Barbara Rossi : Citation Profile

Are you Barbara Rossi?

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

32

H index

50

i10 index

4175

Citations

RESEARCH PRODUCTION:

41

Articles

120

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 208
   Journals where Barbara Rossi has often published
   Relations with other researchers
   Recent citing documents: 417.    Total self citations: 91 (2.13 %)

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   Permalink: http://citec.repec.org/pro86
   Updated: 2024-11-04    RAS profile: 2022-10-26    
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Relations with other researchers

Works with:

Sekhposyan, Tatevik (9)

Ganics, Gergely (4)

Inoue, Atsushi (4)

Wang, Yiru (4)

Hoesch, Lukas (4)

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 (51)

Byrne, Joseph (50)

Korobilis, Dimitris (49)

Wang, Yudong (42)

Beckmann, Joscha (41)

Pincheira, Pablo (39)

Hardy, Nicolas (35)

Salisu, Afees (35)

El-Shagi, Makram (30)

McCracken, Michael (30)

Cites to:

West, Kenneth (83)

Clark, Todd (71)

Watson, Mark (54)

Sekhposyan, Tatevik (53)

McCracken, Michael (53)

Stock, James (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 International Money and Finance2
Journal of Money, Credit and Banking2
Stata Journal2
International Journal of Forecasting2
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Macroeconomic Dynamics2

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

Recent works citing Barbara Rossi (2024 and 2023)

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

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

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

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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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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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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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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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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2023Why Do Analysts use a Zero Forecast for Other Comprehensive Income?. (2023). Wallis, Mark. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:4:p:1074-1115.

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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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2023THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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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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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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2023A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

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2023.

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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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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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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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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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2023Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656.

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2023On the Time-Varying Impact of China’s Bilateral Political Relations on Its Trading Partners (1960-2022). (2023). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10814.

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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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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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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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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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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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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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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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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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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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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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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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This paper has nother version. Agregated cites: 235		paper
2013Exchange Rate Predictability In: Journal of Economic Literature.
[Full Text][Citation analysis]		article366
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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This paper has nother version. Agregated cites: 366		paper
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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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.
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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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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.
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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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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.
[Full Text][Citation analysis]		article114
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: 114		paper
2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper87
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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This paper has nother version. Agregated cites: 87		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: 87		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]		paper20
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.
[Full Text][Citation analysis]		paper38
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.
[Full Text][Citation analysis]		paper30
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: 30		paper
2019Forecasting 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]		paper27
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.
[Full Text][Citation analysis]		paper21
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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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: 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 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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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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2011Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers.
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2011Forecast Optimality Tests in the Presence of Instabilities In: Working Papers.
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2011Advances in Forecasting Under Instability 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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2022Long-Run Trends in Long-Maturity Real Rates 1311-2021 In: NBER Working Papers.
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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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2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
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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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2009Predicting Agri-Commodity Prices: an Asset Pricing Approach In: Working Papers.
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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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