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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

Understanding the sources of macroeconomic uncertainty

Rossi, Barbara; Selhposyan, Tatevik; Soupre, Mattheiu - 2016

Persistent link: https://www.econbiz.de/10011524338

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

In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338

Persistent link: https://www.econbiz.de/10011691438

Rejoinder: In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 353-356

Persistent link: https://www.econbiz.de/10011691450

Uncertainty and deviations from uncovered interest rate parity

Ismailov, Adilzhan; Rossi, Barbara - In: Journal of international money and finance 88 (2018), pp. 242-259

Persistent link: https://www.econbiz.de/10012000943

Rolling window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67

Persistent link: https://www.econbiz.de/10011743498

Has the phillips curve flattened?

Inoue, Atsushi; Rossi, Barbara; Wang, Yiru - 2024

We contribute to the recent debate on the instability of the slope of the Phillips curve by offering insights from a flexible time-varying instrumental variable approach robust to weak instruments. Our robust approach focuses directly on the Phillips curve and allows general forms of...

Persistent link: https://www.econbiz.de/10014481360