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Barbara Rossi

Global rank #1311 98%

Institution: Barcelona School of Economics (BSE)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/barbararossiwebsite/

First Publication: 2005

Most Recent: 2024

RePEc ID: pro86 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.67 2.68 3.69 0.00 11.73
Last 10 Years 0.67 7.04 7.37 0.00 24.13
All Time 3.35 11.06 18.10 0.00 53.62

Publication Statistics

Raw Publications 37
Coauthorship-Adjusted Count 32.65

Publications (37)

Year Article Journal Tier Authors
2024 From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts Journal of Money, Credit, and Banking B 3
2024 Local projections in unstable environments Journal of Econometrics A 3
2024 Long-Run Trends in Long-Maturity Real Rates, 1311–2022 American Economic Review S 3
2023 Evaluating forecast performance with state dependence Journal of Econometrics A 3
2023 Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence American Economic Journal: Macroeconomics A 3
2021 Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models Journal of Business & Economic Statistics A 3
2021 A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy Quantitative Economics B 2
2021 Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? The Econometrics Journal B 1
2020 Identifying the sources of model misspecification Journal of Monetary Economics A 3
2019 The effects of conventional and unconventional monetary policy on exchange rates Journal of International Economics A 2
2019 Alternative tests for correct specification of conditional predictive densities Journal of Econometrics A 2
2018 Uncertainty and deviations from uncovered interest rate parity Journal of International Money and Finance B 2
2017 Rolling window selection for out-of-sample forecasting with time-varying parameters Journal of Econometrics A 3
2016 In-Sample Inference and Forecasting in Misspecified Factor Models Journal of Business & Economic Statistics A 2
2016 Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models Journal of Business & Economic Statistics A 2
2016 MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS International Economic Review B 2
2016 Heterogeneous Consumers and Fiscal Policy Shocks Journal of Money, Credit, and Banking B 3
2016 Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts Journal of Applied Econometrics B 2
2015 Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates Journal of International Money and Finance B 3
2015 Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions American Economic Review S 2
2014 Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set International Journal of Forecasting B 2
2014 Comment Journal of Business & Economic Statistics A 1
2013 Conditional predictive density evaluation in the presence of instabilities Journal of Econometrics A 2
2011 Testing for weak identification in possibly nonlinear models Journal of Econometrics A 2
2011 Identifying the Sources of Instabilities in Macroeconomic Fluctuations Review of Economics and Statistics A 2
2011 Understanding models' forecasting performance Journal of Econometrics A 2
2011 Comment Journal of Business & Economic Statistics A 1
2011 What Is the Importance of Monetary and Fiscal Shocks in Explaining U.S. Macroeconomic Fluctuations? Journal of Money, Credit, and Banking B 2
2010 Can Exchange Rates Forecast Commodity Prices? Quarterly Journal of Economics S 3
2010 Have economic models' forecasting performance for US output growth and inflation changed over time, and when? International Journal of Forecasting B 2
2009 Detecting and Predicting Forecast Breakdowns Review of Economic Studies S 2
2008 Monitoring and Forecasting Currency Crises Journal of Money, Credit, and Banking B 2
2008 Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* Oxford Bulletin of Economics and Statistics B 2
2007 Impulse response confidence intervals for persistent data: What have we learned? Journal of Economic Dynamics and Control B 2
2006 How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* Oxford Bulletin of Economics and Statistics B 2
2006 Small‐sample confidence intervals for multivariate impulse response functions at long horizons Journal of Applied Econometrics B 2
2005 OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY Econometric Theory B 1