Universitat Pompeu Fabra, ICREA, CREI, BGSE and CEPR
Barbara Rossi is ICREA Professor at Pompeu Fabra University, and a fellow of CEPR and EABCN. She received her PhD in Economics from Princeton University in 2001; she has been Associate Professor (with tenure) at Duke University in 2001-2011 and a visiting professor at Duke since then. She holds a BA in Economics from Bologna University, and an MA in Economics from Bocconi University. She is Associate Editor for the Journal of Business and Economic Statistics, the Journal of Applied Econometrics and the Journal of Economic Dynamics and Control, and 2008 Program Chair-Elect of the Business and Economics Section of the American Statistical Association. Specialising 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.
Articles by Barbara Rossi :
Exchange rates that forecast commodity prices
8 September 2008, 40200 reads