Barbara Rossi

Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons

Year: 2004
Journal: Journal of Applied Econometrics
Authors: Elena Pesavento; Barbara Rossi

Can Exchange Rates Forecast Commodity Prices?

Year: 2008
Journal: Quarterly Journal of Economics
Authors: Yuchin Chen; Kenneth Rogoff; Barbara Rossi

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

Year: 2011
Journal: No Journal Matched
Authors: Atsushi Inoue; Barbara Rossi

Can Oil Prices Forecast Exchange Rates?

Year: 2011
Journal: No Journal Matched
Authors: Domenico Ferraro; Kenneth Rogoff; Barbara Rossi

Can Oil Prices Forecast Exchange Rates?

Year: 2012
Journal: No Journal Matched
Authors: Domenico Ferraro; Kenneth S. Rogoff; Barbara Rossi

Exchange Rate Predictability

Year: 2013
Journal: Journal of Economic Literature
Authors: Barbara Rossi

Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?

Year: 2013
Journal: No Journal Matched
Authors: Refet S. Gürkaynak; Büri̇n Kısacıkoglu; Barbara Rossi

Heterogeneous Consumers and Fiscal Policy Shocks

Year: 2013
Journal: No Journal Matched
Authors: Emily Anderson; Atsushi Inoue; Barbara Rossi

Identifying the Sources of Model Misspecification

Year: 2014
Journal: No Journal Matched
Authors: Atsushi Inoue; Chunhung Kuo; Barbara Rossi

Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters

Year: 2014
Journal: No Journal Matched
Authors: Atsushi Inoue; Lu Jin; Barbara Rossi

The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates

Year: 2018
Journal: Journal of International Economics
Authors: Atsushi Inoue; Barbara Rossi

Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It and What Have We Learned

Year: 2019
Journal: No Journal Matched
Authors: Barbara Rossi

From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts

Year: 2020
Journal: No Journal Matched
Authors: Barbara Rossi; Gergely Ganics; Tatevik Sekhposyan

Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence

Year: 2020
Journal: No Journal Matched
Authors: Barbara Rossi; Tatevik Sekhposyan; Lukas Hoesch

Comparing Forecast Performance with State Dependence

Year: 2020
Journal: No Journal Matched
Authors: Florens Odendahl; Barbara Rossi; Tatevik Sekhposyan

Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them?

Year: 2020
Journal: No Journal Matched
Authors: Barbara Rossi

Longrun Trends in Long-Maturity Real Rates

Year: 2022
Journal: No Journal Matched
Authors: Kenneth S. Rogoff; Barbara Rossi; Paul Schmelzing

Local Projections in Unstable Environments: How Effective is Fiscal Policy?

Year: 2022
Journal: No Journal Matched
Authors: Atsushi Inoue; Barbara Rossi; Yiru Wang