Barbara Rossi : Citation Profile

Are you Barbara Rossi?

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

31

H index

50

i10 index

3861

Citations

RESEARCH PRODUCTION:

42

Articles

118

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 193
   Journals where Barbara Rossi has often published
   Relations with other researchers
   Recent citing documents: 427.    Total self citations: 90 (2.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro86
   Updated: 2023-11-04    RAS profile: 2020-07-28    
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Relations with other researchers

Works with:

Inoue, Atsushi (11)

Sekhposyan, Tatevik (10)

Ganics, Gergely (7)

Hoesch, Lukas (4)

Wang, Yiru (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 (118)

Byrne, Joseph (50)

Korobilis, Dimitris (49)

Beckmann, Joscha (40)

Zhang, Yaojie (39)

Pincheira, Pablo (37)

Wang, Yudong (36)

Salisu, Afees (34)

El-Shagi, Makram (30)

McCracken, Michael (30)

Hardy, Nicolas (30)

Cites to:

West, Kenneth (83)

Clark, Todd (71)

Sekhposyan, Tatevik (53)

McCracken, Michael (53)

Stock, James (53)

Watson, Mark (52)

Rogoff, Kenneth (48)

Kilian, Lutz (45)

Timmermann, Allan (44)

Diebold, Francis (44)

Giacomini, Raffaella (42)

Main data

Where Barbara Rossi has published?

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

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 / Banco de Espaa2
Working Papers / Federal Reserve Bank of Philadelphia2
Working Papers / University of Washington, Department of Economics2

Recent works citing Barbara Rossi (2023 and 2022)

YearTitle of citing document
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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2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Hoesch, Lukas. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:355-87.

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2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4571.

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2023Measuring stock market uncertainty. (2023). Dakey, Prasad Teja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162.

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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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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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2023Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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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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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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2023Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315.

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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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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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2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Reservoir 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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2023Enhanced 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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2023Score-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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2023Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207.

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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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2023Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

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2023Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Deep Neural Network Estimation in Panel Data Models. (2023). Raftapostolos, Aristeidis ; Mitchell, James ; Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2305.19921.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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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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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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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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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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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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2023.

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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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2022Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1396_22.

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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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2023Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques. (2023). Zheng, Conghan ; Krueger, Finja ; Heidland, Tobias ; Groeger, Andre ; Boss, Konstantin. In: Working Papers. RePEc:bge:wpaper:1387.

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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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2023gingado: a machine learning library focused on economics and finance. (2023). Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1122.

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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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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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2023Measuring stability and structural breaks: Applications in social sciences. (2023). Loginova, Daria ; Mann, Stefan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:302-320.

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2022.

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2022Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764.

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2022Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2022). di Giovanni, Julian ; Hale, Galina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3373-3421.

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2022Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224.

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2022Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647.

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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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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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2022Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Lee, Taehwy. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501.

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2023.

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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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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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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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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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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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2023Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10.

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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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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023(How) Do Electoral Surprises Drive Business Cycles? Evidence from a New Dataset. (2023). Fetzer, Thiemo ; Yotzov, Ivan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10584.

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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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2023(How) Do electoral surprises drive business cycles? Evidence from a new dataset. (2023). Yotzov, Ivan ; Fetzer, Thiemo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:672.

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2022Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2022Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24.

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2023On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2022Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290.

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2022Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2022Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht. (2022). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-11.

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2022Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model. (2022). Gupta, Abhishek Kumar ; Kumar, Santosh ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-16.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. (2022). Huang, Shih-Feng ; Chen, Zih-Bing ; Chang, Chih-Hao. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016500.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2022How do income and the debt position of households propagate fiscal stimulus into consumption?. (2022). Rüth, Sebastian ; Simon, Camilla ; Ruth, Sebastian K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001610.

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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2023Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428.

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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2022Exchange rate predictability, risk premiums, and predictive system. (2022). Park, Cheolbeom ; Bak, Yuhyeon. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002632.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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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.
[Full Text][Citation analysis]		article222
2015Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers.
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This paper has another version. Agregated cites: 222		paper
2013Exchange Rate Predictability In: Journal of Economic Literature.
[Full Text][Citation analysis]		article336
2013Exchange Rate Predictability.(2013) 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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2015Heterogeneous Consumers and Fiscal Policy Shocks In: Working 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.(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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2008Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis?specified Models* In: Oxford Bulletin of Economics and Statistics.
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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.(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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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts In: CEPR Discussion Papers.
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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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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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2005Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.(2005) In: Data.
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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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2005Expectations Hypotheses Tests and Predictive Regressions at Long Horizons 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: 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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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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2011Forecast Optimality Tests in the Presence of Instabilities In: Working Papers.
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2013Advances in Forecasting under Instability.(2013) In: Handbook of Economic Forecasting.
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2019Vector autoregressive-based Granger causality test in the presence of instabilities.(2019) In: Stata Journal.
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2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
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