Barbara Rossi

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Person:341888

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zbMath Open rossi.barbaraMaRDI QIDQ341888

List of research outcomes

PublicationDate of PublicationType
Evaluating forecast performance with state dependence2023-11-17Paper
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?2022-06-22Paper
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy2022-03-24Paper
Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?2020-07-10Paper
Alternative tests for correct specification of conditional predictive densities2019-04-29Paper
Information criteria for impulse response function matching estimation of DSGE models2017-05-12Paper
Rolling window selection for out-of-sample forecasting with time-varying parameters2016-11-17Paper
Understanding models' forecasting performance2016-08-12Paper
Testing for weak identification in possibly nonlinear models2016-08-10Paper
MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS2016-06-16Paper
Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models2014-08-07Paper
Conditional predictive density evaluation in the presence of instabilities2014-06-06Paper
A natural neighbour method based on Fraeijs de Veubeke variational principle for materially non-linear problems2013-08-20Paper
Can Exchange Rates Forecast Commodity Prices?*2010-10-21Paper
Detecting and Predicting Forecast Breakdowns2009-08-28Paper
Impulse response confidence intervals for persistent data: what have we learned?2009-07-01Paper
Expectations hypotheses tests at Long Horizons2008-01-09Paper
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY2006-09-25Paper
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY2006-03-08Paper
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE2006-01-25Paper

Research outcomes over time


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