Barbara Rossi

Available identifiers

zbMath Open rossi.barbaraMaRDI QIDQ341888

List of research outcomes

Publication	Date of Publication	Type
Comment	2025-01-20	Paper
Out-of-Sample Forecast Tests Robust to the Choice of Window Size	2025-01-20	Paper
Comment	2025-01-20	Paper
In-Sample Inference and Forecasting in Misspecified Factor Models	2025-01-20	Paper
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models	2025-01-20	Paper
Local projections in unstable environments	2025-01-16	Paper
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models	2024-10-11	Paper
Evaluating forecast performance with state dependence	2023-11-17	Paper
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?	2022-06-22	Paper
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy	2022-03-24	Paper
Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?	2020-07-10	Paper
Alternative tests for correct specification of conditional predictive densities	2019-04-29	Paper
Information criteria for impulse response function matching estimation of DSGE models	2017-05-12	Paper
Rolling window selection for out-of-sample forecasting with time-varying parameters	2016-11-17	Paper
Understanding models' forecasting performance	2016-08-12	Paper
Testing for weak identification in possibly nonlinear models	2016-08-10	Paper
Model comparisons in unstable environments	2016-06-16	Paper
Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models	2014-08-07	Paper
Conditional predictive density evaluation in the presence of instabilities	2014-06-06	Paper
A natural neighbour method based on Fraeijs de Veubeke variational principle for materially non-linear problems	2013-08-20	Paper
Can Exchange Rates Forecast Commodity Prices?*	2010-10-21	Paper
Detecting and Predicting Forecast Breakdowns	2009-08-28	Paper
Impulse response confidence intervals for persistent data: what have we learned?	2009-07-01	Paper
Expectations hypotheses tests at Long Horizons	2008-01-09	Paper
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY	2006-09-25	Paper
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY	2006-03-08	Paper
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE	2006-01-25	Paper

Research outcomes over time

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