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Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
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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 - 2019 - This Draft: November 2019
Persistent link: https://www.econbiz.de/10012209873
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Markov switching rationality
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - In: Essays in honor of Joon Y. Park : econometric …, (pp. 35-64). 2023
Persistent link: https://www.econbiz.de/10014315144
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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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Understanding the sources of macroeconomic uncertainty
Rossi, Barbara; Selhposyan, Tatevik; Soupre, Mattheiu - 2016
Persistent link: https://www.econbiz.de/10011524338
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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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Understanding the sources of macroeconomic uncertainty
Rossi, Barbara; Sekhposyany, Tatevik; Souprez, Matthieu - 2016
Persistent link: https://www.econbiz.de/10011607002
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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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Understanding the sources of macroeconomic uncertainty
Rossi, Barbara; Sekhposyan, Tatevik; Soupre, Matthieu - 2016 - Updated version: August 2016
Persistent link: https://www.econbiz.de/10011582634