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Advances in forecasting under instability
Rossi, Barbara - 2013
Persistent link: https://www.econbiz.de/10011507045
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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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Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - 2016
Persistent link: https://www.econbiz.de/10011524322
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Can oil prices forecast exchange rates? : an empirical analysis of the relationship between commodity prices and exchange rates
Ferraro, Domenico; Rogoff, Kenneth S.; Rossi, Barbara - In: Journal of international money and finance 54 (2015), pp. 116-141
Persistent link: https://www.econbiz.de/10011476084
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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
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011582617
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10011589604
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Macroeconomic uncertainty indices for the euro area and its individual member countries
Rossi, Barbara; Sekhposyan, Tatevik - 2016 - This version: September 2016
Persistent link: https://www.econbiz.de/10011589615
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011589629