Barbara Rossi : Citation Profile

Are you Barbara Rossi?

Barcelona School of Economics (BSE) (90% share)
Barcelona School of Economics (BSE) (10% share)

28

H index

49

i10 index

3588

Citations

RESEARCH PRODUCTION:

42

Articles

118

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 179
   Journals where Barbara Rossi has often published
   Relations with other researchers
   Recent citing documents: 540.    Total self citations: 89 (2.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro86
   Updated: 2023-03-25    RAS profile: 2020-07-28    
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Relations with other researchers

Works with:

Sekhposyan, Tatevik (12)

Inoue, Atsushi (12)

Ganics, Gergely (7)

Wang, Yiru (4)

Hoesch, Lukas (4)

Kuo, Chun-Hung (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Barbara Rossi.

Is cited by:

GUPTA, RANGAN (111)

Byrne, Joseph (48)

Korobilis, Dimitris (48)

Beckmann, Joscha (40)

Pincheira, Pablo (37)

Zhang, Yaojie (35)

Wang, Yudong (35)

Salisu, Afees (33)

McCracken, Michael (28)

Wohar, Mark (28)

Perron, Pierre (28)

Cites to:

West, Kenneth (77)

Clark, Todd (65)

Stock, James (53)

Watson, Mark (51)

Sekhposyan, Tatevik (50)

McCracken, Michael (49)

Rogoff, Kenneth (48)

Kilian, Lutz (44)

Timmermann, Allan (43)

Giacomini, Raffaella (42)

Diebold, Francis (42)

Main data

Where Barbara Rossi has published?

Journals with more than one article published# docs
Journal of Econometrics5
Journal of Business & Economic Statistics4
Oxford Bulletin of Economics and Statistics2
Journal of Business & Economic Statistics2
Macroeconomic Dynamics2
Journal of International Money and Finance2
International Journal of Forecasting2
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2
Stata Journal2

Working Papers Series with more than one paper published# docs
Working Papers / Duke University, Department of Economics30
Working Papers / Barcelona School of Economics21
CEPR Discussion Papers / C.E.P.R. Discussion Papers15
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers / Federal Reserve Bank of Philadelphia2
Working Papers / University of Washington, Department of Economics2
Working Papers / Banco de Espaa2

Recent works citing Barbara Rossi (2022 and 2021)

YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

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2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724.

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2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2021The Causal Impact of the Rapid Czech Interest Rate Hike on the Czech Exchange Rate Assessed by the Bayesian Structural Time Series Model. (2021). Bednar, Ondrej. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:10:y:2021:i:2:p:1-17.

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2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2022Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2021Time-varying neural network for stock return prediction. (2020). , Richard ; Azizi, Lamiae ; Chan, Jennifer ; Steven, . In: Papers. RePEc:arx:papers:2003.02515.

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2022When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2022Kernel Methods for Policy Evaluation: Treatment Effects, Mediation Analysis, and Off-Policy Planning. (2020). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2010.04855.

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2022Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2021Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2021Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779.

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2022Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673.

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2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

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2021Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698.

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2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

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2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

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2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

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2022Time Series Prediction under Distribution Shift using Differentiable Forgetting. (2022). Clarkson, Jase ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2207.11486.

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2022Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2022The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2022Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2022Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2022Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2022Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2021Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies. (2021). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Asian Economics Letters. RePEc:ayb:jrnael:41.

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2021Monetary Policy Announcement and Stock Returns - Evidence From Long-Term Repo Operations in India. (2021). Chundakkadan, Radeef ; Sasidharan, Subash. In: Asian Economics Letters. RePEc:ayb:jrnael:53.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2021Networking the Yield Curve: Implications for Monetary Policy. (2021). Dahlhaus, Tatjana ; Schaumburg, Julia ; Sekhposyan, Tatevik. In: Staff Working Papers. RePEc:bca:bocawp:21-4.

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2021From He-Cession to She-Stimulus? The Labor Market Impact of Fiscal Policy Across Gender. (2021). Bonk, Alica ; Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:21-42.

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2022CANVAS: A Canadian Behavioral Agent-Based Model. (2022). Hommes, Cars ; Zhang, Yang ; Siqueira, Melissa ; Poledna, Sebastian ; He, Mario. In: Staff Working Papers. RePEc:bca:bocawp:22-51.

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2023Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9.

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2021Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil. (2021). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:552.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2023A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23.

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2021Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2021The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1244.

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2021Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295.

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2022Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12.

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2022Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024.

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2021Answering the Queen: Machine learning and financial crises. (2021). Howell, Michael ; Fouliard, Jeremy ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:926.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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2021Implied volatility smirk in the Australian dollar market. (2021). Ruan, Xinfeng ; Zhang, Jin E ; Gehricke, Sebastian A. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4573-4599.

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2022Economic effects of climate change on agricultural production and productivity in Latin America and the Caribbean (LAC). (2022). Ludena, Carlos E ; Bravoureta, Boris E ; Lachaud, Michee A. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:321-332.

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2021Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

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2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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2022Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270.

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2021Why central banks announcing liquidity injections is more effective than forward guidance. (2021). Klose, Jens ; Baumgärtner, Martin ; Baumgartner, Martin. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:236-256.

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2021The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012.

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2021Isotonic distributional regression. (2021). Gneiting, Tilmann ; Ziegel, Johanna F ; Henzi, Alexander. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:963-993.

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2022The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883.

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2021Nearly Unbiased Estimation of Autoregressive Models for Bounded Near?Integrated Stochastic Processes*. (2021). Montañés, Antonio ; Carrion-i-Silvestre, Josep ; CarrioniSilvestre, Josep Lluis ; Montaes, Antonio ; Gadea, Maria Dolores. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:273-297.

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2021Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2021Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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2022Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.

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2021The impact of conflict on the exchange rate of developing economies. (2021). Michail, Nektarios A. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:916-930.

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2021The persistence of inequality across Indian states: A time series approach. (2021). Bandyopadhyay, Sanghamitra. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:3:p:1150-1171.

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2021Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

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2021Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia. (2021). Baek, Jungho ; Choi, Yoon Jung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:312-325.

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2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

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2021The Hard Problem of Prediction for Conflict Prevention. (2021). Mueller, Hannes ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2103.

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2022Split Personalities: The Changing Nature of Technology Shocks*. (2022). Lubik, Thomas ; Gunn, Christopher ; Grtz, Christoph. In: Carleton Economic Papers. RePEc:car:carecp:22-06.

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2022A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05. (2022). Office, Congressional Budget. In: Working Papers. RePEc:cbo:wpaper:57582.

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2021SUSTAINABILITY OF EXCHANGE RATES AND CRUDE OIL PRICES CONNECTION WITH COVID-19: AN INVESTIGATION FOR BRICS. (2021). Bhatia, Parul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:19-29.

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2022THEORETICAL ASPECTS REGARDING THE MODELS OF THE FINANCIAL - MONETARY ANALYSIS. (2022). Iacob, Stefan Virgil ; Anghel, Madalina-Gabriela ; Madalina - Gabriela Anghel, ; Anghelache, Constantin. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:52-58.

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2021Functional data analysis for brazilian term structure of interest rate. (2021). Raad, Rodrigo ; Vaz, Lucelia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td638.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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2021Socio-Economic Attitudes in the Era of Social Distancing and Lockdowns. (2021). Lacomba, Juan A ; ARIN, Kerim Peren ; Thum, Marcel ; Moro-Egido, Ana I ; Lagos, Francisco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8845.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9748.

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2022Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967.

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2021Wie man wirtschaftliche Unsicherheit empirisch messen kann – Eine Darstellung am Beispiel von Deutschland. (2021). Gillmann, Niels ; Hilgenberg, Alexander. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:28:y:2021:i:02:p:24-29.

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More than 100 citations found, this list is not complete...

Works by Barbara Rossi:

YearTitleTypeCited
2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions In: American Economic Review.
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2015Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers.
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2013Exchange Rate Predictability In: Journal of Economic Literature.
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2013Exchange Rate Predictability.(2013) In: Working Papers.
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2013Exchange Rate Predictability.(2013) In: CEPR Discussion Papers.
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2013Exchange rate predictability.(2013) In: Economics Working Papers.
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2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models In: Annual Review of Economics.
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2014Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models.(2014) In: Working Papers.
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2014Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models.(2014) In: Economics Working Papers.
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2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
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2018Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2018) In: Working Papers.
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2018Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers.
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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers.
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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts.(2020) In: Working Papers.
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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts.(2020) In: CEPR Discussion Papers.
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2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts.(2019) In: Economics Working Papers.
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2005Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics.
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2003Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers.
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2005Confidence Intervals for Half-Life Deviations From Purchasing Power Parity In: Journal of Business & Economic Statistics.
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2002Confidence Intervals for Half-life Deviations from Purchasing Power Parity.(2002) In: Working Papers.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
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2019The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
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2018The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers.
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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? In: Working Papers.
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2020Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?.(2020) In: Economics Working Papers.
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2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
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2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers.
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2019VAR-Based Granger-Causality Test in the Presence of Instabilities In: Working Papers.
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2019VAR-based Granger-causality test in the presence of instabilities.(2019) In: Economics Working Papers.
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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: Working Papers.
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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: CEPR Discussion Papers.
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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Paper Series.
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2021Has the information channel of monetary policy disappeared? Revisiting the empirical evidence.(2021) In: Economics Working Papers.
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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them In: Working Papers.
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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them.(2020) In: CEPR Discussion Papers.
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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them.(2021) In: Economics Working Papers.
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2013Conditional Predictive Density Evaluation in the Presence of Instabilities In: Working Papers.
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2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Journal of Econometrics.
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2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers.
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2013Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set In: Working Papers.
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2014Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set.(2014) In: International Journal of Forecasting.
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2013Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set.(2013) In: Economics Working Papers.
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2015Alternative Tests for Correct Specification of Conditional Predictive Densities In: Working Papers.
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2019Alternative tests for correct specification of conditional predictive densities.(2019) In: Journal of Econometrics.
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2017Alternative tests for correct specification of conditional predictive densities.(2017) In: Economics Working Papers.
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2014Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts In: Working Papers.
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2016Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts.(2016) In: CEPR Discussion Papers.
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2014Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts.(2014) In: Economics Working Papers.
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2016Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts.(2016) In: Journal of Applied Econometrics.
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2014Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers.
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2017Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics.
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2016Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers.
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2014Model Comparisons in Unstable Environments In: Working Papers.
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2009Model Comparisons in Unstable Environments.(2009) In: Working Papers.
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2010Model Comparisons in Unstable Environments.(2010) In: Working Papers.
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2012Model comparisons in unstable environments.(2012) In: CeMMAP working papers.
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2015Model comparisons in unstable environments.(2015) In: Economics Working Papers.
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2015Can Oil Prices Forecast Exchange Rates? In: Working Papers.
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2011Can Oil Prices Forecast Exchange Rates?.(2011) In: CEPR Discussion Papers.
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2011Can Oil Prices Forecast Exchange Rates?.(2011) In: Working Papers.
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2011Can oil prices forecast exchange rates?.(2011) In: Working Papers.
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2012Can Oil Prices Forecast Exchange Rates?.(2012) In: NBER Working Papers.
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2015Can oil prices forecast exchange rates?.(2015) In: Economics Working Papers.
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2015Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers.
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2015Identifying the Sources of Model Misspecification In: Working Papers.
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2014Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers.
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2020Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics.
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2018Identifying the sources of model misspecification.(2018) In: Economics Working Papers.
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2015Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers.
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2013Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers.
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2012Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers.
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2015Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers.
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2016Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking.
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2016Understanding the Sources of Macroeconomic Uncertainty In: Working Papers.
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2016Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers.
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2018Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers.
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2006How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* In: Oxford Bulletin of Economics and Statistics.
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2005How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?.(2005) In: Working Papers.
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2008Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis?specified Models* In: Oxford Bulletin of Economics and Statistics.
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2005Detecting and Predicting Forecast Breakdowns* In: UCLA Economics Working Papers.
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2006Detecting and Predicting Forecast Breakdowns.(2006) In: Working Papers.
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2006Detecting and predicting forecast breakdowns.(2006) In: Working Paper Series.
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2009Detecting and Predicting Forecast Breakdowns.(2009) In: Review of Economic Studies.
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2014Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers.
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2016In-sample Inference and Forecasting in Misspecified Factor Models In: CEPR Discussion Papers.
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2016In-Sample Inference and Forecasting in Misspecified Factor Models.(2016) In: Journal of Business & Economic Statistics.
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2016In-sample inference and forecasting in misspecified factor models.(2016) In: Economics Working Papers.
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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? In: CEPR Discussion Papers.
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2004Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons In: CEPR Discussion Papers.
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2003Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons.(2003) In: Working Papers.
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2004Small sample confidence intervals for multivariate impulse response functions at long horizons.(2004) In: Econometric Society 2004 North American Winter Meetings.
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2006Small-sample confidence intervals for multivariate impulse response functions at long horizons.(2006) In: Journal of Applied Econometrics.
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2011Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers.
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2011Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers.
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2012Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers.
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2013Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers.
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2005OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY In: Econometric Theory.
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2002Optimal Tests for Nested Model Selection with Underlying Parameter Instability.(2002) In: Working Papers.
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2006ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY In: Macroeconomic Dynamics.
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2005Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.(2005) In: Data.
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2005Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.(2005) In: International Finance.
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2005DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE In: Macroeconomic Dynamics.
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2003Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure.(2003) In: Working Papers.
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2004Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure.(2004) In: Econometrics.
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2002Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle In: Working Papers.
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2005TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE.(2005) In: International Economic Review.
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2005Monitoring and Forecasting Currency Crises In: Working Papers.
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2008Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking.
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2005Expectations Hypotheses Tests and Predictive Regressions at Long Horizons In: Working Papers.
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2006Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? In: Working Papers.
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2007Impulse response confidence intervals for persistent data: What have we learned?.(2007) In: Journal of Economic Dynamics and Control.
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2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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2009INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers.
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2010Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers.
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2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
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2009Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2008Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers.
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2008CAN EXCHANGE RATES FORECAST COMMODITY PRICES? In: Working Papers.
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2010Can Exchange Rates Forecast Commodity Prices?.(2010) In: Working Papers.
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2010Can Exchange Rates Forecast Commodity Prices?.(2010) In: Scholarly Articles.
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2008Can Exchange Rates Forecast Commodity Prices?.(2008) In: NBER Working Papers.
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2010Can Exchange Rates Forecast Commodity Prices?.(2010) In: The Quarterly Journal of Economics.
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2008Can Exchange Rates Forecast Commodity Prices?.(2008) In: 2008 Meeting Papers.
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2009Can Exchange Rates Forecast Commodity Prices?.(2009) In: Working Papers.
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2008Forecast Comparisons in Unstable Environments In: Working Papers.
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2010Forecast comparisons in unstable environments.(2010) In: Journal of Applied Econometrics.
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2008Has modelsí forecasting performance for US output growth and inflation changed over time, and when? In: Working Papers.
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2010Has Models Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?.(2010) In: Working Papers.
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2009Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? In: Working Papers.
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2010Understanding Models Forecasting Performance In: Working Papers.
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2011Understanding models forecasting performance.(2011) In: Journal of Econometrics.
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2010Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers.
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2011Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics.
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2011What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? In: Working Papers.
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2004Do Technology Shocks Drive Hours Up or Down? In: Econometric Society 2004 North American Summer Meetings.
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2011Identifying the Sources of Instabilities in Macroeconomic Fluctuations In: The Review of Economics and Statistics.
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2017Implementing tests for forecast evaluation in the presence of instabilities In: Stata Journal.
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2012The changing relationship between commodity prices and equity prices in commodity exporting In: Economics Working Papers.
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2015Tests for the validity of portfolio or group choice in financial and panel regressions In: Economics Working Papers.
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2016A Review of Economic Forecasting In: Econometrics Journal.
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