Barbara Rossi
Professor
Department of Economics and Business
University Pompeu Fabra
Spain
Biography
Educational Background: Princeton University, Ph.D. Economics, 2001. Dissertation title: “Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics” Committee: Mark Watson (Chair), Kenneth Rogoff, Bo Honore’ and Elie Tamer Bologna University, Bologna (Italy), Ph.D. Economics, 1999. Bocconi University, Milan (Italy), M.A. with distinction, Economics, 1996. Bologna University, Bologna (Italy), B.A. with distinction, Economics, 1995. Educational Background: Princeton University, Ph.D. Economics, 2001. Dissertation title: “Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics” Committee: Mark Watson (Chair), Kenneth Rogoff, Bo Honore’ and Elie Tamer Bologna University, Bologna (Italy), Ph.D. Economics, 1999. Bocconi University, Milan (Italy), M.A. with distinction, Economics, 1996. Bologna University, Bologna (Italy), B.A. with distinction, Economics, 1995.
Research Interest
Time Series Econometrics, Applied International Finance and Macroeconomics
Publications
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Inoue, A., Jin, L., and Rossi, Barbara. Optimal window selection in the presence of possible instabilities, forthcoming in Journal of Econometrics
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Anderson, Emily, Inoue, Atsushi, and Rossi, Barbara. Heterogeneus consumers and fiscal policy shocks, forthcoming in Journal of Money, Credit and Banking
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Carrasco, Marine, and Rossi, Barbara. In-sample Inference and forecasting in misspecified factor models, forthcoming in Journal of Business and Economic Statistics
