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Economics and Finance

D-Index
38
Citations
8147
World Ranking
2526
National Ranking
28

Overview

Barbara Rossi is affiliated with Pompeu Fabra University in Spain, specializing in the fields of Economics, Econometrics and Finance, as well as Medicine. Their research output spans across multiple subfields including General Economics, Econometrics and Finance; Economics and Econometrics; Finance; Nephrology; and Management Science and Operations Research.

The primary focus of Rossi's work lies in several main topics:

  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Global Financial Crisis and Policies
  • Parathyroid Disorders and Treatments
  • Forecasting Techniques and Applications
  • Italy: Economic History and Contemporary Issues
  • Thyroid and Parathyroid Surgery

Among the recent papers authored by Barbara Rossi are the following:

  • Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them, 2021, Journal of Economic Literature
  • Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?, 2020, Econometrics Journal

Frequent co-authors collaborating with Rossi include:

  • Tatevik Sekhposyan
  • Atsushi Inoue
  • Kenneth Rogoff
  • Paul Schmelzing
  • Florens Odendahl

Barbara Rossi's research has been published in several notable venues, with multiple publications in:

  • Journal of Econometrics
  • SSRN Electronic Journal
  • Endocrine Abstracts
  • Journal of Economic Literature
  • American Economic Review

Best Publications

  • Exchange rate predictability

    Barbara Rossi

  • Can Exchange Rates Forecast Commodity Prices

    Yu-Chin Chen;Kenneth S. Rogoff;Barbara Rossi

  • Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion]

    Charles Engel;Nelson C. Mark;Kenneth D. West;Kenneth Rogoff

  • Forecast comparisons in unstable environments

    Raffaella Giacomini;Barbara Rossi

  • Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates

    Domenico Ferraro;Kenneth Rogoff;Barbara Rossi

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

    Barbara Rossi;Atsushi Inoue

  • Macroeconomic uncertainty indices based on nowcast and forecast error distributions

    Barbara Rossi;Tatevik Sekhposyan

  • Rolling window selection for out-of-sample forecasting with time-varying parameters

    Atsushi Inoue;Lu Jin;Barbara Rossi;Barbara Rossi

  • ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY

    Barbara Rossi

  • Detecting and Predicting Forecast Breakdowns

    Raffaella Giacomini;Barbara Rossi

  • Confidence Intervals for Half-Life Deviations From Purchasing Power Parity

    Barbara Rossi

  • Optimal Tests for Nested Model Selection with Underlying Parameter Instability

    Barbara Rossi

  • TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE¿ROGOFF PUZZLE

    Barbara Rossi

  • Advances in Forecasting under Instability

    Barbara Rossi

  • Information criteria for impulse response function matching estimation of DSGE models

    Alastair R. Hall;Atsushi Inoue;James M. Nason;Barbara Rossi

  • What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations

    Barbara Rossi;Sarah Zubairy

  • How Stable is the Forecasting Performance of the Yield Curve for Output Growth

    Raffaella Giacomini;Barbara Rossi

  • Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?

    Barbara Rossi;Tatevik Sekhposyan

  • The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates

    Atsushi Inoue;Barbara Rossi

  • Uncertainty and deviations from uncovered interest rate parity

    Adilzhan Ismailov;Barbara Rossi

  • Comment on "Exchange Rate Models Are Not As Bad As You Think"

    Barbara Rossi

Frequent Co-Authors

Kenneth Rogoff
Kenneth Rogoff Harvard University
Nelson C. Mark
Nelson C. Mark University of Notre Dame
Charles M. Engel
Charles M. Engel University of Wisconsin–Madison
Massimiliano Marcellino
Massimiliano Marcellino Bocconi University

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