Barbara Rossi
Barbara Rossi
ICREA-Univ. Pompeu Fabra, Barcelona GSE and CREI
Email verificata su upf.edu - Home page
Titolo
Citata da
Citata da
Anno
Can exchange rates forecast commodity prices?
YC Chen, KS Rogoff, B Rossi
The Quarterly Journal of Economics 125 (3), 1145-1194, 2010
7312010
Exchange rate predictability
B Rossi
Journal of Economic Literature 51 (4), 1063-1119, 2013
5862013
Forecast comparisons in unstable environments
R Giacomini, B Rossi
Journal of Applied Econometrics 25 (4), 595-620, 2010
3622010
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates
D Ferraro, K Rogoff, B Rossi
Journal of International Money and Finance 54, 116-141, 2015
3142015
Out-of-sample forecast tests robust to the choice of window size
B Rossi, A Inoue
Journal of Business & Economic Statistics 30 (3), 432-453, 2012
266*2012
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
B Rossi, T Sekhposyan
American Economic Review, 2015
2422015
Are exchange rates really random walks? Some evidence robust to parameter instability
B Rossi
Macroeconomic dynamics 10 (1), 20-38, 2006
1932006
Advances in forecasting under instability
B Rossi
by G. Elliott, and A. Timmermann. Elsevier-North Holland, 2012
1862012
Confidence intervals for half-life deviations from purchasing power parity
B Rossi
Journal of Business & Economic Statistics 23 (4), 432-442, 2005
1772005
TESTING LONG‐HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE–ROGOFF PUZZLE*
B Rossi
International Economic Review 46 (1), 61-92, 2005
1642005
Detecting and predicting forecast breakdowns
R Giacomini, B Rossi
Review of Economic Studies 76 (2), 669-705, 2009
1542009
Optimal tests for nested model selection with underlying parameter instability
B Rossi
Econometric theory 21 (5), 962-990, 2005
1382005
Rolling window selection for out-of-sample forecasting with time-varying parameters
A Inoue, L Jin, B Rossi
Journal of Econometrics 196 (1), 55-67, 2017
1302017
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?*
R Giacomini, B Rossi
Oxford Bulletin of Economics and Statistics 68, 783-795, 2006
1192006
What Is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?
B Rossi, S Zubairy
Journal of Money, Credit and Banking 43 (6), 1247-1270, 2011
1152011
Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?
B Rossi, T Sekhposyan
International Journal of Forecasting 26 (4), 808-835, 2010
1092010
Comment
B Rossi
Journal of Business & Economic Statistics 30 (1), 25-29, 2012
88*2012
Identifying the sources of instabilities in macroeconomic fluctuations
A Inoue, B Rossi
Review of Economics and Statistics 93 (4), 1186-1204, 2011
852011
Understanding the Sources of Macroeconomic Uncertainty
B Rossi, T Sekhposyan, M Soupre
CEPR Discussion Papers 11415, 2016
842016
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
B Rossi, T Sekhposyan
Journal of Applied Econometrics 31 (3), 2016
79*2016
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