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tests robust to instabilities, techniques to detect forecast breakdowns, forecast evaluation techniques that are robust to the choice of the estimation window size, as well as several empirical works that investigate output and inflation predictability. In macroeconometrics, among other contributions, Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies. Rossi's research in the area of international finance encompasses several studies on the predictability of exchange rates—in particular the robustness of such forecasts to instabilities—and on the relationship between exchange rates and oil prices.
157:(LAMES) in Guayaquil (Ecuador), the 2017 Midwest Econometrics Group Conference in Texas (U.S.), the Fourth International Symposium in Computational Economics and Finance in Paris (France); and the 2015 International Sympsium on Forecasting in Riverside (U.S.), the 2013 Italian Conference on Econometrics and Empirical Economics in Genova (Italy) and the 2012 Econometric Society Australasian Meetings in Melbourne (Australia), among others.
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Business and
Economic Statistics, Quantitative Economics and the Journal of Economic Dynamics and Control. She was a member of the CEPR business cycle dating committee from 2012 to 2018. She was the Program Chair for the 2016 Econometric Society European Summer Meetings and the 2014 International Association of Applied Econometrics Conference.
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from 2015 to 2018; and has been a member of the EC standing committee since 2014. She has given keynote speeches at the 2019 SNDE Conference in Dallas (U.S.); the 2019 EC Conference in Oxford (U.K.), the XXIII Latin
American and Caribbean Economic Association (LACEA) and Latin American Meeting of the
111:
in 2001. Her graduate dissertation was titled, “Essays in Long
Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics.” Before moving to Universitat Pompeu Fabra in Barcelona, she previously was an associate professor with tenure
189:
Rossi wrote a chapter on "Advances in
Forecasting under Model Instabilities" for the Handbook of Economic Forecasting (Elsevier-North Holland eds.), a chapter on "Forecasting in Macroeconomics" for the Handbook of Research Methods and Applications in Empirical Macroeconomics, and an article for the
180:
Rossi's contributions to forecasting include having designed a variety of econometric procedures to evaluate forecasts especially in the presence of instabilities, including techniques to compare competing models' forecasts and to evaluate the predictive ability of a given model, Granger-causality
206:
Along with her teaching and research responsibilities, Rossi holds various other professional positions. She currently serves as the editor of the
Journal of Applied Econometrics was a co-editor of the International Journal of Central Banking, and has served as associate editor for the Journal of
147:
Aside from teaching, Professor Rossi is the editor of the
Journal of Applied Econometrics and has previously served as associate editor of Quantitative Economics. In January 2017 she has been appointed vice chair of the Euro Area Business Cycle Network (EABCN) and subsequently appointed chair in
1047:
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Ferraro, Domenico; Rogoff, Kenneth; Rossi, Barbara (2015). "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates".
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355:
Rossi, Barbara; Sekhposyan, Tatevik (2016). "Forecast
Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts".
652:
Hall, Alastair R.; Inoue, Atsushi; Nason, James M.; Rossi, Barbara (2012). "Information criteria for impulse response function matching estimation of DSGE models".
148:
January 2020. From 2017 to 2020, she was a member of the
Council of the European Economic Association; she was a member of the European Standing Committee of the
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Rossi, Barbara; Sekhposyan, Tatevik (2010). "Have economic models' forecasting performance for US output growth and inflation changed over time, and when?".
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Rossi has been awarded two
National Science Foundation grants as well a Marie Curie fellowship, an ERC grant, and the Spanish Ministry of Research.
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Giacomini, Raffaella; Rossi, Barbara (2006). "How Stable is the
Forecasting Performance of the Yield Curve for Output Growth?".
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Rossi, Barbara (2005). "Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle".
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Inoue, Atsushi; Rossi, Barbara (2011). "Identifying the Sources of Instabilities in Macroeconomic Fluctuations".
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Fellow. She is a founding fellow of the International Association of Applied Econometrics, a fellow of the
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Rossi, Barbara (2005). "Optimal Tests for Nested Model Selection with Underlying Parameter Instability".
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Rossi, Barbara (2005). "Confidence Intervals for Half-Life Deviations from Purchasing Power Parity".
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Rossi graduated with a B.A in economics from Bologna University in 1995, and she earned her PhD from
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What Is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?
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Giacomini, Raffaella; Rossi, Barbara (2010). "Forecast comparisons in unstable environments".
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Out-of-sample forecast tests robust to the choice of window size
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Journal of Economic Literature on exchange rate predictability.
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Chen, Yu-Chin; Rogoff, Kenneth S.; Rossi, Barbara (2010).
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Rossi, Barbara (2013). "Exchange Rate Predictability".
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Rossi, Barbara (2013). "Exchange Rate Predictability".
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Research Professor, a CREI affiliated professor and a
956:"Advances in Forecasting under Model Instabilities"
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892:"Can Exchange Rates Forecast Commodity Prices?"
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498:Journal of Business & Economic Statistics
443:Giacomini, Raffaella; Rossi, Barbara (2009).
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1085:: CS1 maint: archived copy as title (
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595:Journal of Money, Credit and Banking
512:International Journal of Forecasting
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1141:Fellows of the Econometric Society
609:Review of Economics and Statistics
118:University of California, Berkeley
112:at the department of economics at
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1026:"Journal of Applied Econometrics"
593:", by B Rossi, S Zubairy (2011),
1105:Barbara Rossi's personal website
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968:"Forecasting in Macroeconomics"
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982:Journal of Economic Literature
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896:Quarterly Journal of Economics
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167:time series econometrics
85:Universitat Pompeu Fabra
1136:Duke University faculty
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161:Research contributions
122:University of Montreal
994:10.1257/jel.51.4.1063
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171:international finance
169:, as well as applied
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109:Princeton University
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155:Econometric Society
150:Econometric Society
97:Econometric Society
597:43 (6), 1247-1270.
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144:in France.
142:ENSAE-CREST
134:Norges Bank
124:in Canada,
54:Mark Watson
1115:Categories
1072:2017-02-06
868:10161/2601
238:Rossi, B.
211:References
853:: 20–38.
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