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

36

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4,557

CITATIONS
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238

Scholarly Papers (36)

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 856 (19,335)
Citation 23

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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 719 (26,130)
Citation 8

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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 409 (48,989)

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ommodity prices, exchange rates, equity prices, forecasting

4.

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 247 (78,038)
Citation 9

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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 104 (223,405)
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 88 (250,297)
Citation 16

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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 Independent
Downloads 182 (112,664)
Citation 4

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

7.
Downloads 179 (143,625)
Citation 2

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 178 (144,313)
Citation 2

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Exchange Rates, Forecasting, Instability, Forecast Evaluation

Exchange Rate Predictability

CEPR Discussion Paper No. DP9575
Number of pages: 76 Posted: 31 Jul 2013
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1 (587,865)
Citation 2
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Exchange Rates, Forecast Evaluation, Forecasting, Instability

8.

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 153 (146,535)
Citation 4

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Forecasting, Instabilities, Forecast Evaluation, Overfitting, Exchange Rates

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 142 (175,717)

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

Understanding the Sources of Macroeconomic Uncertainty

CEPR Discussion Paper No. DP11415
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

10.

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 132 (153,531)
Citation 12

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Predictive Ability Testing, Forecast Evaluation, Estimation Window

11.

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 120 (200,210)
Citation 12

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

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 109 (215,911)

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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

CEPR Discussion Paper No. DP11391
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 (587,865)
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forecast rationality, Forecasting, Greenbook, Monetary policy, real-time data, survey

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 107 (189,335)
Citation 8

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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 97 (213,464)
Citation 3

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

15.

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 93 (231,418)
Citation 7

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16.

Can Exchange Rates Forecast Commodity Prices?

NBER Working Paper No. w13901
Number of pages: 49 Posted: 21 Mar 2008
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 67 (284,432)
Citation 23

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17.
Downloads 65 (295,933)
Citation 17

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 64 (302,048)
Citation 17

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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 (587,865)
Citation 17
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18.

Alternative Tests for Correct Specification of Conditional Predictive Densities

Number of pages: 40 Posted: 25 Jun 2013 Last Revised: 17 Jul 2017
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Downloads 29 (321,743)

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

19.

Expectations Hypotheses Tests at Long Horizons

Econometrics Journal, Vol. 10, Issue 3, pp. 554-579, November 2007
Number of pages: 26 Posted: 31 Oct 2007
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 20 (450,308)
Citation 6
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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 19 (419,937)
Citation 12

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Predictive Ability Testing, Forecast Evaluation, Estimation Window

21.

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 18 (455,625)
Citation 2

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

22.

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 16 (455,625)
Citation 2

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

23.

Can Oil Prices Forecast Exchange Rates?

NBER Working Paper No. w17998
Number of pages: 64 Posted: 14 Apr 2012
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 11 (476,476)
Citation 8

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24.

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

International Economic Review, Vol. 46, No. 1, pp. 61-92, February 2005
Number of pages: 32 Posted: 04 Feb 2005
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 11 (502,463)
Citation 23
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25.

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 (507,507)
Citation 13
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26.

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

CEPR Discussion Paper No. 4536
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 (512,559)
Citation 6
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Local to unity asymptotics, persistence, impulse response functions, VARs

27.

The Changing Relationship between Commodity Prices and Equity Prices in Commodity Exporting Countries

IMF Economic Review, Vol. 60, Issue 4, pp. 533-569, 2012
Number of pages: 37 Posted: 22 Dec 2012
Barbara Rossi
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 2 (541,381)
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28.

Can Oil Prices Forecast Exchange Rates?

CEPR Discussion Paper No. DP8635
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 (548,742)
Citation 8
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exchange rates

29.

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
European University Institute and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 2 (548,742)
Citation 1
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30.

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

CEPR Discussion Paper No. DP9576
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 (558,988)
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Bayesian VAR, DSGE, forecast comparison, forecast optimality, Forecasting, real-time data

31.

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 0 (333,301)
Citation 8

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

32.

In-Sample Inference and Forecasting in Misspecified Factor Models

CEPR Discussion Paper No. DP11388
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 (573,266)
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factor models, Forecasting, GDP forecasts, large datasets, partial least squares, principal components, regularization methods, Ridge, sparsity, variable selection

33.

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

Annual Review of Economics, Vol. 7, pp. 207-229, 2015
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)

Abstract:

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34.

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

CEPR Discussion Paper No. DP10168
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 (573,266)
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forecasting, GDP growth, inflation, instabilities, structural change

35.

Identifying the Sources of Model Misspecification

CEPR Discussion Paper No. DP10140
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)
Downloads 0 (573,266)
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DSGE models, empirical macroeconomics, model misspecification

36.

Heterogeneous Consumers and Fiscal Policy Shocks

CEPR Discussion Paper No. DP9631
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 (573,266)
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Fiscal policy, Government spending shocks, Heterogeneity, Tax shocks