Publications of Barbara Rossi     :chronological  combined  bibtex listing:

Papers Published

1. Y. Chen, K. Rogoff and B. Rossi, Can Exchange Rates Forecast Commodity Prices?, Quarterly Journal of Economics (2009)
2. R. Giacomini and B. Rossi, Detecting and Predicting Forecast Breakdown, Review of Economic Studies (2009)
3. B. Rossi and T. Sekhoposyan, Has Models’ Forecasting Performance Changed Over Time, and When?, International Journal of Forecasting (2009)
4. B. Rossi and R. Giacomini, Forecast Comparisons in Unstable Environments, Journal of Applied Econometrics (2009)
5. M. Marcellino and B. Rossi, Model Selection for Nested and Overlapping Non-Linear Dynamic and Possibly Misspecified Models, Oxford Bulletin of Economics and Statistics 70(s1) (2008)
6. B. Rossi, Expectations Hypotheses Tests at Long Horizons, Econometrics Journal, vol. 10 no. 3 (October 2007)
7. E. Pesavento and B. Rossi, Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?, Journal of Economic Dynamics and Control, vol. 31 (2007)
8. A. Inoue and B. Rossi, Monitoring and Forecasting Financial Crises, Journal of Money, Credit and Banking (forthcoming, 2007)
9. R. Giacomini and B. Rossi, How stable is the forecasting performance of the yield curve for output growth?, Oxford Bulletin of Economics and Statistics, vol. 68(s1) (December, 2006)
10. E. Pesavento and B. Rossi, Small Sample Confidence Bands for Multivariate Impulse Response Functions, Journal of Applied Econometrics, vol. 21(8) (December, 2006)
11. B. Rossi, Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability, Macroeconomic Dynamics, vol. 10(1) (February, 2006)
12. B. Rossi, Confidence Intervals for Half-Life Deviations from Purchasing Power Parity, Journal of Business and Economic Statistics, vol. 23(4) (October, 2005)
13. A. Inoue and B. Rossi, Recursive Predictability Tests with Real-Time Data, Journal of Business and Economic Statistics, vol. 23(4) (October, 2005)
14. B. Rossi, "Optimal Tests for Nested Model Selection with Underlying Parameter Instability", Econometric Theory, vol. 21(5) (October, 2005)
15. E. Pesavento and B. Rossi, Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure, Macroeconomic Dynamics, vol. 9(4) (September, 2005)
16. B. Rossi, Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle, International Economic Review, vol. 46(1) (February, 2005), pp. 61-92

Papers Submitted

1. B. Rossi and S. Zubairy, What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? (2009)
2. B. Rossi, A. Inoue, Testing for Weak Identification in Possibly Nonlinear Models (2008)
3. A. Inoue and B. Rossi, Identifying the Sources of Instabilities in Macroeconomic Fluctuations, Duke University Working Paper 2008-02 (2008)
4. A. Hall, A. Inoue, J. Nason, B. Rossi, Information Criteria for Impulse Response Function Matching Estimation of DSGE Models, Duke University Working Paper 2007-04 (2007)

Other

1. Y. Chen, K. Rogoff, B. Rossi, Where Are Commodity Prices Headed Next? Look at Exchange Rates, Vox (2008)
2. B. Rossi, Comment on: Exchange Rate Models Are Not As Bad As You Think, NBER Macroeconomics Annual (2007)
3. R. Giacomini and B. Rossi, Model Comparisons in Unstable Environments, work in progress (2007)