Barbara Rossi : Citation Profile

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

35

H index

51

i10 index

4621

Citations

RESEARCH PRODUCTION:

56

Articles

126

Papers

8

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 200
   Journals where Barbara Rossi has often published
   Relations with other researchers
   Recent citing documents: 433.    Total self citations: 102 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro86
   Updated: 2025-12-27    RAS profile: 2025-05-15    
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Relations with other researchers

Works with:

Sekhposyan, Tatevik (12)

Inoue, Atsushi (7)

Odendahl, Florens (5)

Ganics, Gergely (4)

Hoesch, Lukas (4)

Wang, Yiru (3)

Rogoff, Kenneth (3)

Schmelzing, Paul (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 (127)

Zhang, Yaojie (56)

Byrne, Joseph (50)

Korobilis, Dimitris (49)

Beckmann, Joscha (46)

Wang, Yudong (45)

Pincheira, Pablo (41)

El-Shagi, Makram (38)

Hardy, Nicolas (37)

Salisu, Afees (36)

McCracken, Michael (32)

Cites to:

West, Kenneth (86)

Clark, Todd (66)

Stock, James (53)

Watson, Mark (51)

McCracken, Michael (51)

Rogoff, Kenneth (50)

Sekhposyan, Tatevik (47)

Kilian, Lutz (45)

Timmermann, Allan (43)

Diebold, Francis (43)

Giacomini, Raffaella (42)

Main data

Where Barbara Rossi has published?

Journals with more than one article published# docs
Journal of Econometrics7
Journal of Business & Economic Statistics5
Journal of Money, Credit and Banking4
Stata Journal3
Journal of Applied Econometrics2
Journal of Money, Credit and Banking2
Journal of Business & Economic Statistics2
Macroeconomic Dynamics2
Journal of Economic Literature2
American Economic Review2
Journal of International Money and Finance2
International Journal of Forecasting2
Journal of Applied Econometrics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Duke University, Department of Economics30
Working Papers / Barcelona School of Economics22
CEPR Discussion Papers / C.E.P.R. Discussion Papers16
NBER Working Papers / National Bureau of Economic Research, Inc5
Working Papers / Banco de Espańa2
Working Papers / Federal Reserve Bank of Philadelphia2
Working Papers / University of Washington, Department of Economics2

Recent works citing Barbara Rossi (2025 and 2024)

YearTitle of citing document
2025Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade. (2025). Ramsey, Ford A ; Ghosh, Sujit K. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361103.

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2024Are professional forecasters inattentive to public discussions? The case of inflation in Argentina. (2024). Aromi, J. Daniel ; Llada, Martin. In: Working Papers. RePEc:aoz:wpaper:300.

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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 ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension. (2024). 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. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). 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. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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

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

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

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2024The First-stage F Test with Many Weak Instruments. (2024). Huang, Zhenhong ; Yao, Jianfeng ; Wang, Chen. In: Papers. RePEc:arx:papers:2302.14423.

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2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2024). Wilms, Ines ; Hu, Yu Jeffrey ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2303.01887.

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

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

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2025Forecasting 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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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2025Functional Partial Least-Squares: Optimal Rates and Adaptation. (2024). Carrasco, Marine ; Babii, Andrii ; Tsafack, Idriss. In: Papers. RePEc:arx:papers:2402.11134.

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

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik. In: Papers. RePEc:arx:papers:2409.07087.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area. (2024). Lastauskas, Povilas ; Enas, Julius Stak. In: Papers. RePEc:arx:papers:2410.12024.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978.

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

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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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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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2025MLOps Monitoring at Scale for Digital Platforms. (2025). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2504.16789.

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2025Conditional Method Confidence Set. (2025). Bauer, Lukas ; Kazak, Ekaterina. In: Papers. RePEc:arx:papers:2505.21278.

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2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Perceived Unemployment Risks over Business Cycles. (2025). Wang, Tao ; Qiu, Xincheng ; Monninger, Adrian ; Du, William. In: Staff Working Papers. RePEc:bca:bocawp:25-23.

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2024The Balassa-Samuelson Effect during the Covid-19 Pandemic in Brazil. (2024). Areosa, Marta Baltar ; Machado, Jose Valentim ; Marins, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:596.

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2025The Not So Quiet Revolution: signal and noise in central bank communication. (2025). Ferreira, Leonardo ; Garzeri, Caio ; Monteiro, Victor ; Lima, Antnio ; Guillen, Diogo. In: Working Papers Series. RePEc:bcb:wpaper:635.

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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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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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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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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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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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2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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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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2024Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand. (2024). Kirkby, Robert ; Vu, Huong Ngoc. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:160-187.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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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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2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Matthes, Christian ; Chang, Yoosoon ; Gmez-Rodrguez, Fabio. In: Working Papers. RePEc:bny:wpaper:0128.

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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

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2024Piecing the puzzle: real exchange rates and long-run fundamentals. (2024). BjĂžrnland, Hilde ; Maffei-Faccioli, Nicolao ; Brubakk, Leif ; Eliassen, Peder ; Bjaornland, Hilde C ; Aag, Ruben. 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). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

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2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

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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). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; 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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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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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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2024Biased Forecasts and Voting: The Brexit Referendum Case. (2024). Bizzotto, Jacopo ; Cipullo, Davide ; Reslow, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11221.

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2024Expectations and Speculation in the Natural Gas Markets. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11341.

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2024The Changing Nature of Technology Shocks. (2024). Gunn, Christopher ; Görtz, Christoph ; Lubik, Thomas A ; Grtz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11385.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2025Three Theories of Natural Rate Dynamics. (2025). Nuño Barrau, Galo ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11878.

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2025Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks. (2025). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11924.

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2025When Am I Richer than You? Toward a Meaningful Comparison of Income of Nations. (2025). Ahsan, Quamrul S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12097.

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2024UIP Deviations: Insights from Event Studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1007.

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2024Is the Information Channel of Monetary Policy Alive in Emerging Markets?. (2024). Garcia-Schmidt, Mariana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1017.

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2024UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:cii:cepidt:2024-09.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

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

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

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

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2025Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Padhan, Rakesh ; Prabheesh, K P ; Bhat, Javed Ahmad. 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, ValĂ©rie ; Afonso, Antonio. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000737.

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2025The fed information shocks and the market for corporate control: Predictive and causal effects. (2025). Barbopoulos, Leonidas G ; Saunders, Anthony ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:90:y:2025:i:c:s0929119924001433.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. 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. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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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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2024Long-Run Trends in Long-Maturity Real Rates, 1311–2022 In: American Economic Review.
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2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence In: American Economic Journal: Macroeconomics.
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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Papers.
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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: CEPR Discussion Papers.
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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence.(2020) In: Working Paper Series.
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2021Has the information channel of monetary policy disappeared? Revisiting the empirical evidence.(2021) In: Economics Working Papers.
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2013Exchange Rate Predictability In: Journal of Economic Literature.
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2015Exchange Rate Predictability.(2015) 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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2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them In: Journal of Economic Literature.
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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them.(2020) In: Working Papers.
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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them.(2020) In: CEPR Discussion Papers.
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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them.(2021) In: Economics Working Papers.
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2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models In: Annual Review of Economics.
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2015Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models.(2015) In: Working Papers.
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2014Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models.(2014) In: Economics Working Papers.
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2012Model comparisons in unstable environments In: CeMMAP working papers.
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2015Model Comparisons in Unstable Environments.(2015) 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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2016MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS.(2016) In: International Economic Review.
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2018Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers.
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2019Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2019) In: Working Papers.
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2021Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics.
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2018Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers.
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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts In: Working Papers.
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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts.(2020) In: Working Papers.
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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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2024From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts.(2024) In: Journal of Money, Credit and Banking.
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2005Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics.
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2003Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers.
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2005Confidence Intervals for Half-Life Deviations From Purchasing Power Parity In: Journal of Business & Economic Statistics.
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2002Confidence Intervals for Half-life Deviations from Purchasing Power Parity.(2002) In: Working Papers.
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2023Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter? In: Working papers.
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2019The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers.
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2019The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters.
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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers.
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2018The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers.
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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned? In: Working Papers.
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2020Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?.(2020) In: Economics Working Papers.
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2019A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers.
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2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers.
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2021A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Quantitative Economics.
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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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This paper has nother version. Agregated cites: 15		paper
2021Evaluating Forecast Performance with State Dependence In: Working Papers.
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2023Evaluating forecast performance with state dependence.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7		article
2021Evaluating forecast performance with state dependence.(2021) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2015Conditional Predictive Density Evaluation in the Presence of Instabilities In: Working Papers.
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2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Journal of Econometrics.
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2013Conditional predictive density evaluation in the presence of instabilities.(2013) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2015Evaluating 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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This paper has nother version. Agregated cites: 46		article
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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This paper has nother version. Agregated cites: 65		paper
2015Forecast 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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2015Rolling 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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2015Can Oil Prices Forecast Exchange Rates? In: Working Papers.
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2011Can Oil Prices Forecast Exchange Rates?.(2011) In: CEPR Discussion Papers.
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2011Can Oil Prices Forecast Exchange Rates?.(2011) In: Working Papers.
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2011Can oil prices forecast exchange rates?.(2011) In: Working Papers.
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2012Can Oil Prices Forecast Exchange Rates?.(2012) In: NBER Working Papers.
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2015Can oil prices forecast exchange rates?.(2015) In: Economics Working Papers.
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2015Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries In: Working Papers.
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2015Identifying the Sources of Model Misspecification In: Working Papers.
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2014Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers.
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2020Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics.
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2018Identifying the sources of model misspecification.(2018) In: Economics Working Papers.
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2015Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers.
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2013Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers.
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2012Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers.
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2015Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers.
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2016Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking.
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2016Understanding the Sources of Macroeconomic Uncertainty In: Working Papers.
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2016Understanding the Sources of Macroeconomic Uncertainty.(2016) In: CEPR Discussion Papers.
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2018Understanding the sources of macroeconomic uncertainty.(2018) In: Economics Working Papers.
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2006How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* In: Oxford Bulletin of Economics and Statistics.
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2005How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?.(2005) In: Working Papers.
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2008Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* In: Oxford Bulletin of Economics and Statistics.
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2022Local projections in unstable environments: How effective is fiscal policy? In: Economics Virtual Symposium 2022.
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2024Has the Phillips curve flattened? In: French Stata Users' Group Meetings 2024.
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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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2021Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?.(2021) In: The Econometrics Journal.
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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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2020Comparing Forecast Performance with State Dependence 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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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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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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2010Forecast comparisons in unstable environments.(2010) In: Journal of Applied Econometrics.
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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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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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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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2013Advances in Forecasting under Instability.(2013) In: Handbook of Economic Forecasting.
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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.(2019) In: Stata Journal.
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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries In: Empirical Economics.
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2011Identifying the Sources of Instabilities in Macroeconomic Fluctuations In: The Review of Economics and Statistics.
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