Research Interests for Barbara Rossi

Barbara Rossi joined our faculty in the Fall, 2001, after receiving her Ph.D in Economics from Princeton University. She holds a B.A. in economics from Bologna University, and an M.A. in economics from Bocconi University. Specializing in time series econometrics and empirical applications in macroeconomics and international finance, her current research has both a theoretical and an empirical focus. It encompasses theoretical analyses of the forecasting ability of economic models as well as model selection in the presence of instabilities. Her empirical works range from model comparisons of DSGE models, forecasting exchange rates, purchasing power parity analysis, to impulse response functions. She teaches applied time series macroeconometrics as well as graduate econometrics courses. For an up-to-date curriculum vitae, research papers and replication files please visit her personal webpage at: http://www.econ.duke.edu/~brossi/

Areas of Interest:

Time Series Econometrics
Forecasting and Forecast Evaluation
Model selection and evaluation
Macroeconometrics
Applied International Macroeconomics and Finance

Recent Publications   (search)

1. B. Rossi, A. Inoue, Testing for Weak Identification in Possibly Nonlinear Models, work in progress (2008)
2. B. Rossi and R. Giacomini, Forecasting in Unstable Environment (Submitted, March, 2008)
3. A. Inoue and B. Rossi, Which Structural Parameters are “Structural”? Identifying the Sources of Instabilities in Economic Models (Submitted, 2008)
4. B. Rossi, Comment on: Exchange Rate Models Are Not As Bad As You Think, NBER Macroeconomics Annual (2007)
5. 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 (Submitted, 2007)