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Do DSGE models forecast more accurately out-of-sample than VAR models?
Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Rossi, … - 2013
Persistent link: https://www.econbiz.de/10009786267
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Rossi, Barbara; Ganics, Gergely; Sekhposyan, Tatevik - 2020
Persistent link: https://www.econbiz.de/10012196192
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Forecasting in the presence of instabilities : how do we know whether models predict well and how to improve them
Rossi, Barbara - 2020
Persistent link: https://www.econbiz.de/10012214103