Publications of Barbara Rossi     :chronological  combined  bibtex listing:

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Papers Published

  1. B. Rossi. "Comment on: Exchange Rate Models Are Not As Bad As You Think," NBER Macroeconomics Annual  (2007).
  2. B. Rossi. "Expectations Hypotheses Tests at Long Horizons," Econometrics Journal 10.3 (October 2007).
  3. E. Pesavento and B. Rossi. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Journal of Economic Dynamics and Control 31 (2007).
  4. A. Inoue and B. Rossi. "Monitoring and Forecasting Financial Crises," Journal of Money, Credit and Banking  (forthcoming, 2007).
  5. R. Giacomini and B. Rossi. "How stable is the forecasting performance of the yield curve for output growth?," Oxford Bulletin of Economics and Statistics 68(s1) (December, 2006).
  6. E. Pesavento and B. Rossi. "Small Sample Confidence Bands for Multivariate Impulse Response Functions," Journal of Applied Econometrics 21(8) (December, 2006).
  7. B. Rossi. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Macroeconomic Dynamics 10(1) (February, 2006).
  8. B. Rossi. "Confidence Intervals for Half-Life Deviations from Purchasing Power Parity," Journal of Business and Economic Statistics 23(4) (October, 2005).
  9. A. Inoue and B. Rossi. "Recursive Predictability Tests with Real-Time Data," Journal of Business and Economic Statistics 23(4) (October, 2005).
  10. B. Rossi. ""Optimal Tests for Nested Model Selection with Underlying Parameter Instability"," Econometric Theory 21(5) (October, 2005).
  11. E. Pesavento and B. Rossi. "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Macroeconomic Dynamics 9(4) (September, 2005).
  12. B. Rossi. "Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle," International Economic Review 46(1) (February, 2005): 61-92.

Papers Submitted

  1. B. Rossi and R. Giacomini. "Forecasting in Unstable Environment,"   (March, 2008).
  2. A. Inoue and B. Rossi. "Which Structural Parameters are “Structural”? Identifying the Sources of Instabilities in Economic Models,"   (2008).
  3. 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).
  4. Y. Chen, K. Rogoff and B. Rossi. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Paper w13901  (2008).
  5. R. Giacomini and B. Rossi. "Detecting and Predicting Forecast Breakdown," Duke University Working Paper 2006-01. Revise and resubmit at The Review of Economic Studies  (2006).

Other

  1. "Testing for Weak Identification in Possibly Nonlinear Models," B. Rossi, A. Inoue, work in progress (2008).
  2. "Has Models’ Forecasting Performance Changed Over Time, and Why?," B. Rossi and T. Sekhoposyan, work in progress (2007).
  3. "Model Selection in Unstable Environments," R. Giacomini and B. Rossi, work in progress (2007).
  4. "Tests for Nested Model Selection," M. Marcellino and B. Rossi, work in progress (2005).