Barbara Rossi : Citation Profile

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

33

H index

51

i10 index

4355

Citations

RESEARCH PRODUCTION:

42

Articles

121

Papers

5

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 197
   Journals where Barbara Rossi has often published
   Relations with other researchers
   Recent citing documents: 299.    Total self citations: 91 (2.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro86
   Updated: 2025-04-19    RAS profile: 2022-10-26    
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Relations with other researchers

Works with:

Sekhposyan, Tatevik (6)

Hoesch, Lukas (4)

Rogoff, Kenneth (2)

Inoue, Atsushi (2)

Schmelzing, Paul (2)

Ganics, Gergely (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 (124)

Zhang, Yaojie (52)

Byrne, Joseph (50)

Korobilis, Dimitris (49)

Wang, Yudong (45)

Beckmann, Joscha (41)

Pincheira, Pablo (40)

Hardy, Nicolas (36)

Salisu, Afees (35)

El-Shagi, Makram (34)

McCracken, Michael (30)

Cites to:

West, Kenneth (86)

Clark, Todd (71)

Watson, Mark (56)

Stock, James (56)

Sekhposyan, Tatevik (54)

McCracken, Michael (53)

Rogoff, Kenneth (48)

Kilian, Lutz (45)

Timmermann, Allan (45)

Diebold, Francis (44)

Inoue, Atsushi (43)

Main data

Where Barbara Rossi has published?

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

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, Inc5
Working Papers / Banco de Espa�a2
Working Papers / University of Washington, Department of Economics2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing Barbara Rossi (2025 and 2024)

YearTitle of citing document
2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2024Theory 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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2024Minimax 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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2024Theory 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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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Financial-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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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Reservoir 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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2024Enhanced 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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2024Assessing 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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2024Fast 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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2024Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Tornese, Tommaso ; Huber, Florian. In: Papers. RePEc:arx:papers:2411.12655.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511.

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2024Geopolitical Risk and Emerging Markets Sovereign Risk Premia. (2024). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1282.

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2024Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation. (2024). Zarate-Solano, Hector ; Rodrguez-Nio, Norberto ; Zrate-Solano, Hctor M. In: Borradores de Economia. RePEc:bdr:borrec:1289.

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2025Policy evaluation with Sufficient Macro Statistics -a primer. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1474.

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2025Analysis of Inflation Risk Factors in Russia. (2025). Chudaeva, Alexandra. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:60-92.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2025Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198.

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2024.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Piecing the puzzle: real exchange rates and long-run fundamentals. (2024). Bjørnland, Hilde ; Brubakk, Leif ; Eliassen, Peder ; Bjaornland, Hilde C ; Aag, Ruben ; Maffei-Faccioli, Nicolao. In: Working Papers. RePEc:bny:wpaper:0134.

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2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Park, Joon Y ; Kim, Soyoung ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

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2024Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2025Global and regional long-term climate forecasts: a heterogeneous future. (2025). Gadea, Mara Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:45946.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2024On the time-varying impact of Chinas bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?. (2024). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000737.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024The aggregate and distributional effects of fiscal stimuli. (2024). Kopiec, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000476.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Multibenchmark reality checks. (2024). Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Labor market policies in high- and low-interest rate environments: Evidence from the euro area. (2024). Lastauskas, Povilas ; Staknas, Julius. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400275x.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2024Forecasting inflation using sentiment. (2024). Uhl, Matthias W ; Eugster, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000582.

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2024UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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2024US monetary policy and real exchange rate dynamics: the role of exchange rate arrangements and capital controls. (2024). Ma, Zhenyu ; Xiao, Zehua ; Wang, Ning. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003756.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024On natural interest rate volatility. (2024). Challe, Edouard ; Matvieiev, Mykhailo. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001259.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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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]		article243
2015Macroeconomic uncertainty indices based on nowcast and forecast error distributions.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 243		paper
2013Exchange Rate Predictability In: Journal of Economic Literature.
[Full Text][Citation analysis]		article379
2015Exchange Rate Predictability.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 379		paper
2013Exchange Rate Predictability.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 379		paper
2013Exchange rate predictability.(2013) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 379		paper
2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models In: Annual Review of Economics.
[Full Text][Citation analysis]		article8
2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2014Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models.(2014) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
[Full Text][Citation analysis]		paper5
2018Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers.
[Full Text][Citation analysis]		paper10
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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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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This paper has nother version. Agregated cites: 10		paper
2005Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article22
2003Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2005Confidence Intervals for Half-Life Deviations From Purchasing Power Parity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article115
2002Confidence Intervals for Half-life Deviations from Purchasing Power Parity.(2002) In: Working Papers.
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This paper has nother version. Agregated cites: 115		paper
2019Confidence Intervals for Bias and Size Distortion in IV and Local Projections€“IV Models In: Working Papers.
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2019The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper94
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.
[Citation analysis]
This paper has nother version. Agregated cites: 94		chapter
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 94		paper
2018The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 94		paper
2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? In: Working Papers.
[Full Text][Citation analysis]		paper21
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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This paper has nother version. Agregated cites: 21		paper
2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper50
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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This paper has nother version. Agregated cites: 50		paper
2019VAR-Based Granger-Causality Test in the Presence of Instabilities In: Working Papers.
[Full Text][Citation analysis]		paper15
2019VAR-based Granger-causality test in the presence of instabilities.(2019) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: Working Papers.
[Full Text][Citation analysis]		paper32
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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This paper has nother version. Agregated cites: 32		paper
2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them In: Working Papers.
[Full Text][Citation analysis]		paper33
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.(2013) In: Economics 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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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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2016Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers.
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2011Can Oil Prices Forecast Exchange Rates?.(2011) In: Working Papers.
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2015Can oil prices forecast exchange rates?.(2015) In: Economics Working Papers.
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2014Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers.
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2018Identifying the sources of model misspecification.(2018) In: Economics 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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2005How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?.(2005) In: Working Papers.
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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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2009Detecting and Predicting Forecast Breakdowns.(2009) In: The 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: 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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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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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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2005Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.(2005) In: International Finance.
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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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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 U.S. Macroeconomic Fluctuations?.(2011) In: Journal of Money, Credit and Banking.
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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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2004Do Technology Shocks Drive Hours Up or Down? In: Econometric Society 2004 North American Summer Meetings.
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2007Expectations hypotheses tests at Long Horizons In: Econometrics Journal.
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2010Have economic models forecasting performance for US output growth and inflation changed over time, and when? In: International Journal of Forecasting.
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2015Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates In: Journal of International Money and Finance.
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2018Uncertainty and deviations from uncovered interest rate parity In: Journal of International Money and Finance.
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2013Forecasting in macroeconomics In: Chapters.
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2012Comment on Taylor Rule Exchange Rate Forecasting during the Financial Crisis In: NBER Chapters.
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2008Comment on Exchange Rate Models Are Not As Bad As You Think In: NBER Chapters.
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2019Vector autoregressive-based Granger causality test in the presence of instabilities In: MPRA Paper.
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2019Vector autoregressive-based Granger causality test in the presence of instabilities.(2019) In: Stata Journal.
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2009Model Selection in Unstable Environments In: 2009 Meeting Papers.
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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics.
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2011Comment In: Journal of Business & Economic Statistics.
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2014Comment In: Journal of Business & Economic Statistics.
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2016Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models In: Journal of Business & Economic Statistics.
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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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2013Comment In: NBER International Seminar on Macroeconomics.
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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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