Barbara Rossi

Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)

Ramon Trias Fargas, 25-27

Barcelona, 08005

Spain

Barcelona Graduate School of Economics

Ramon Trias Fargas, 25-27

Barcelona, Barcelona 08005

Spain

SCHOLARLY PAPERS

41

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5,867

SSRN CITATIONS
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Top 1,315

in Total Papers Citations

431

CROSSREF CITATIONS

505

Scholarly Papers (41)

1.

Can Exchange Rates Forecast Commodity Prices?

Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Number of pages: 49 Posted: 28 Jul 2008 Last Revised: 06 May 2010
Yu-Chin Chen, Kenneth Rogoff and Barbara Rossi
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1,050 (27,485)
Citation 52

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Exchange rates, forecasting, commodity prices, random walk

2.

Can Oil Prices Forecast Exchange Rates?

Economic Research Initiatives at Duke Working Paper No. 95
Number of pages: 54 Posted: 12 May 2011
Domenico Ferraro, Barbara Rossi and Kenneth Rogoff
affiliation not provided to SSRN, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Harvard University - Department of Economics
Downloads 831 (38,159)

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3.

Predicting Agri-Commodity Prices: An Asset Pricing Approach

Number of pages: 45 Posted: 28 May 2010
Yu-Chin Chen, Kenneth Rogoff and Barbara Rossi
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 764 (42,901)
Citation 3

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ommodity prices, exchange rates, equity prices, forecasting

4.
Downloads 437 ( 86,848)
Citation 105

Exchange Rate Predictability

CAFE Research Paper No. 13.16
Number of pages: 75 Posted: 27 Aug 2013
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 436 (86,333)
Citation 7

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Exchange Rates, Forecasting, Instability, Forecast Evaluation

Exchange Rate Predictability

Number of pages: 76 Posted: 31 Jul 2013
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1 (849,684)
Citation 43
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Exchange Rates, Forecast Evaluation, Forecasting, Instability

5.

Advances in Forecasting Under Instability

Economic Research Initiatives at Duke (ERID) Working Paper No. 111
Number of pages: 141 Posted: 28 Sep 2011 Last Revised: 27 Sep 2013
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 376 (103,340)
Citation 8

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6.

What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?

Economic Research Initiatives at Duke (ERID) Working Paper No. 91
Number of pages: 33 Posted: 25 Jan 2011 Last Revised: 06 Feb 2011
Barbara Rossi and Sarah Zubairy
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 299 (132,749)
Citation 20

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Monetary policy, government spending, fiscal policy, business cycle fluctuations, medium cycle

7.
Downloads 221 (179,357)
Citation 24

Understanding the Sources of Macroeconomic Uncertainty

Number of pages: 53 Posted: 19 May 2016 Last Revised: 04 Aug 2016
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Downloads 221 (178,986)
Citation 34

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Uncertainty, Risk, Ambiguity, Knightian Uncertainty, Survey of Professional Forecasters, Predictive Densities

Understanding the Sources of Macroeconomic Uncertainty

Number of pages: 55 Posted: 01 Aug 2016
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
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Ambiguity, Knightian Uncertainty, Predictive Densities., risk, Survey of Professional Forecasters, uncertainty

Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

FRB of Atlanta Working Paper No. 2007-10a
Number of pages: 41 Posted: 25 May 2007 Last Revised: 06 Jul 2014
North Carolina State University - Department of Economics, Southern Methodist University, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 120 (300,542)
Citation 16

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impulse response function, matching estimator, redundant selection criterion

Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

Economic Research Initiatives at Duke (ERID) Working Paper No. 29
Number of pages: 53 Posted: 13 Nov 2009 Last Revised: 06 Jul 2014
North Carolina State University - Department of Economics, Southern Methodist University, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 97 (348,391)
Citation 4

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9.

Out-of-Sample Forecast Tests Robust to the Window Size Choice

Economic Research Initiatives at Duke Working Paper No. 94
Number of pages: 48 Posted: 29 Mar 2011
Barbara Rossi and Atsushi Inoue
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Southern Methodist University
Downloads 209 (189,019)
Citation 1

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Predictive Ability Testing, Forecast Evaluation, Estimation Window

10.

Understanding Models’ Forecasting Performance

Economic Research Initiatives at Duke (ERID) Working Paper No. 54
Number of pages: 39 Posted: 23 Aug 2010 Last Revised: 16 Sep 2010
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 194 (202,345)
Citation 4

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Forecasting, Instabilities, Forecast Evaluation, Overfitting, Exchange Rates

11.

Can Oil Prices Forecast Exchange Rates?

Journal of International Money and Finance, Vol. 54, 2015
Number of pages: 65 Posted: 06 Oct 2016
Domenico Ferraro, Kenneth Rogoff and Barbara Rossi
Arizona State University (ASU) - Economics Department, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 148 (254,858)

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Exchange rates; Predictive ability; Out-of-sample fit

12.

Detecting and Predicting Forecast Breakdowns

ECB Working Paper No. 638
Number of pages: 49 Posted: 11 Jul 2006
Raffaella Giacomini and Barbara Rossi
University College London - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 146 (257,586)
Citation 9

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Structural change, Forecast evaluation, Forecast rationality testing, In-sample evaluation, Out-of-sample evaluation

13.

Can Oil Prices Forecast Exchange Rates?

CAFE Research Paper No. 13.17
Number of pages: 65 Posted: 27 Aug 2013
Domenico Ferraro, Kenneth Rogoff and Barbara Rossi
Independent, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 139 (267,879)
Citation 1

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14.

Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?

Economic Research Initiatives at Duke (ERID) Working Paper No. 12
Number of pages: 27 Posted: 11 Sep 2008
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 124 (292,143)
Citation 6

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Output Forecasts, Inflation Forecasts, Model Selection, Structural Change, Forecast Evaluation, Real-time Data

Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts

Economic Research Initiatives at Duke (ERID) Working Paper No. 109
Number of pages: 57 Posted: 25 Aug 2011 Last Revised: 19 Nov 2014
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 122 (296,974)
Citation 16

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Forecasting, forecast rationality, regression-based tests of forecasting ability, Greenbook forecasts, survey forecasts, real-time data

Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts

Number of pages: 38 Posted: 18 Jul 2016
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 1 (849,684)
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forecast rationality, Forecasting, Greenbook, Monetary policy, real-time data, survey

16.

Can Oil Prices Forecast Exchange Rates?

FRB of Philadelphia Working Paper No. 11-34
Number of pages: 60 Posted: 29 Aug 2011
Domenico Ferraro, Kenneth Rogoff and Barbara Rossi
Independent, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 105 (328,181)
Citation 7

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17.

Alternative Tests for Correct Specification of Conditional Predictive Densities

Number of pages: 42 Posted: 25 Jun 2013 Last Revised: 21 Nov 2018
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 102 (334,520)
Citation 19

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Predictive Density, Probability Integral Transform, Kolmogorov-Smirnov Test, Carmer-von Mises Test, Forecast Evaluation

18.

Can Exchange Rates Forecast Commodity Prices?

NBER Working Paper No. w13901
Number of pages: 49 Posted: 21 Mar 2008 Last Revised: 27 Jun 2021
Yu-Chin Chen, Kenneth Rogoff and Barbara Rossi
Harvard University, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 80 (389,249)
Citation 7

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19.
Downloads 76 (400,756)
Citation 94

Model Comparisons in Unstable Environments

Economic Research Initiatives at Duke (ERID) Working Paper No. 30
Number of pages: 45 Posted: 13 Nov 2009
Barbara Rossi and Raffaella Giacomini
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and University College London - Department of Economics
Downloads 75 (408,233)
Citation 10

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Model Selection Tests, Misspecification, Structural Change, Kullback-Leibler Information Criterion

Model Comparisons in Unstable Environments

International Economic Review, Vol. 57, Issue 2, pp. 369-392, 2016
Number of pages: 24 Posted: 29 Apr 2016
Raffaella Giacomini and Barbara Rossi
University College London - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1 (849,684)
Citation 16
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20.

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

FRB of Philadelphia Working Paper No. 11-31
Number of pages: 64 Posted: 09 Aug 2011
Barbara Rossi and Atsushi Inoue
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Southern Methodist University
Downloads 45 (514,442)
Citation 16

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Predictive Ability Testing, Forecast Evaluation, Estimation Window

From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty From Survey Density Forecasts

Banco de Espana Working Paper No. 1947
Number of pages: 53 Posted: 10 Jan 2020
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Banco de España, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 29 (613,893)
Citation 2

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Survey of Professional Forecasters, density forecasts, forecast combination, predictive density, probability integral transform, uncertainty, real-time

From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts

Number of pages: 47 Posted: 10 Jan 2020
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Banco de España, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 9 (772,408)
Citation 4

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Survey of Professional Forecasters, Density Forecasts, Forecast Combination, Predictive Density, Probability Integral Transform, Uncertainty, Real-time.

From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts

Number of pages: 50 Posted: 14 Jan 2020
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Banco de España, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
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22.

Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set

Number of pages: 44 Posted: 11 Oct 2012 Last Revised: 28 May 2013
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 28 (603,933)
Citation 11

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Predictive Density Evaluation, Structural Change, Output Growth Forecasts, Inflation Forecasts

23.

Conditional Predictive Density Evaluation in the Presence of Instabilities

Number of pages: 34 Posted: 14 Dec 2012 Last Revised: 01 Mar 2013
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 25 (623,478)
Citation 8

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Predictive Density, Dynamic Mis-specifi…cation, Instability, Structural Change, Forecast Evaluation

24.

Can Oil Prices Forecast Exchange Rates?

NBER Working Paper No. w17998
Number of pages: 64 Posted: 14 Apr 2012 Last Revised: 07 Mar 2021
Domenico Ferraro, Kenneth Rogoff and Barbara Rossi
Independent, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 24 (630,384)
Citation 1

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25.

Confidence Intervals for Bias and Size Distortion in IV and Local Projections — IV Models

Banco de Espana Working Paper No. 1841
Number of pages: 74 Posted: 20 Dec 2018
Gergely Ganics, Atsushi Inoue and Barbara Rossi
Banco de España, Vanderbilt University - College of Arts and Science - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 23 (637,222)
Citation 1

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instrumental variables, weak instruments, weak identification, concentration parameter, local projections

26.

Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle

Number of pages: 32 Posted: 04 Feb 2005
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 11 (726,880)
Citation 5
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27.

How Stable is the Forecasting Performance of the Yield Curve for Output Growth?

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 783-795, December 2006
Number of pages: 13 Posted: 24 Nov 2006
Raffaella Giacomini and Barbara Rossi
University College London - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 10 (734,792)
Citation 2
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28.

Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons

Number of pages: 43 Posted: 30 Sep 2004
Elena Pesavento and Barbara Rossi
Emory University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 9 (742,878)
Citation 3
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Local to unity asymptotics, persistence, impulse response functions, VARs

29.

The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates

NBER Working Paper No. w25021
Number of pages: 64 Posted: 17 Sep 2018 Last Revised: 14 Nov 2021
Atsushi Inoue and Barbara Rossi
Vanderbilt University - College of Arts and Science - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 7 (759,095)
Citation 13

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30.

Can Oil Prices Forecast Exchange Rates?

Number of pages: 62 Posted: 24 Nov 2011
Domenico Ferraro, Kenneth Rogoff and Barbara Rossi
Independent, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 2 (800,676)
Citation 1
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exchange rates

31.

Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-Specified Models

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue s1, pp. 867-893, December 2008
Number of pages: 27 Posted: 02 Dec 2008
Bocconi University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 2 (800,676)
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32.

Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do it and What Have We Learned?

Number of pages: 53 Posted: 23 Oct 2019
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1 (812,505)
Citation 3
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External Instruments, forward guidance, monetary policy, Shock identification, Unconventional Monetary Policy, VARs, zero lower bound

33.

Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?

Number of pages: 63 Posted: 31 Jul 2013
Bilkent University - Department of Economics, Johns Hopkins University and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1 (812,505)
Citation 3
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Bayesian VAR, DSGE, forecast comparison, forecast optimality, Forecasting, real-time data

34.

Comparing Forecast Performance with State Dependence

Number of pages: 42 Posted: 12 Sep 2020
Banque de France, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
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Forecast evaluation, Pockets of Predictability, State Dependence

35.

Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them

Number of pages: 70 Posted: 25 Mar 2020
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
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business cycles, Density forecasts, Forecast Confidence Intervals, Forecasting, great recession, inflation, Instabilities, output growth, Structural Breaks, Time variation

36.

Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence

Number of pages: 45 Posted: 03 Mar 2020
Lukas Hoesch, Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 0 (830,090)
Citation 2
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Forecasting, Information Channel of Monetary Policy, Instabilities, monetary policy

37.

In-Sample Inference and Forecasting in Misspecified Factor Models

Number of pages: 58 Posted: 18 Jul 2016
Marine Carrasco and Barbara Rossi
University of Montreal - Departement de Ciences Economiques and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 0 (830,090)
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factor models, Forecasting, GDP forecasts, large datasets, partial least squares, principal components, regularization methods, Ridge, sparsity, variable selection

38.

Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models

Posted: 07 Aug 2015
Raffaella Giacomini and Barbara Rossi
University College London - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)

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39.

Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters

Number of pages: 66 Posted: 30 Sep 2014
Atsushi Inoue, Lu Jin and Barbara Rossi
Vanderbilt University - College of Arts and Science - Department of Economics, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 0 (830,090)
Citation 6
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forecasting, GDP growth, inflation, instabilities, structural change

40.

Identifying the Sources of Model Misspecification

Number of pages: 38 Posted: 25 Sep 2014
Chun-Hung Kuo and Barbara Rossi
International University of Japan and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
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DSGE models, empirical macroeconomics, model misspecification

41.

Heterogeneous Consumers and Fiscal Policy Shocks

Number of pages: 57 Posted: 09 Sep 2013
Emily Anderson, Atsushi Inoue and Barbara Rossi
Duke University, Southern Methodist University and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 0 (830,090)
Citation 4
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Fiscal policy, Government spending shocks, Heterogeneity, Tax shocks