 1 4 234 8 16 28 893
Do Technology Shocks Drive Hours Up or Down? 0 0 0 44 10 13 15 235
Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure 0 0 0 54 3 4 5 274
Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure 0 0 0 36 4 9 10 234
Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? 0 1 3 58 6 10 25 129
Evaluating Forecast Performance with State Dependence 1 2 2 6 7 10 12 19
Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set 0 0 0 37 3 6 9 98
Evaluating forecast performance with state dependence 0 0 1 45 5 9 11 49
Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set 0 0 0 21 6 8 11 109
Exchange Rate Predictability 0 1 3 202 7 16 29 375
Exchange Rate Predictability 0 1 3 109 20 28 34 259
Exchange rate predictability 0 1 4 261 8 19 42 1,020
Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 0 0 0 99 6 7 8 202
Forecast Comparisons in Unstable Environments 0 3 5 210 10 20 30 589
Forecast Optimality Tests in the Presence of Instabilities 0 0 0 77 6 12 12 158
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 21 5 6 15 78
Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts 0 0 1 29 6 11 20 83
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts 0 0 0 71 1 3 12 128
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 3 26 7 11 16 90
Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models 0 0 1 65 3 5 16 131
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 49 53 58 65 187
Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them 0 0 1 48 3 7 13 104
Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them 0 0 1 65 50 57 66 183
From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts 0 0 0 18 5 7 10 79
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca 0 0 1 9 1 7 12 44
From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 24 4 8 16 49
From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts 0 0 1 30 9 12 16 73
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? 0 0 0 62 3 5 5 210
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When? 0 0 0 29 3 6 7 135
Has modelsí forecasting performance for US output growth and inflation changed over time, and when? 0 0 0 54 3 3 7 238
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 31 2 5 7 59
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 0 2 106 2 4 9 207
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 0 1 1 40 32 91 98 151
Has the Phillips Curve Flattened? 0 0 4 11 3 6 18 30
Has the Phillips curve flattened? 5 10 21 51 22 44 94 167
Has the information channel of monetary policy disappeared? Revisiting the empirical evidence 0 0 0 48 12 19 22 106
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 92 7 7 9 328
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 2 48 2 7 14 102
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 54 2 3 5 92
Heterogeneous consumers and fiscal policy shocks 0 0 1 27 0 3 9 101
How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? 0 0 0 166 5 7 7 394
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 2 4 4 149
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 6 15 294
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? 0 0 1 40 3 6 8 72
Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned? 0 1 1 112 3 5 9 155
Identifying the Sources of Model Misspecification 0 0 0 57 2 6 11 173
Identifying the Sources of Model Misspecification 0 0 0 60 1 2 5 108
Identifying the sources of model misspecification 0 0 0 20 2 4 8 95
Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? 0 0 0 85 3 4 5 430
In-sample Inference and Forecasting in Misspecified Factor Models 0 0 0 41 4 6 9 87
In-sample inference and forecasting in misspecified factor models 0 0 1 61 5 8 13 142
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 9 13 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 7 10 26 1,635
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 6 10 17 486
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 4 4 178
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 3 393
Local Projections in Unstable Environments: How Effective is Fiscal Policy? 2 3 14 107 4 10 28 183
Local projections in unstable environments: How effective is fiscal policy? 0 0 0 0 9 12 17 26
Long-Run Trends in Long-Maturity Real Rates 1311-2021 0 0 2 67 3 10 21 135
Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries 0 1 2 106 7 8 12 209
Macroeconomic uncertainty indices based on nowcast and forecast error distributions 0 0 6 96 3 4 18 233
Model Comparisons in Unstable Environments 0 0 0 37 1 1 1 121
Model Comparisons in Unstable Environments 0 0 0 14 7 7 9 98
Model Comparisons in Unstable Environments 0 0 0 3 6 6 8 42
Model Selection in Unstable Environments 0 0 0 0 2 4 6 49
Model comparisons in unstable environments 0 0 0 64 9 11 67 139
Model comparisons in unstable environments 0 0 0 6 4 8 9 51
Model comparisons in unstable environments 0 0 0 0 1 4 4 4
Monitoring and Forecasting Currency Crises 0 0 0 143 5 6 7 408
Optimal Tests for Nested Model Selection with Underlying Parameter Instability 0 0 0 146 4 9 11 836
Out-of-Sample Forecast Tests Robust to Window Size Choice 0 0 0 114 1 5 8 229
Out-of-Sample Forecast Tests Robust to the Choice of Window Size 0 0 0 47 11 31 32 202
Out-of-sample forecast tests robust to the choice of window size 0 1 4 113 6 8 23 149
Out-of-sample forecast tests robust to the choice of window size 0 0 0 203 3 7 12 592
Predicting Agri-Commodity Prices: an Asset Pricing Approach 0 0 1 130 1 5 8 376
Recursive Predictability Tests for Real-Time Data 0 0 0 110 2 3 3 462
Rethinking Short-Term Real Interest Rates and Term Spreads Using Very Long-Run Data 1 2 8 30 3 6 28 56
Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 2 2 3 274 6 18 35 715
Rolling window selection for out-of-sample forecasting with time-varying parameters 0 0 2 122 12 16 42 234
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 124 3 5 7 588
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons 0 0 0 77 3 6 9 348
Small sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 66 1 2 3 435
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle 0 0 0 207 3 5 6 674
Testing for Weak Identification in Possibly Nonlinear Models 0 0 0 39 1 4 4 123
Tests for the validity of portfolio or group choice in financial and panel regressions 0 0 0 15 5 5 6 47
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 1 44 6 9 17 101
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 91 2 7 8 195
The changing relationship between commodity prices and equity prices in commodity exporting 0 0 1 53 5 6 13 159
The effects of conventional and unconventional monetary policy on exchange rates 0 0 1 72 5 13 18 93
Understanding Models' Forecasting Performance 0 0 0 44 1 2 4 191
Understanding the Sources of Macroeconomic Uncertainty 0 0 1 116 6 13 19 373
Understanding the Sources of Macroeconomic Uncertainty 0 0 0 27 2 6 10 95
Understanding the sources of macroeconomic uncertainty 0 0 1 60 2 6 12 162
VAR-Based Granger-Causality Test in the Presence of Instabilities 0 1 3 56 4 8 14 201
VAR-based Granger-causality test in the presence of instabilities 0 0 1 80 6 8 13 179
Vector autoregressive-based Granger causality test in the presence of instabilities 0 0 0 21 7 10 11 56
What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? 0 0 0 126 2 3 5 257
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 0 0 1 185 4 6 9 450
Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 1 1 2 60 7 12 16 113
Total Working Papers 16 38 148 12,120 767 1,322 2,093 35,401

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 1 18 5 5 6 33
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy 0 0 8 22 5 12 33 82
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY 0 0 1 165 4 9 10 423
Alternative tests for correct specification of conditional predictive densities 0 0 3 55 6 7 18 183
Can Exchange Rates Forecast Commodity Prices? 0 2 14 653 16 21 67 1,757
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates 1 1 4 218 6 6 15 596
Comment 0 0 0 2 1 3 6 19
Comment 0 0 0 4 4 5 5 42
Comment 0 0 0 7 20 37 38 76
Conditional predictive density evaluation in the presence of instabilities 0 0 0 31 2 2 4 90
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models 0 0 1 12 2 3 7 42
Confidence Intervals for Half-Life Deviations From Purchasing Power Parity 0 1 1 77 31 44 47 306
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 0 0 0 39 9 11 12 181
Detecting and Predicting Forecast Breakdowns 0 0 1 128 5 14 26 431
Evaluating forecast performance with state dependence 0 0 3 7 5 8 17 28
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set 0 0 1 30 3 11 14 107
Exchange Rate Predictability 1 1 11 325 6 17 39 855
Expectations hypotheses tests at Long Horizons 0 0 0 26 8 10 12 209
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts 0 0 2 31 67 107 118 205
Forecast comparisons in unstable environments 1 5 19 234 8 21 57 666
Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models 0 0 1 20 6 12 15 116
Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them 0 1 2 38 6 13 21 113
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts 0 0 0 0 5 12 19 19
Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 1 1 4 17 4 5 15 60
Have economic models' forecasting performance for US output growth and inflation changed over time, and when? 0 0 2 73 2 2 8 218
Heterogeneous Consumers and Fiscal Policy Shocks 0 0 0 33 1 2 12 132
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* 1 1 1 120 9 11 19 334
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? 0 0 2 8 3 4 8 35
Identifying the Sources of Instabilities in Macroeconomic Fluctuations 0 0 2 88 3 5 15 280
Identifying the sources of model misspecification 1 1 2 42 7 12 19 181
Implementing tests for forecast evaluation in the presence of instabilities 0 0 0 24 5 7 8 95
Impulse response confidence intervals for persistent data: What have we learned? 0 0 1 66 5 7 11 227
In-Sample Inference and Forecasting in Misspecified Factor Models 0 1 3 14 6 8 16 68
Local projections in unstable environments 2 4 13 14 10 20 44 46
Long-Run Trends in Long-Maturity Real Rates, 1311–2022 1 4 10 26 16 29 55 105
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS 0 0 0 4 3 5 6 25
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions 0 0 2 97 3 4 17 418
Macroeconomic uncertainty indices for the Euro Area and its individual member countries 2 2 5 89 5 11 28 255
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 9 10 14 142
Monitoring and Forecasting Currency Crises 0 0 0 0 3 6 7 13
Monitoring and Forecasting Currency Crises 0 0 0 98 4 5 6 272
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY 0 0 1 53 5 8 10 180
Parameter path estimation in unstable environments: The tvpreg command 0 1 9 9 4 9 24 24
Recursive Predictability Tests for Real-Time Data 0 0 1 51 5 8 10 175
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models 0 0 1 5 3 3 5 29
Rolling window selection for out-of-sample forecasting with time-varying parameters 1 3 8 112 8 20 46 452
Small-sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 74 4 6 9 391
Small‐sample confidence intervals for multivariate impulse response functions at long horizons 0 0 0 1 3 6 9 15
TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE 0 0 0 101 2 4 5 350
Testing for weak identification in possibly nonlinear models 0 0 0 56 2 4 5 206
The effects of conventional and unconventional monetary policy on exchange rates 0 0 5 120 5 10 37 456
Uncertainty and deviations from uncovered interest rate parity 3 6 12 88 4 11 29 323
Understanding models' forecasting performance 0 0 0 86 5 7 9 300
Vector autoregressive-based Granger causality test in the presence of instabilities 0 1 3 35 3 11 14 101
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 4 136 7 7 17 512
What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? 0 0 0 8 2 8 16 40
Total Journal Articles 15 36 164 3,921 390 665 1,159 13,039

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 16 32 49 415
Comment on "Exchange Rate Models Are Not As Bad As You Think" 0 0 1 9 5 7 10 130
Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" 0 0 1 9 3 5 9 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 2 4 5 4 9 13 19
Forecasting in macroeconomics 0 0 7 82 6 11 29 202
Markov Switching Rationality 0 2 3 4 1 5 10 21
Recent developments in forecast evaluation 1 6 29 33 4 12 43 50
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 0 0 0 0 8 12 14 50
Total Chapters 1 10 48 244 47 93 177 930

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 2 28 477 3 10 84 1,135
GCROBUSTVAR: Stata module to compute a VAR-based Granger-causality Test in the Presence of Instabilities 0 0 7 125 4 7 32 444
TVPREG: Stata module to perform parameter path estimation in unstable environments 3 12 59 71 29 52 190 257
Total Software Items 3 14 94 673 36 69 306 1,836

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 2026-02-12