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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Rossi, Barbara"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"United States"
~subject:"Volatility"
~type:"book"
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Rossi, Barbara
Phillips, Peter C. B.
78
Caporale, Guglielmo Maria
62
Gil-Alaña, Luis A.
32
Chen, Xiaohong
20
Fair, Ray C.
20
Andrews, Donald W. K.
17
Audrino, Francesco
16
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16
Spagnolo, Nicola
16
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15
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13
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13
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11
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10
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10
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10
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10
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9
Guggenberger, Patrik
9
Olekalns, Nilss
9
Schmid, Timo
9
Armstrong, Timothy B.
8
Autor, David H.
8
Hirschberg, Joseph G.
8
Hunter, John
8
Lugosi, Gábor
8
Otsu, Taisuke
8
Van Reenen, John
8
Alòs, Elisa
7
Ciccone, Antonio
7
Galí, Jordi
7
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7
Pathak, Parag A.
7
Schott, Peter K.
7
Spagnolo, Fabio
7
Yu, Jun
7
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6
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Cowles Foundation discussion paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Discussion paper
Economics and finance working paper series
Journal of financial economics
Research paper / University of Melbourne, Department of Economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Barcelona GSE working paper series : working paper
10
Working papers / Duke University, Department of Economics
6
Discussion paper / Centre for Economic Policy Research
4
ERID working paper
4
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1
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1
Working paper / UCLA Department of Economics
1
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1
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ECONIS (ZBW)
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1
VAR-based Granger-causality test in the presence of instabilities
Rossi, Barbara
;
Wang, Yiru
-
2019
Persistent link: https://www.econbiz.de/10011993194
Saved in:
2
The effects of conventional and unconventional monetary policy : a new approach
Inoue, Atsushi
;
Rossi, Barbara
-
2018
-
This Draft: October 16, 2018
Persistent link: https://www.econbiz.de/10011993133
Saved in:
3
Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely
;
Inoue, Atsushi
;
Rossi, Barbara
-
2018
Persistent link: https://www.econbiz.de/10011993136
Saved in:
4
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011582617
Saved in:
5
Understanding the sources of macroeconomic uncertainty
Rossi, Barbara
;
Sekhposyan, Tatevik
;
Soupre, Matthieu
-
2016
-
Updated version: August 2016
Persistent link: https://www.econbiz.de/10011582634
Saved in:
6
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
7
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373663
Saved in:
8
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010424812
Saved in:
9
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373661
Saved in:
10
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2013
Persistent link: https://www.econbiz.de/10010373947
Saved in:
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