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Barbara Rossi (economist)

January 01, 1970

Barbara Rossi is an ICREA professor of economics at Universitat Pompeu Fabra, a Barcelona GSE Research Professor, a CREI affiliated professor and a CEPR Fellow. She is a founding fellow of the International Association of Applied Econometrics, a fellow of the Econometric Society and a director of the International Association of Applied Econometrics.[1]

Barbara Rossi
Academic career
Alma materPrinceton University (PhD., Economics)
Doctoral
advisor		Mark Watson
Websitewww.barbararossi.eu

Academic career edit

Rossi graduated with a B.A in economics from Bologna University in 1995, and she earned her PhD from Princeton University in 2001. Her graduate dissertation was titled, “Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics.” [2] 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, New York and Philadelphia, Norges Bank, Bank of France, and ENSAE-CREST in France.

Aside from teaching, Professor Rossi is the editor of the Journal of Applied Econometrics and has previously served as associate editor of Quantitative Economics.[3] In January 2017 she has been appointed vice chair of the Euro Area Business Cycle Network (EABCN) and subsequently appointed chair in January 2020.[4] From 2017 to 2020, she was a member of the Council of the European Economic Association; she was a member of the European Standing Committee of the Econometric Society from 2015 to 2018; and has been a member of the EC2 standing committee since 2014. She has given keynote speeches at the 2019 SNDE Conference in Dallas (U.S.); the 2019 EC2 Conference in Oxford (U.K.), the XXIII Latin American and Caribbean Economic Association (LACEA) and Latin American Meeting of the Econometric Society (LAMES) in Guayaquil (Ecuador), the 2017 Midwest Econometrics Group Conference in Texas (U.S.), the Fourth International Symposium in Computational Economics and Finance in Paris (France); and the 2015 International Sympsium on Forecasting in Riverside (U.S.), the 2013 Italian Conference on Econometrics and Empirical Economics in Genova (Italy) and the 2012 Econometric Society Australasian Meetings in Melbourne (Australia), among others.[5]

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[6] and to evaluate the predictive ability of a given model,[7] Granger-causality tests robust to instabilities,[8] techniques to detect forecast breakdowns,[9] forecast evaluation techniques that are robust to the choice of the estimation window size,[10] as well as several empirical works that investigate output and inflation predictability.[11][12] In macroeconometrics, among other contributions, Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies.[13][14][15] Rossi's research in the area of international finance encompasses several studies on the predictability of exchange rates[16][17][18]—in particular the robustness of such forecasts to instabilities[19]—and on the relationship between exchange rates and oil prices.[20][21]

Books edit

Rossi wrote a chapter on "Advances in Forecasting under Model Instabilities" for the Handbook of Economic Forecasting (Elsevier-North Holland eds.),[22] a chapter on "Forecasting in Macroeconomics" for the Handbook of Research Methods and Applications in Empirical Macroeconomics,[23] and an article for the Journal of Economic Literature on exchange rate predictability.[24]

Rossi's Research Funding edit

Rossi has been awarded two National Science Foundation grants as well a Marie Curie fellowship, an ERC grant, and the Spanish Ministry of Research.

Other activities edit

Along with her teaching and research responsibilities, Rossi holds various other professional positions. She currently serves as the editor of the Journal of Applied Econometrics[25][26] was a co-editor of the International Journal of Central Banking, and has served as associate editor for the Journal of Business and Economic Statistics, Quantitative Economics and the Journal of Economic Dynamics and Control. She was a member of the CEPR business cycle dating committee from 2012 to 2018. 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. ^ Rossi, B. "Barbara Rossi Curriculum Vitae". Retrieved 24 April 2019.
  3. ^ Rossi, Barbara (2015-06-30). "Barbara Rossi". Retrieved 24 April 2019.
  4. ^ "EABCN".
  5. ^ Rossi, Barbara (2015-06-30). "Barbara Rossi". Retrieved 24 April 2019.
  6. ^ 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.
  7. ^ 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. S2CID 43689477.
  8. ^ Rossi, Barbara (2005). "Optimal Tests for Nested Model Selection with Underlying Parameter Instability". Econometric Theory. 21 (5): 962–990. doi:10.1017/S0266466605050486. JSTOR 3533520. S2CID 18980333.
  9. ^ Giacomini, Raffaella; Rossi, Barbara (2009). "Detecting and Predicting Forecast Breakdowns" (PDF). Review of Economic Studies. 76 (2): 669–705. doi:10.1111/j.1467-937X.2009.00545.x. hdl:10419/153072. S2CID 12096544.
  10. ^ "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.
  11. ^ Rossi, Barbara; Sekhposyan, Tatevik (2010). "Have economic models' forecasting performance for US output growth and inflation changed over time, and when?". International Journal of Forecasting. 26 (4): 808–835. doi:10.1016/j.ijforecast.2009.08.004. S2CID 15841920.
  12. ^ 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. S2CID 40592030.
  13. ^ "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.
  14. ^ 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. S2CID 15276808.
  15. ^ Hall, Alastair R.; Inoue, Atsushi; Nason, James M.; Rossi, Barbara (2012). "Information criteria for impulse response function matching estimation of DSGE models". Journal of Econometrics. 170 (2): 499–518. CiteSeerX 10.1.1.153.2573. doi:10.1016/j.jeconom.2012.05.019. S2CID 15273.
  16. ^ Rossi, Barbara (2005). "Confidence Intervals for Half-Life Deviations from Purchasing Power Parity". Journal of Business & Economic Statistics. 23 (4): 432–442. doi:10.1198/073500105000000027. hdl:10230/36404. JSTOR 27638839. S2CID 1577289.
  17. ^ Rossi, Barbara (2013). "Exchange Rate Predictability". Journal of Economic Literature. 51 (4): 1063–1119. doi:10.1257/jel.51.4.1063. hdl:10230/20816. JSTOR 23644817.
  18. ^ Rossi, Barbara (2005). "Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle". International Economic Review. 46 (1): 61–92. doi:10.1111/j.0020-6598.2005.00310.x. JSTOR 3663588. S2CID 29537930.
  19. ^ Rossi, Barbara (2006). "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability" (PDF). Macroeconomic Dynamics. 10: 20–38. doi:10.1017/S1365100506050085. hdl:10161/2601. S2CID 15473229.
  20. ^ Chen, Yu-Chin; Rogoff, Kenneth S.; Rossi, Barbara (2010). "Can Exchange Rates Forecast Commodity Prices?". Quarterly Journal of Economics. 125 (3): 1145–1194. doi:10.1162/qjec.2010.125.3.1145. S2CID 7094592.
  21. ^ Ferraro, Domenico; Rogoff, Kenneth; Rossi, Barbara (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. 54: 116–141. doi:10.1016/j.jimonfin.2015.03.001.
  22. ^ "Advances in Forecasting under Model Instabilities", Handbook of Economic Forecasting (Elsevier-North Holland eds.)
  23. ^ "Forecasting in Macroeconomics", Handbook of Research Methods and Applications in Empirical Macroeconomics
  24. ^ Rossi, Barbara (2013). "Exchange Rate Predictability". Journal of Economic Literature. 51 (4): 1063–1119. doi:10.1257/jel.51.4.1063. hdl:10230/20816. JSTOR 23644817.
  25. ^ "Journal of Applied Econometrics". doi:10.1002/(ISSN)1099-1255.
  26. ^ (PDF). doi:10.1002/(ISSN)1099-1255. Archived from the original (PDF) on 2017-07-13. Retrieved 2017-02-06.{{cite web}}: CS1 maint: archived copy as title (link)

External links edit

  • Barbara Rossi's personal website

January 01, 1970
barbara, rossi, economist, barbara, rossi, icrea, professor, economics, universitat, pompeu, fabra, barcelona, research, professor, crei, affiliated, professor, cepr, fellow, founding, fellow, international, association, applied, econometrics, fellow, economet. Barbara Rossi is an ICREA professor of economics at Universitat Pompeu Fabra a Barcelona GSE Research Professor a CREI affiliated professor and a CEPR Fellow She is a founding fellow of the International Association of Applied Econometrics a fellow of the Econometric Society and a director of the International Association of Applied Econometrics 1 Barbara RossiAcademic careerAlma materPrinceton University PhD Economics DoctoraladvisorMark WatsonWebsitewww wbr barbararossi wbr eu Contents 1 Academic career 2 Research contributions 3 Books 4 Rossi s Research Funding 5 Other activities 6 References 7 External linksAcademic career editRossi graduated with a B A in economics from Bologna University in 1995 and she earned her PhD from Princeton University in 2001 Her graduate dissertation was titled Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics 2 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 New York and Philadelphia Norges Bank Bank of France and ENSAE CREST in France Aside from teaching Professor Rossi is the editor of the Journal of Applied Econometrics and has previously served as associate editor of Quantitative Economics 3 In January 2017 she has been appointed vice chair of the Euro Area Business Cycle Network EABCN and subsequently appointed chair in January 2020 4 From 2017 to 2020 she was a member of the Council of the European Economic Association she was a member of the European Standing Committee of the Econometric Society from 2015 to 2018 and has been a member of the EC2 standing committee since 2014 She has given keynote speeches at the 2019 SNDE Conference in Dallas U S the 2019 EC2 Conference in Oxford U K the XXIII Latin American and Caribbean Economic Association LACEA and Latin American Meeting of the Econometric Society LAMES in Guayaquil Ecuador the 2017 Midwest Econometrics Group Conference in Texas U S the Fourth International Symposium in Computational Economics and Finance in Paris France and the 2015 International Sympsium on Forecasting in Riverside U S the 2013 Italian Conference on Econometrics and Empirical Economics in Genova Italy and the 2012 Econometric Society Australasian Meetings in Melbourne Australia among others 5 Research contributions editRossi 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 6 and to evaluate the predictive ability of a given model 7 Granger causality tests robust to instabilities 8 techniques to detect forecast breakdowns 9 forecast evaluation techniques that are robust to the choice of the estimation window size 10 as well as several empirical works that investigate output and inflation predictability 11 12 In macroeconometrics among other contributions Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies 13 14 15 Rossi s research in the area of international finance encompasses several studies on the predictability of exchange rates 16 17 18 in particular the robustness of such forecasts to instabilities 19 and on the relationship between exchange rates and oil prices 20 21 Books editRossi wrote a chapter on Advances in Forecasting under Model Instabilities for the Handbook of Economic Forecasting Elsevier North Holland eds 22 a chapter on Forecasting in Macroeconomics for the Handbook of Research Methods and Applications in Empirical Macroeconomics 23 and an article for the Journal of Economic Literature on exchange rate predictability 24 Rossi s Research Funding editRossi has been awarded two National Science Foundation grants as well a Marie Curie fellowship an ERC grant and the Spanish Ministry of Research Other activities editAlong with her teaching and research responsibilities Rossi holds various other professional positions She currently serves as the editor of the Journal of Applied Econometrics 25 26 was a co editor of the International Journal of Central Banking and has served as associate editor for the Journal of Business and Economic Statistics Quantitative Economics and the Journal of Economic Dynamics and Control She was a member of the CEPR business cycle dating committee from 2012 to 2018 She was the Program Chair for the 2016 Econometric Society European Summer Meetings and the 2014 International Association of Applied Econometrics Conference References edit Directors amp Founding Members International Association for Applied Economectrics Rossi B Barbara Rossi Curriculum Vitae Retrieved 24 April 2019 Rossi Barbara 2015 06 30 Barbara Rossi Retrieved 24 April 2019 EABCN Rossi Barbara 2015 06 30 Barbara Rossi Retrieved 24 April 2019 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 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 S2CID 43689477 Rossi Barbara 2005 Optimal Tests for Nested Model Selection with Underlying Parameter Instability Econometric Theory 21 5 962 990 doi 10 1017 S0266466605050486 JSTOR 3533520 S2CID 18980333 Giacomini Raffaella Rossi Barbara 2009 Detecting and Predicting Forecast Breakdowns PDF Review of Economic Studies 76 2 669 705 doi 10 1111 j 1467 937X 2009 00545 x hdl 10419 153072 S2CID 12096544 Out of sample forecast tests robust to the choice of window size by B Rossi A Inoue 2012 Journal of Business amp Economic Statistics 30 3 432 453 Rossi Barbara Sekhposyan Tatevik 2010 Have economic models forecasting performance for US output growth and inflation changed over time and when International Journal of Forecasting 26 4 808 835 doi 10 1016 j ijforecast 2009 08 004 S2CID 15841920 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 S2CID 40592030 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 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 S2CID 15276808 Hall Alastair R Inoue Atsushi Nason James M Rossi Barbara 2012 Information criteria for impulse response function matching estimation of DSGE models Journal of Econometrics 170 2 499 518 CiteSeerX 10 1 1 153 2573 doi 10 1016 j jeconom 2012 05 019 S2CID 15273 Rossi Barbara 2005 Confidence Intervals for Half Life Deviations from Purchasing Power Parity Journal of Business amp Economic Statistics 23 4 432 442 doi 10 1198 073500105000000027 hdl 10230 36404 JSTOR 27638839 S2CID 1577289 Rossi Barbara 2013 Exchange Rate Predictability Journal of Economic Literature 51 4 1063 1119 doi 10 1257 jel 51 4 1063 hdl 10230 20816 JSTOR 23644817 Rossi Barbara 2005 Testing Long Horizon Predictive Ability with High Persistence and the Meese Rogoff Puzzle International Economic Review 46 1 61 92 doi 10 1111 j 0020 6598 2005 00310 x JSTOR 3663588 S2CID 29537930 Rossi Barbara 2006 Are Exchange Rates Really Random Walks Some Evidence Robust to Parameter Instability PDF Macroeconomic Dynamics 10 20 38 doi 10 1017 S1365100506050085 hdl 10161 2601 S2CID 15473229 Chen Yu Chin Rogoff Kenneth S Rossi Barbara 2010 Can Exchange Rates Forecast Commodity Prices Quarterly Journal of Economics 125 3 1145 1194 doi 10 1162 qjec 2010 125 3 1145 S2CID 7094592 Ferraro Domenico Rogoff Kenneth Rossi Barbara 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 54 116 141 doi 10 1016 j jimonfin 2015 03 001 Advances in Forecasting under Model Instabilities Handbook of Economic Forecasting Elsevier North Holland eds Forecasting in Macroeconomics Handbook of Research Methods and Applications in Empirical Macroeconomics Rossi Barbara 2013 Exchange Rate Predictability Journal of Economic Literature 51 4 1063 1119 doi 10 1257 jel 51 4 1063 hdl 10230 20816 JSTOR 23644817 Journal of Applied Econometrics doi 10 1002 ISSN 1099 1255 Archived copy PDF doi 10 1002 ISSN 1099 1255 Archived from the original PDF on 2017 07 13 Retrieved 2017 02 06 a href Template Cite web html title Template Cite web cite web a CS1 maint archived copy as title link External links editBarbara Rossi s personal website Retrieved from https en wikipedia org w index php title Barbara Rossi economist amp oldid 1194886690, wikipedia, wiki, book, books, library,

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