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Duke University - Economics


  • Barbara Rossi

  • Associate Professor
  • Economics
  • 203 Soc Scibldg
  • Campus Box 90097
  • Phone: (919) 660-1801
  • Fax: +1 919 684 8974
  • Homepage
  • Curriculum Vitae

  • Overview

    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.” 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, and Macroeconomic Dynamics. Her most recent writings include, “Detecting and Predicting Forecast Breakdowns” with R. Giacomini, “Testing for Weak Identification in Possibly Nonlinear Models” with A. Inoue, “Forecasting in Unstable Environments” with R. Giacomini, "Can Exchange Rates Forecast Commodity Prices?", with Y. Chen and K. Rogoff, and “Understanding the Sources of Instabilities in Macroeconomic Models”, with A. Inoue. Professor Rossi has presented her findings at a variety of professional conferences and meetings. In 2009, she presented her work at the SED meetings (Istanbul), the Econometric Society Summer Meetings (Boston), the Joint Statistical Meetings (Washington), and the NBER-NSF Time Series Conference (Davis) as well as the AEA meetings (Atlanta). 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 is currently serving as Director of Graduate Studies. 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

  • 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.

  • Teaching

    • ECON 220.01
      • TIME SERIES ECONOMETRICS
      • Social Sciences 229
      • TuTh 08:30 AM-09:45 AM

  • 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

  • Selected Publications

      • R. Giacomini and B. Rossi.
      • 2009.
      • Detecting and Predicting Forecast Breakdown
      • Papers Published
      • Review of Economic Studies
      • 2009
      • B. Rossi and R. Giacomini.
      • 2009.
      • Forecast Comparisons in Unstable Environments
      • Papers Published
      • Journal of Applied Econometrics
      • 2009
      • B. Rossi.
      • 2005.
      • Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle
      • Papers Published
      • International Economic Review
      • 46(1)
      • 61-92
      • February, 2005
      • B. Rossi.
      • 2005.
      • Confidence Intervals for Half-Life Deviations from Purchasing Power Parity
      • Papers Published
      • Journal of Business and Economic Statistics
      • 23(4)
      • October, 2005
      • A. Inoue and B. Rossi.
      • Submitted, 2008.
      • Identifying the Sources of Instabilities in Macroeconomic Fluctuations
      • Papers Submitted
      • Duke University Working Paper 2008-02
      • A. Hall, A. Inoue, J. Nason, B. Rossi.
      • Submitted, 2007.
      • Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
      • Papers Submitted
      • Duke University Working Paper 2007-04
      • B. Rossi, A. Inoue.
      • Submitted, 2008.
      • Testing for Weak Identification in Possibly Nonlinear Models
      • Papers Submitted
      • B. Rossi and T. Sekhoposyan.
      • 2009.
      • Has Models’ Forecasting Performance Changed Over Time, and When?
      • Papers Published
      • International Journal of Forecasting
      • 2009
      • B. Rossi.
      • 2006.
      • Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability
      • Papers Published
      • Macroeconomic Dynamics
      • 10(1)
      • February, 2006
      • B. Rossi.
      • 2005.
      • "Optimal Tests for Nested Model Selection with Underlying Parameter Instability"
      • Papers Published
      • Econometric Theory
      • 21(5)
      • October, 2005
      • E. Pesavento and B. Rossi.
      • 2005.
      • Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
      • Papers Published
      • Macroeconomic Dynamics
      • 9(4)
      • September, 2005
      • E. Pesavento and B. Rossi.
      • 2006.
      • Small Sample Confidence Bands for Multivariate Impulse Response Functions
      • Papers Published
      • Journal of Applied Econometrics
      • 21(8)
      • December, 2006
      • A. Inoue and B. Rossi.
      • 2007.
      • Monitoring and Forecasting Financial Crises
      • Papers Published
      • Journal of Money, Credit and Banking
      • forthcoming, 2007
      • E. Pesavento and B. Rossi.
      • 2007.
      • Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
      • Papers Published
      • Journal of Economic Dynamics and Control
      • 31
      • 2007
      • B. Rossi.
      • 2007.
      • Expectations Hypotheses Tests at Long Horizons
      • Papers Published
      • Econometrics Journal
      • 10
      • 3
      • October 2007
      • A. Inoue and B. Rossi.
      • 2005.
      • Recursive Predictability Tests with Real-Time Data
      • Papers Published
      • Journal of Business and Economic Statistics
      • 23(4)
      • October, 2005
      • M. Marcellino and B. Rossi.
      • 2008.
      • Model Selection for Nested and Overlapping Non-Linear Dynamic and Possibly Misspecified Models
      • Papers Published
      • Oxford Bulletin of Economics and Statistics 70(s1)
      • 2008
      • B. Rossi and S. Zubairy.
      • Submitted, 2009.
      • What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?
      • Papers Submitted

  • 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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