Barbara Rossi
  • Barbara Rossi

  • Visiting Research Scholar
  • Economics
  • Social Sciences Building
  • Campus Box 90097
  • Fax: (919) 684 8974
  • Homepage
  • Curriculum Vitae
  • Bio

    Barbara Rossi is a tenured associate professor of economics at Duke University. She first joined the Duke department of Economics in 2001, after earning her Ph.D. from Princeton University.

    Professor Rossi specializes in the fields of time series econometrics, as well as applied international finance and macroeconomics. Her current research focuses on forecasting and macroeconometrics. She received a National Science Foundation grant, for 2007-2009, to study “Model Selection and Forecasting in Unstable Environments”, and a second National Science Foundation grant, for 2010-2012, to study " New Methods for Inference in the Presence of Instabilities, Weak Identification and Mis-specification". She has recently been commissioned a chapter on "Advances in Forecasting under Model Instabilities" for the Handbook of Economic Forecasting (Elsevier-North Holland eds.), a chapter on "Forecasting in Macroeconomics" for the Handbook of Research Methods and Applications in Empirical Macroeconomics, and an article for the Journal of Economic Literature.

    Professor Rossi has published her research findings in the Review of Economic Studies, Quarterly Journal of Economics, the Journal of Business and Economic Statistics, the International Economic Review, Econometric Theory, the Journal of Applied Econometrics, the Journal of Money, Credit and Banking, Journal of Econometrics, the Review of Economics and Statistics, and Macroeconomic Dynamics. She has presented her findings at a variety of professional conferences and meetings, including the SED meetings, the Econometric Society Meetings, the Joint Statistical Meetings, the NBER-NSF Time Series Conference, the NBER, as well as the AEA meetings.

    Along with her teaching and research responsibilities, Professor Rossi holds various other professional positions. She is currently associate editor of the Journal of Business and Economic Statistics, the Journal of Economic Dynamics and Control, and the Journal of Applied Econometrics. She was also named a CEPR Fellow for 2009-2012. She has been Director of Graduate Studies at the department of Economics at Duke University for 2009-2011.

    While at Duke, she has also been visiting researcher at the University of California—Berkeley, the University of Montreal in Canada, UC San Diego, the Federal Reserve Bank of Atlanta, and ENSAE-CREST in France.
  • Specialties

    • Econometrics
    • Mathematical and Quantitative Methods
    • Financial Economics
  • Research Summary

    Time Series Econometrics, Applied Econometrics, and International Macroeconomics-Finance
  • Research Description

    Professor Rossi focuses her research within the fields of time series econometrics, applied international finance, and macroeconometrics. Her work focuses on forecasting and macroeconometrics. For her work in 2008 on, “New methods for forecasting and model evaluation,” she received funding from an SAS Grant, and in 2007-2009, to study “Model selection and forecasting in unstable environments”, was awarded funding by the National Science Foundation. She has also received funding in the past from the Arts & Sciences Committee on Faculty Research at Duke University, the Trent Foundation, and The Office of International Affairs and the Center for European Studies’ Conference Organization Grant. Her most recent writings include, “Detecting and Predicting Forecast Breakdowns” with R. Giacomini, “Testing for Weak Identification in Possibly Nonlinear Models” with A. Inoue, “Can Exchange Rates Forecast Commodity Prices” with Y. Chen and K. Rogoff, and “Identifying the Sources of Instabilities in Macroeconomic Fluctuations”, with A. Inoue. Professor Rossi has published her research findings and ideas in a number of prestigious academic journals, including the Review of Economic Studies, the Journal of Applied Econometrics, the International Economic Review, Econometric Theory, and the Journal of Business and Economic Statistics.
  • Areas of Interest

    Time Series Econometrics
    Forecasting and Forecast Evaluation
    Model selection and evaluation
    Macroeconometrics
    Applied International Macroeconomics and Finance
  • Education

      • PhD,
      • Economics,
      • Princeton University,
      • 2001
      • Ph.D.,
      • Economics,
      • Bologna University, Bologna, Italy,
      • 1999
      • Master in Economics,
      • Economics,
      • Bocconi University,
      • 1996
      • B.A.,
      • Economics,
      • Bologna University, Bologna, Italy,
      • 1995
  • Awards, Honors and Distinctions

      • NSF Grant, 2010-2012: New Methods for Inference in the Presence of Instabilities, Weak Identification and Mis-specification,
      • 2010
      • NSF Grant, 2007-2009: Model Selection and Forecasting in Unstable Environments,
      • National Science Foundation,
      • March, 2007
      • NBER-NSF Time Series Travel Support,
      • September, 2006
      • Research Grant,
      • Arts and Sciences Committee on Faculty Research,
      • May, 2006
      • JAE Grant for Conference Organization,
      • January, 2006
      • Grant,
      • The Trent Foundation,
      • September, 2005
      • Grant for conference organization,
      • Office of International Affairs,
      • September, 2005
      • Grant for conference organization,
      • Center for European Studies,
      • January, 2005
      • IFS Summer Fellowship,
      • 1999-2000
      • Mellon Foundation Fellowshp,
      • summer 1998
      • Mediocredito Centrale Scholarship (not used),
      • 1996
      • Princeton University Fellowship,
      • Princeton University,
      • 1996-2000
      • Invernizzi Scholarship,
      • Universita Bocconi, Milan,
      • September 1995
  • Selected Publications

      • R. Giacomini and B. Rossi.
      • (2009).
      • Detecting and Predicting Forecast Breakdown.
      • Review of Economic Studies
      • .
      • B. Rossi and R. Giacomini.
      • (2009).
      • Forecast Comparisons in Unstable Environments.
      • Journal of Applied Econometrics
      • .
      • B. Rossi.
      • (February, 2005).
      • Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle.
      • International Economic Review
      • ,
      • 46(1)
      • ,
      • 61-92.
      • B. Rossi.
      • (October, 2005).
      • Confidence Intervals for Half-Life Deviations from Purchasing Power Parity.
      • Journal of Business and Economic Statistics
      • ,
      • 23(4)
      • .
      • B. Rossi and T. Sekhoposyan.
      • (2009).
      • Has Models’ Forecasting Performance Changed Over Time, and When?.
      • International Journal of Forecasting
      • .
      • B. Rossi.
      • (February, 2006).
      • Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability.
      • Macroeconomic Dynamics
      • ,
      • 10(1)
      • .
      • B. Rossi.
      • (October, 2005).
      • "Optimal Tests for Nested Model Selection with Underlying Parameter Instability".
      • Econometric Theory
      • ,
      • 21(5)
      • .
      • E. Pesavento and B. Rossi.
      • (September, 2005).
      • Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure.
      • Macroeconomic Dynamics
      • ,
      • 9(4)
      • .
      • E. Pesavento and B. Rossi.
      • (December, 2006).
      • Small Sample Confidence Bands for Multivariate Impulse Response Functions.
      • Journal of Applied Econometrics
      • ,
      • 21(8)
      • .
      • A. Inoue and B. Rossi.
      • (forthcoming, 2007).
      • Monitoring and Forecasting Financial Crises.
      • Journal of Money, Credit and Banking
      • .
      • E. Pesavento and B. Rossi.
      • (2007).
      • Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?.
      • Journal of Economic Dynamics and Control
      • ,
      • 31
      • .
      • B. Rossi.
      • (October 2007).
      • Expectations Hypotheses Tests at Long Horizons.
      • Econometrics Journal
      • ,
      • 10
      • (3)
      • .
      • A. Inoue and B. Rossi.
      • (October, 2005).
      • Recursive Predictability Tests with Real-Time Data.
      • Journal of Business and Economic Statistics
      • ,
      • 23(4)
      • .
      • M. Marcellino and B. Rossi.
      • (2008).
      • Model Selection for Nested and Overlapping Non-Linear Dynamic and Possibly Misspecified Models.
      • Oxford Bulletin of Economics and Statistics 70(s1)
      • .
      • B. Rossi and S. Zubairy.
      • (Submitted, 2009).
      • What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?.
      • .
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  • PhD Students

    • Tatevik Sekhposyan
      • 2007-2009
    • Jeremy Chiu
      • 2008 - present
    • Seoane Hernan
      • 2008 - present
    • Michiru Sakane
      • 2008 - present
    • Angelo Marsiglia Fasolo
      • 2008 - present
    • Alexandra Tabova
      • 2008 - present
    • AnaMaria Piesachon
      • 2007 - 2008
    • Sarah Zubairy
      • 2007 - present
    • Roberto Pancrazi
      • 2006 - present
    • Anna Kozlovskaia
    • Varouj Khatchatrian
      • 2001-2003
    • Alessandro Palandri
      • 2003
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