Barbara Rossi | |
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Alma mater | Princeton University (PhD., Economics) |
Website | http://www.barbararossi.eu/ |
Barbara Rossi is an ICREA professor of Economics at Universitat Pompeu Fabra, a Barcelona GSE Research Professor, a CREI affiliated professor, a CEPR Fellow, a member of the CEPR Business Cycle Dating Committee and a Director of the International Association of Applied Econometrics.
Rossi earned her PhD from Princeton University in 2001. 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 and Philadelphia, Norges Bank, Bank of France, and ENSAE-CREST in France. In January 2017 she has been appointed vice chair of the Euro Area Business Cycle Network (EABCN).
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 and to evaluate the predictive ability of a given model, Granger-causality tests robust to instabilities, techniques to detect forecast breakdowns, forecast evaluation techniques that are robust to the choice of the estimation window size, as well as several empirical works that investigate output and inflation predictability. In macroeconometrics, among other contributions, Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies. Rossi's research in the area of international finance encompasses several studies on the predictability of exchange rates—in particular the robustness of such forecasts to instabilities—and on the relationship between exchange rates and oil prices.