フォロー
Barbara Rossi
Barbara Rossi
ICREA-Univ. Pompeu Fabra, Barcelona GSE and CREI
確認したメール アドレス: upf.edu - ホームページ
タイトル
引用先
引用先
Can exchange rates forecast commodity prices?
YC Chen, KS Rogoff, B Rossi
The Quarterly Journal of Economics 125 (3), 1145-1194, 2010
8862010
Exchange rate predictability
B Rossi
Journal of Economic Literature 51 (4), 1063-1119, 2013
8432013
Forecast comparisons in unstable environments
R Giacomini, B Rossi
Journal of Applied Econometrics 25 (4), 595-620, 2010
4882010
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
4282015
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
396*2012
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions
B Rossi, T Sekhposyan
American Economic Review, 2015
3752015
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
2622017
Advances in forecasting under instability
B Rossi
by G. Elliott, and A. Timmermann. Elsevier-North Holland, 2012
2462012
Are exchange rates really random walks? Some evidence robust to parameter instability
B Rossi
Macroeconomic dynamics 10 (1), 20-38, 2006
2272006
Confidence intervals for half-life deviations from purchasing power parity
B Rossi
Journal of Business & Economic Statistics 23 (4), 432-442, 2005
1962005
The effects of conventional and unconventional monetary policy on exchange rates
A Inoue, B Rossi
Journal of International Economics 118, 419-447, 2019
1932019
Detecting and predicting forecast breakdowns
R Giacomini, B Rossi
Review of Economic Studies 76 (2), 669-705, 2009
1892009
TESTING LONG‐HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE–ROGOFF PUZZLE*
B Rossi
International Economic Review 46 (1), 61-92, 2005
1812005
Optimal tests for nested model selection with underlying parameter instability
B Rossi
Econometric theory 21 (5), 962-990, 2005
1782005
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
1522011
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
1402006
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
1392010
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
119*2016
Understanding the Sources of Macroeconomic Uncertainty
B Rossi, T Sekhposyan, M Soupre
CEPR Discussion Papers 11415, 2016
1182016
Comment
B Rossi
Journal of Business & Economic Statistics 30 (1), 25-29, 2012
115*2012
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