Publications of Barbara Rossi     :chronological  combined listing:

%% Papers Published   
@article{fds164746,
   Author = {Y. Chen and K. Rogoff and B. Rossi},
   Title = {Can Exchange Rates Forecast Commodity Prices?},
   Journal = {Quarterly Journal of Economics},
   Year = {2009},
   Key = {fds164746}
}

@article{fds148801,
   Author = {R. Giacomini and B. Rossi},
   Title = {Detecting and Predicting Forecast Breakdown},
   Journal = {Review of Economic Studies},
   Year = {2009},
   Key = {fds148801}
}

@article{fds161826,
   Author = {B. Rossi and T. Sekhoposyan},
   Title = {Has Models’ Forecasting Performance Changed Over Time, and
             When?},
   Journal = {International Journal of Forecasting},
   Year = {2009},
   Key = {fds161826}
}

@article{fds161828,
   Author = {B. Rossi and R. Giacomini},
   Title = {Forecast Comparisons in Unstable Environments},
   Journal = {Journal of Applied Econometrics},
   Year = {2009},
   Key = {fds161828}
}

@article{fds161827,
   Author = {M. Marcellino and B. Rossi},
   Title = {Model Selection for Nested and Overlapping Non-Linear
             Dynamic and Possibly Misspecified Models},
   Journal = {Oxford Bulletin of Economics and Statistics
             70(s1)},
   Year = {2008},
   Key = {fds161827}
}

@article{fds142364,
   Author = {B. Rossi},
   Title = {Expectations Hypotheses Tests at Long Horizons},
   Journal = {Econometrics Journal},
   Volume = {10},
   Number = {3},
   Year = {2007},
   Key = {fds142364}
}

@article{fds70256,
   Author = {E. Pesavento and B. Rossi},
   Title = {Impulse Response Confidence Intervals for Persistent Data:
             What Have We Learned?},
   Journal = {Journal of Economic Dynamics and Control},
   Volume = {31},
   Year = {2007},
   Key = {fds70256}
}

@article{fds70258,
   Author = {A. Inoue and B. Rossi},
   Title = {Monitoring and Forecasting Financial Crises},
   Journal = {Journal of Money, Credit and Banking},
   Year = {2007},
   Key = {fds70258}
}

@article{fds52920,
   Author = {R. Giacomini and B. Rossi},
   Title = {How stable is the forecasting performance of the yield curve
             for output growth?},
   Journal = {Oxford Bulletin of Economics and Statistics},
   Volume = {68(s1)},
   Year = {2006},
   Month = {December},
   Key = {fds52920}
}

@article{fds52921,
   Author = {E. Pesavento and B. Rossi},
   Title = {Small Sample Confidence Bands for Multivariate Impulse
             Response Functions},
   Journal = {Journal of Applied Econometrics},
   Volume = {21(8)},
   Year = {2006},
   Month = {December},
   Key = {fds52921}
}

@article{fds42405,
   Author = {B. Rossi},
   Title = {Are Exchange Rates Really Random Walks? Some Evidence Robust
             to Parameter Instability},
   Journal = {Macroeconomic Dynamics},
   Volume = {10(1)},
   Year = {2006},
   Month = {February},
   Key = {fds42405}
}

@article{fds42406,
   Author = {B. Rossi},
   Title = {Confidence Intervals for Half-Life Deviations from
             Purchasing Power Parity},
   Journal = {Journal of Business and Economic Statistics},
   Volume = {23(4)},
   Year = {2005},
   Month = {October},
   Key = {fds42406}
}

@article{fds42409,
   Author = {A. Inoue and B. Rossi},
   Title = {Recursive Predictability Tests with Real-Time
             Data},
   Journal = {Journal of Business and Economic Statistics},
   Volume = {23(4)},
   Year = {2005},
   Month = {October},
   Key = {fds42409}
}

@article{fds42411,
   Author = {B. Rossi},
   Title = {"Optimal Tests for Nested Model Selection with Underlying
             Parameter Instability"},
   Journal = {Econometric Theory},
   Volume = {21(5)},
   Year = {2005},
   Month = {October},
   Key = {fds42411}
}

@article{fds42407,
   Author = {E. Pesavento and B. Rossi},
   Title = {Do Technology Shocks Drive Hours Up or Down? A Little
             Evidence From an Agnostic Procedure},
   Journal = {Macroeconomic Dynamics},
   Volume = {9(4)},
   Year = {2005},
   Month = {September},
   Key = {fds42407}
}

@article{fds42408,
   Author = {B. Rossi},
   Title = {Testing Long-Horizon Predictive Ability with High
             Persistence, and the Meese-Rogoff Puzzle},
   Journal = {International Economic Review},
   Volume = {46(1)},
   Pages = {61-92},
   Year = {2005},
   Month = {February},
   Key = {fds42408}
}


%% Papers Submitted   
@article{fds161830,
   Author = {B. Rossi and S. Zubairy},
   Title = {What is the Importance of Monetary and Fiscal Shocks in
             Explaining US Macroeconomic Fluctuations?},
   Year = {2009},
   Key = {fds161830}
}

@article{fds161829,
   Author = {B. Rossi and A. Inoue},
   Title = {Testing for Weak Identification in Possibly Nonlinear
             Models},
   Year = {2008},
   Key = {fds161829}
}

@article{fds144789,
   Author = {A. Inoue and B. Rossi},
   Title = {Identifying the Sources of Instabilities in Macroeconomic
             Fluctuations},
   Journal = {Duke University Working Paper 2008-02},
   Year = {2008},
   Key = {fds144789}
}

@article{fds70259,
   Author = {A. Hall and A. Inoue and J. Nason and B. Rossi},
   Title = {Information Criteria for Impulse Response Function Matching
             Estimation of DSGE Models},
   Journal = {Duke University Working Paper 2007-04},
   Year = {2007},
   Key = {fds70259}
}


%% Other   
@article{fds161831,
   Author = {Y. Chen and K. Rogoff and B. Rossi},
   Title = {Where Are Commodity Prices Headed Next? Look at Exchange
             Rates},
   Journal = {Vox},
   Year = {2008},
   Key = {fds161831}
}

@article{fds164747,
   Author = {B. Rossi},
   Title = {Comment on: Exchange Rate Models Are Not As Bad As You
             Think},
   Journal = {NBER Macroeconomics Annual},
   Year = {2007},
   Key = {fds164747}
}

@article{fds48077,
   Author = {R. Giacomini and B. Rossi},
   Title = {Model Comparisons in Unstable Environments},
   Journal = {work in progress},
   Year = {2007},
   Key = {fds48077}
}