Rossi, Barbara
Research Professor
Social & Behavioural Sciences
Institucio Catalana de Recerca i Estudis Avancats
Spain
Biography
Before joining UPF, Prof. Rossi was Associate Professor (with tenure) at Duke University. She held visiting positions at the Philadelphia Fed, University of California-Berkeley, ENSAE-CREST, University of Montreal, Atlanta Fed, UCSD, and Concordia University. Prof. Rossi is the editor of the Journal of Applied Econometrics and a coeditor of the International Journal of Central Banking, and served as associate editor of the Journal of Business and Economic Statistics, Quantitative Economics and Journal of Economic Dynamics and Control. She is a CEPR Fellow and member of the CEPR Business Cycle Dating Committee, a member of the Council of the European Economic Association, the Vice Chair of the Scientific Committee of the EABCN and a director of the International Association for Applied Econometrics. Currently she is also a research associate at CREI and a Barcelona GSE Research Professor. Her past or present grants include NSF, ERC, MICINN, BBVA and Marie Curie CIG.
Research Interest
Specializing in time series econometrics and empirical applications in international finance and macroeconomics, her current research has both a theoretical and an empirical focus. It encompasses theoretical analyses of the forecasting ability of economic models as well as model selection in the presence of instabilities. Her empirical works range from model comparisons of DSGE models, forecasting exchange rates, purchasing power parity analysis, to impulse response functions. She teaches applied time series econometrics as well as graduate econometrics and macroeconometrics courses.
Publications
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Comment on: “Forecast Rationality Tests Based on Multi-Horizon Boundsâ€, Journal of Business and Economic Statistics 30(1), February 2012, 25-29.
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Comment on: “Central bank macroeconomic forecasting during the financial crisis: the European Central Bank and Federal Reserve Bank of New York Experiencesâ€, by Alessi, Ghysels, Onorante, Peach and Potter, Journal of Business and Economic Statistics 32:4, 510-514.