Details about Barbara Rossi

Access statistics for papers by Barbara Rossi.

Last updated 2009-09-13. Update your information in the RePEc Author Service.

Short-id: pro86

Working Papers

2009

1. Has Economic Models’ Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
   Working Papers, Duke University, Department of Economics

2008

2. CAN EXCHANGE RATES FORECAST COMMODITY PRICES?
   Working Papers, Duke University, Department of Economics View citations
   Also in Working Papers, University of Washington, Department of Economics (2008) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations
3. Forecast Comparisons in Unstable Environments
   Working Papers, Duke University, Department of Economics View citations
4. Has models’ forecasting performance for US output growth and inflation changed over time, and when?
   Working Papers, Duke University, Department of Economics View citations
5. Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models
   Working Papers, Duke University, Department of Economics

2007

6. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
   Working Papers, Duke University, Department of Economics View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2007) View citations

2006

7. Detecting and Predicting Forecast Breakdowns
   Working Papers, Duke University, Department of Economics
   Also in UCLA Economics Working Papers, UCLA Department of Economics (2005) View citations
   Working Paper Series, European Central Bank (2006)
   See also Journal Article in Review of Economic Studies (2009)
8. Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
   Working Papers, Duke University, Department of Economics
   Also in Emory Economics, Department of Economics, Emory University (Atlanta) (2006)
   See also Journal Article in Journal of Economic Dynamics and Control (2007)

2005

9. Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
   Data, EconWPA View citations
   Also in International Finance, EconWPA (2005) View citations
   See also Journal Article in Macroeconomic Dynamics (2006)
10. Expectations Hypotheses Tests and Predictive Regressions at Long Horizons
    Working Papers, Duke University, Department of Economics
11. How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
    Working Papers, Duke University, Department of Economics
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
12. Monitoring and Forecasting Currency Crises
    Working Papers, Duke University, Department of Economics
    See also Journal Article in Journal of Money, Credit and Banking (2008)

2004

13. Do Technology Shocks Drive Hours Up or Down?
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations
14. Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
    Econometrics, EconWPA
    Also in Working Papers, Duke University, Department of Economics (2003) View citations
    Emory Economics, Department of Economics, Emory University (Atlanta) (2003) View citations
    See also Journal Article in Macroeconomic Dynamics (2005)
15. Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, Duke University, Department of Economics (2003) View citations
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
    See also Journal Article in Journal of Applied Econometrics (2006)

2003

16. Recursive Predictability Tests for Real-Time Data
    Working Papers, Duke University, Department of Economics View citations
    See also Journal Article in Journal of Business & Economic Statistics (2005)

2002

17. Confidence Intervals for Half-life Deviations from Purchasing Power Parity
    Working Papers, Duke University, Department of Economics View citations
    See also Journal Article in Journal of Business & Economic Statistics (2005)
18. Optimal Tests for Nested Model Selection with Underlying Parameter Instability
    Working Papers, Duke University, Department of Economics View citations
    See also Journal Article in Econometric Theory (2005)
19. Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle
    Working Papers, Duke University, Department of Economics
    See also Journal Article in International Economic Review (2005)

Journal Articles

2009

1. Detecting and Predicting Forecast Breakdowns
   Review of Economic Studies, 2009, 76, (2), 669-705
   See also Working Paper (2006)

2008

2. Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models
   Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 867-893
3. Monitoring and Forecasting Currency Crises
   Journal of Money, Credit and Banking, 2008, 40, (2-3), 523-534 View citations
   See also Working Paper (2005)

2007

4. Expectations hypotheses tests at Long Horizons
   Econometrics Journal, 2007, 10, (3), 554-579 View citations
5. Impulse response confidence intervals for persistent data: What have we learned?
   Journal of Economic Dynamics and Control, 2007, 31, (7), 2398-2412 View citations
   See also Working Paper (2006)

2006

6. ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
   Macroeconomic Dynamics, 2006, 10, (01), 20-38 View citations
   See also Working Paper (2005)
7. How Stable is the Forecasting Performance of the Yield Curve for Output Growth?
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 783-795 View citations
   See also Working Paper (2005)
8. Small-sample confidence intervals for multivariate impulse response functions at long horizons
   Journal of Applied Econometrics, 2006, 21, (8), 1135-1155 View citations
   See also Working Paper (2004)

2005

9. Confidence Intervals for Half-Life Deviations From Purchasing Power Parity
   Journal of Business & Economic Statistics, 2005, 23, 432-442 View citations
   See also Working Paper (2002)
10. DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
    Macroeconomic Dynamics, 2005, 9, (04), 478-488 View citations
    See also Working Paper (2004)
11. OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
    Econometric Theory, 2005, 21, (05), 962-990 View citations
    See also Working Paper (2002)
12. Recursive Predictability Tests for Real-Time Data
    Journal of Business & Economic Statistics, 2005, 23, 336-345 View citations
    See also Working Paper (2003)
13. TESTING LONG-HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE-ROGOFF PUZZLE
    International Economic Review, 2005, 46, (1), 61-92 View citations
    See also Working Paper (2002)

Chapters

2007

1. Comment on "Exchange Rate Models Are Not As Bad As You Think" 2
   A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2007, pp 453