Barbara Rossi (economist)

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Barbara Rossi
Alma materPrinceton University (PhD., Economics)
Websitehttp://www.barbararossi.eu/

Barbara Rossi is an ICREA professor of Economics at Universitat Pompeu Fabra, a Barcelona GSE Research Professor, a CREI affiliated professor, a CEPR Fellow, a member of the CEPR Business Cycle Dating Committee and a Director of the International Association of Applied Econometrics.[1]

Academic career[edit]

Rossi earned her PhD from Princeton University in 2001. Before moving to Universitat Pompeu Fabra in Barcelona, she previously was an Associate Professor with tenure at the department of Economics at Duke University. She has also been visiting researcher at the University of California, Berkeley, the University of Montreal in Canada, UC San Diego, the Federal Reserve Banks of Atlanta and Philadelphia, Norges Bank, Bank of France, and ENSAE-CREST in France. In January 2017 she has been appointed vice chair of the Euro Area Business Cycle Network (EABCN).[2]

Research contributions[edit]

Rossi specializes in the fields of time series econometrics, as well as applied international finance and macroeconomics.

Rossi's contributions to forecasting include having designed a variety of econometric procedures to evaluate forecasts especially in the presence of instabilities, including techniques to compare competing models' forecasts[3] and to evaluate the predictive ability of a given model,[4] Granger-causality tests robust to instabilities,[5] techniques to detect forecast breakdowns,[6] forecast evaluation techniques that are robust to the choice of the estimation window size,[7] as well as several empirical works that investigate output and inflation predictability.[8][9] In macroeconometrics, among other contributions, Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies.[10][11][12] Rossi's research in the area of international finance encompasses several studies on the predictability of exchange rates[13][14][15]—in particular the robustness of such forecasts to instabilities[16]—and on the relationship between exchange rates and oil prices.[17][18]

Books[edit]

Rossi wrote a chapter on "Advances in Forecasting under Model Instabilities" for the Handbook of Economic Forecasting (Elsevier-North Holland eds.),[19] a chapter on "Forecasting in Macroeconomics" for the Handbook of Research Methods and Applications in Empirical Macroeconomics,[20] and an article for the Journal of Economic Literature on exchange rate predictability.[21]

Awards[edit]

Rossi received two National Science Foundation grants as well a Marie Curie and an ERC grant.

Other activities[edit]

Along with her teaching and research responsibilities, Rossi holds various other professional positions. She serves as the editor of the Journal of Applied Econometrics[22] and as associate editor of Quantitative Economics, and has served as associate editor for the Journal of Business and Economic Statistics and the Journal of Economic Dynamics and Control. She was the Program Chair for the 2016 Econometric Society European Summer Meetings and the 2014 International Association of Applied Econometrics Conference.

References[edit]

  1. ^ "Directors & Founding Members | International Association for Applied Economectrics".
  2. ^ "EABCN".
  3. ^ Giacomini, Raffaella; Rossi, Barbara (2010). "Forecast comparisons in unstable environments". Journal of Applied Econometrics. 25 (4): 595–620. CiteSeerX 10.1.1.153.2476. doi:10.1002/jae.1177.
  4. ^ Rossi, Barbara; Sekhposyan, Tatevik (2016). "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts". Journal of Applied Econometrics. 31 (3): 507–532. doi:10.1002/jae.2440. hdl:10230/22586.
  5. ^ "Optimal tests for nested model selection with underlying parameter instability", by B Rossi (2005), Econometric theory 21 (05), 962-990.
  6. ^ "Detecting and predicting forecast breakdowns", by R Giacomini, B Rossi (2009), Review of Economic Studies 76 (2), 669-705.
  7. ^ "Out-of-sample forecast tests robust to the choice of window size", by B Rossi, A Inoue (2012), Journal of Business & Economic Statistics 30 (3), 432-453.
  8. ^ "Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?", by B Rossi, T Sekhposyan (2010), International Journal of Forecasting 26 (4), 808-835.
  9. ^ Giacomini, Raffaella; Rossi, Barbara (2006). "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?". Oxford Bulletin of Economics and Statistics. 68: 783–795. CiteSeerX 10.1.1.706.1502. doi:10.1111/j.1468-0084.2006.00456.x.
  10. ^ "What Is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?", by B Rossi, S Zubairy (2011), Journal of Money, Credit and Banking 43 (6), 1247-1270.
  11. ^ Inoue, Atsushi; Rossi, Barbara (2011). "Identifying the Sources of Instabilities in Macroeconomic Fluctuations". Review of Economics and Statistics. 93 (4): 1186–1204. CiteSeerX 10.1.1.178.8166. doi:10.1162/REST_a_00130.
  12. ^ "Information criteria for impulse response function matching estimation of DSGE models", by AR Hall, A Inoue, JM Nason, B Rossi (2012), Journal of Econometrics 170 (2), 499-518.
  13. ^ "Confidence intervals for half-life deviations from purchasing power parity", by B Rossi (2005), Journal of Business & Economic Statistics 23 (4), 432-442.
  14. ^ "Exchange rate predictability", by B Rossi (2013), Journal of Economic Literature 51 (4), 1063-1119.
  15. ^ "Testing Long-Horizon Predictive Ability With High Persistence, and the Meese-Rogoff Puzzle", by B Rossi (2005), International Economic Review 46 (1), 61-92.
  16. ^ "Are exchange rates really random walks? Some evidence robust to parameter instability", by B Rossi (2006), Macroeconomic dynamics 10 (01), 20-38.
  17. ^ "Can exchange rates forecast commodity prices?", by YC Chen, KS Rogoff (2010), B Rossi, The Quarterly Journal of Economics 125 (3), 1145-1194.
  18. ^ "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates", by D Ferraro, K Rogoff, B Rossi (2015), Journal of International Money and Finance 54, 116-141.
  19. ^ "Advances in Forecasting under Model Instabilities", Handbook of Economic Forecasting (Elsevier-North Holland eds.)
  20. ^ "Forecasting in Macroeconomics", Handbook of Research Methods and Applications in Empirical Macroeconomics
  21. ^ "Exchange rate predictability", by B Rossi (2013), Journal of Economic Literature 51 (4), 1063-1119.
  22. ^ http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1099-1255 and http://onlinelibrary.wiley.com/store/10.1002/(ISSN)1099-1255/asset/homepages/JAE_editor_introduction.pdf?v=1&s=a245592e02eee9952022bacee641b735080b9303

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