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[PDF] Confidence intervals for half-life deviations from purchasing power parity

[PDF] from amstat.org
Full text - MIT Libraries
B Rossi - Journal of Business and Economic Statistics, 2005 - ASA
Existing point estimates of half-life deviations from purchasing power parity (PPP), around 3-
5 years, suggest that the speed of convergence is extremely slow. This article assesses the
degree of uncertainty around these point estimates by using local-to-unity asymptotic ...
Cited by 96 - Related articles - View as HTML - BL Direct - All 21 versions

TESTING LONG‐HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE–ROGOFF PUZZLE*

[PDF] from duke.edu
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B Rossi - International Economic Review, 2005 - Wiley Online Library
A well-known puzzle in international finance is that a random walk predicts exchange rates
better than economic models. I offer a potential explanation. When exchange rates and
fundamentals are highly persistent, long-horizon forecasts of economic models are biased ...
Cited by 70 - Related articles - All 20 versions

Can exchange rates forecast commodity prices?

[PDF] from oxfordjournals.org
Full text - MIT Libraries
YC Chen, KS Rogoff… - The Quarterly Journal of …, 2010 - qje.oxfordjournals.org
Abstract We show that “commodity currency” exchange rates have surprisingly robust power
in predicting global commodity prices, both in-sample and out-of-sample, and against a
variety of alternative benchmarks. This result is of particular interest to policy makers, ...
Cited by 66 - Related articles - Library Search - BL Direct - All 59 versions

Optimal tests for nested model selection with underlying parameter instability

[PDF] from duke.edu
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B Rossi - Econometric theory, 2005 - Cambridge Univ Press
This paper develops optimal tests for model selection between two nested models in the
presence of underlying parameter instability+ These are joint tests for both parameter
instability and a null hypothesis on a subset of the parameters+ They modify the existing ...
Cited by 55 - Related articles - BL Direct - All 24 versions

Are exchange rates really random walks? Some evidence robust to parameter instability

[PDF] from duke.edu
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B Rossi - Macroeconomic dynamics, 2006 - Cambridge Univ Press
Abstract Many authors have documented that it is challenging to explain exchange rate
fluctuations with macroeconomic fundamentals: a random walk forecasts future exchange
rates better than existing macroeconomic models. This paper applies newly developed ...
Cited by 54 - Related articles - BL Direct - All 16 versions

Environmental exposure to metals of newborns, infants and young children

[PDF] from detoxmetals.com
Full text - MIT Libraries
M Patriarca, A Menditto, B Rossi, TDB Lyon… - Microchemical journal, 2000 - Elsevier
Anthropogenic emissions, such as those from combustion of fossil fuel, waste incineration
and industrial use, contribute to higher levels of metal pollutants, including Cd, Pb and Sb, in
the urban environment. These widespread and persistent environmental pollutants have ...
Cited by 42 - Related articles - BL Direct - All 5 versions

Detecting and predicting forecast breakdowns

[PDF] from colt.net
Full text - MIT Libraries
R Giacomini… - Review of Economic Studies, 2009 - Wiley Online Library
We propose a theoretical framework for assessing whether a forecast model estimated over
one period can provide good forecasts over a subsequent period. We formalize this idea by
defining a forecast breakdown as a situation in which the out-of-sample performance of ...
Cited by 29 - Related articles - Library Search - All 63 versions

How Stable is the Forecasting Performance of the Yield Curve for Output Growth?*

[PDF] from duke.edu
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R Giacomini… - Oxford Bulletin of Economics and …, 2006 - Wiley Online Library
We provide an extensive evaluation of the predictive performance of the US yield curve for
US gross domestic product growth by using new tests for forecast breakdown, in addition to
a variety of in-sample and out-of-sample evaluation procedures. Empirical research over ...
Cited by 26 - Related articles - BL Direct - All 16 versions

Information criteria for impulse response function matching estimation of DSGE models

[PDF] from manchester.ac.uk
A Hall, A Inoue, J Nason… - 2009 - papers.ssrn.com
Abstract: We propose new information criteria for impulse response function matching
estimators (IRFMEs). These estimators yield sampling distributions of the structural
parameters of dynamic stochastic general equilibrium (DSGE) models by minimizing the ...
Cited by 26 - Related articles - All 26 versions

Forecast comparisons in unstable environments

[PDF] from duke.edu
Full text - MIT Libraries
R Giacomini… - Journal of Applied Econometrics, 2010 - Wiley Online Library
We propose new methods for comparing the out-of-sample forecasting performance of two
competing models in the presence of possible instabilities. The main idea is to develop a
measure of the relative local forecasting performance for the two models, and to ...
Cited by 27 - Related articles - All 7 versions

[PDF] Recursive predictability tests for real-time data

[PDF] from amstat.org
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A Inoue… - Journal of Business and Economic Statistics, 2005 - ASA
We propose a sequential test for predictive ability for recursively assessing whether some
economic variables have explanatory content for another variable. In the forecasting
literature it is common to assess predictive ability by using “one-shot” tests at each ...
Cited by 23 - Related articles - View as HTML - BL Direct - All 12 versions

Do technology shocks drive hours up or down? a little evidence from an agnostic procedure

[PDF] from duke.edu
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E Pesavento… - Macroeconomic Dynamics, 2005 - Cambridge Univ Press
Abstract This paper analyzes the robustness of the estimate of a positive productivity shock
on hours to the presence of a possible unit root in hours. Estimations in levels or in first
differences provide opposite conclusions. We rely on an agnostic procedure in which the ...
Cited by 23 - Related articles - BL Direct - All 24 versions

Expectations hypotheses tests at long horizons

[PDF] from duke.edu
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B Rossi - The Econometrics Journal, 2007 - Wiley Online Library
Summary Many rational expectations models state that an economic variable is determined
as the present value of future variables. These restrictions have traditionally been tested on
VARs where variables appear either in levels (or cointegrating relationships) or first ...
Cited by 20 - Related articles - All 21 versions

Small‐sample confidence intervals for multivariate impulse response functions at long horizons

[PDF] from duke.edu
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E Pesavento… - Journal of Applied Econometrics, 2006 - Wiley Online Library
Existing methods for constructing confidence bands for multivariate impulse response
functions may have poor coverage at long lead times when variables are highly persistent.
The goal of this paper is to propose a simple method that is not pointwise and that is ...
Cited by 18 - Related articles - BL Direct - All 7 versions

[BOOK] From the ocean of painting: India's popular paintings, 1589 to the present

B Rossi, RC Craven, SC Welch… - 1998 - getcited.org
ABSTRACT: Based on an exhibition presented by the University of Iowa Museum of Art,
which traveled to the David and Alfred Smart Museum of Art, the University of Chicago, and
the Santa Barbara Museum of Art during 1994-95. Includes bibliographical references (p. ...
Cited by 15 - Related articles - Cached - Get it from MIT Libraries - Library Search - All 2 versions

Have economic models' forecasting performance for US output growth and inflation changed over time, and when?

[PDF] from unc.edu
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B Rossi… - International Journal of Forecasting, 2010 - Elsevier
We evaluate various economic models' relative performance in forecasting future US output
growth and inflation on a monthly basis. Our approach takes into account the possibility that
the models' relative performance can vary over time. We show that the models' relative ...
Cited by 10 - Related articles - All 26 versions

Identifying the sources of instabilities in macroeconomic fluctuations

[PDF] from duke.edu
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A Inoue… - Review of Economics and Statistics, 2011 - MIT Press
Abstract This paper investigates the sources of the substantial decrease in output growth
volatility in the mid-1980s by identifying which of the structural parameters in a
representative New Keynesian and structural VAR models changed. Overturning ...
Cited by 9 - Related articles - All 10 versions

[PDF] Forecast comparisons in unstable environments

[PDF] from duke.edu
R Giacomini… - Journal of Applied Econometrics, …, 2008 - econ.duke.edu
Abstract We propose new methods for comparing the out-of-sample forecasting performance
of two competing models in the presence of possible instabilities. The main idea is to
develop a measure of the relative local forecasting performance for the two models, and to ...
Cited by 7 - Related articles - View as HTML - All 11 versions

[BOOK] Small sample confidence intervals for multivariate impulse response functions at long horizons

[PDF] from eabcn.org
E Pesavento, B Rossi… - 2004 - papers.ssrn.com
Abstract: Existing methods for constructing confidence bands for multivariate impulse
response functions depend on auxiliary assumptions on the order of integration of the
variables. Thus, they may have poor coverage at long lead times when variables are ...
Cited by 7 - Related articles - Get it from MIT Libraries - Library Search - BL Direct - All 18 versions

What Is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?

[PDF] from duke.edu
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B Rossi… - Journal of Money, Credit and Banking, 2011 - Wiley Online Library
1. We are grateful to the editor, two referees, and seminar participants at the Empirical Macro
Study Group at Duke University for comments. The views expressed in this paper are those
of the authors. No responsibility should be attributed to the Bank of Canada.
Cited by 6 - Related articles - All 16 versions

[PDF] Comment on" Exchange Rate Models Are Not As Bad As You Think"

[PDF] from nber.org
B Rossi - 2008 - nber.org
The literally has tested these models by using either in-sample (eg, OLS/GMM estimation of
[1]), our out-of-sample methods. While the in sample evidence tends to find significant fit, out-
of-sample analyses usually find that the model performs worse than a random walk: Et (st+ 1
Cited by 6 - Related articles - View as HTML - All 4 versions

[PDF] Testing for weak identification in possibly nonlinear models

[PDF] from duke.edu
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A Inoue… - Journal of Econometrics, 2011 - econ.duke.edu
Abstract In this paper we propose a chi-square test for identification. Our proposed test
statistic is based on the distance between two shrinkage extremum estimators. The two
estimators converge in probability to the same limit when identification is strong, and their ...
Cited by 6 - Related articles - View as HTML - All 17 versions

Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models*

Full text - MIT Libraries
M Marcellino… - Oxford Bulletin of Economics and …, 2008 - Wiley Online Library
The literature on model comparison often requires the assumption that the true conditional
distribution corresponds to that of one of the competing models. This strong assumption has
been extended by the notion of encompassing and in likelihood based model ...
Cited by 5 - Related articles - All 11 versions

Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?

[PDF] from forecasters.org
B Rossi… - … Initiatives at Duke (ERID) Working Paper …, 2008 - papers.ssrn.com
Abstract: We evaluate various models' relative performance in forecasting future US output
growth and inflation on a monthly basis. Our approach takes into account the possibility that
the models' relative performance can be varying over time. We show that the models' ...
Cited by 5 - Related articles - All 10 versions

Monitoring and forecasting currency crises

Full text - MIT Libraries
A Inoue… - Journal of Money, Credit and Banking, 2008 - Wiley Online Library
Can we improve forecasts of currency crises by using a large number of predictors? Which
predictors should we use? This paper evaluates the performance of traditional leading
indicators and a new Diffusion Index (DI) method as Early Warning Systems to monitor the ...
Cited by 5 - Related articles - BL Direct - All 5 versions

[PDF] Monitoring and forecasting currency crises

[PDF] from duke.edu
A Inoue… - Working Papers, 2005 - public.econ.duke.edu
Abstract: Can we improve forecasts of currency crises by using a large number of
predictors? Which economic variables are most important to predict currency crises? This
paper evaluates the performance of traditional Leading Indicators and a new Diffusion ...
Cited by 4 - Related articles - View as HTML - Get it from MIT Libraries - All 13 versions

[CITATION] Testing Out-of-Sample Predictive Ability With High Persistence: An Application to Models of Nominal Exchange-Rate Determination

B Rossi - Manuscript, Princeton University, 2000
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Out'of'Sample Forecast Tests Robust to the Window Size Choice

[PDF] from duke.edu
B Rossi… - Working Papers, 2011 - papers.ssrn.com
Abstract: This paper proposes new methodologies for evaluating out-of-sample forecasting
performance that are robust to the choice of the estimation window size. The methodologies
involve evaluating the predictive ability of forecasting models over a wide range of window ...
Cited by 3 - Related articles - Get it from MIT Libraries - All 15 versions

Understanding models' forecasting performance

[PDF] from duke.edu
B Rossi… - Journal of Econometrics, 2011 - Elsevier
We propose a new methodology to identify the sources of models' forecasting performance.
The methodology decomposes the models' forecasting performance into asymptotically
uncorrelated components that measure instabilities in the forecasting performance, ...
Cited by 4 - Related articles - Get it from MIT Libraries - All 19 versions

[CITATION] Information Criteria for Impulse Response Function Matching Estimation of DSGE Models, Duke University

A Hall, A Inoue, JN Nason… - 2007 - unpublished manuscript
Cited by 2 - Related articles

Impulse response confidence intervals for persistent data: What have we learned?

Full text - MIT Libraries
E Pesavento… - Journal of Economic Dynamics and Control, 2007 - Elsevier
This paper provides a comprehensive comparison of existing methods for constructing
confidence bands for univariate impulse response functions in the presence of high
persistence. Monte Carlo results show that the methods proposed in Kilian [1999. Finite- ...
Cited by 2 - Related articles - All 8 versions

[CITATION] oOut'of'Sample Forecast Tests Robust to the Window Size Choice. pWorking Paper

B Rossi… - 2011
Cited by 2 - Related articles

[PDF] Advances in forecasting under instability

[PDF] from duke.edu
B Rossi, G Elliott… - … Forecasting, eds. G. Elliot and A …, 2011 - econ.duke.edu
The forecasting literature has identified two important, broad issues. The first stylized fact is
that there are several predictors of output growth and inflation that have substantial and
statistically significant predictive content, although that is apparent only sporadically, at ...
Cited by 3 - Related articles - View as HTML - All 6 versions

Can oil prices forecast exchange rates?

[PDF] from frb.org
D Ferraro, K Rogoff… - 2011 - papers.ssrn.com
Abstract: This paper investigates whether oil prices have a reliable and stable out-of-sample
relationship with the Canadian/US dollar nominal exchange rate. Despite state-of-the-art
methodologies, the authors find little systematic relation between oil prices and the ...
Cited by 3 - Related articles - All 17 versions

[CITATION] Do technology shocks drive hours up or down: A little evidence from an agnostic procedure. Duke University

E Pesavento… - Unpublished Manuscript, 2004
Cited by 2 - Related articles

[CITATION] nInformation Criteria for Impulse Response Function Matching Estimation of DSGE Modelso

A Hall, A Inoue, J Nason… - 2007 - Duke University Working Paper
Cited by 2 - Related articles

Forecast Optimality Tests in the Presence of Instabilities

[PDF] from chicagobooth.edu
B Rossi… - 2011 - papers.ssrn.com
Abstract: This paper proposes forecast optimality tests that can be used in unstable
environments. They include tests for forecast unbiasedness, efficiency, encompassing, serial
uncorrelation, and, in general, regression-based tests of forecasting ability. The proposed ...
Cited by 3 - Related articles - All 11 versions

Sustainable steel constructions–Life-cycle inventory, methods and applications

B Rossi - 2010 - orbi.ulg.ac.be
Abstract:[en] This document gives an overview of the challenges and issues related to a
sustainable use of steel in the construction sector. After an introduction that concerns the
challenges associated to the use of steel as a sustainable material, the principles of a life- ...
Cited by 2 - Related articles - Cached - All 2 versions

[PDF] Out-of-Sample Forecast Tests Robust to the Choice of Window Size

[PDF] from duke.edu
A Inoue… - CEPR Discussion Papers, 2011 - public.econ.duke.edu
Page 1. Out%of%Sample Forecast Tests Robust to the Choice of the Window Size Atsushi Inoue
and Barbara Rossi 2011 NBER%NSF Time Series Conference January 2011, revised July 2011
Inoue and Rossi () Robust Forecast Tests January 2011, revised July 2011 1 / 57 ...
Cited by 1 - Related articles - View as HTML - All 5 versions

[BOOK] Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?

[PDF] from duke.edu
E Pesavento, B Rossi… - 2006 - econ.duke.edu
Abstract. This paper is a comprehensive comparison of existing methods for constructing
confidence bands for univariate impulse response functions in the presence of high
persistence. Monte Carlo results show that Kilian (1998a), Wright (2000), Gospodinov ( ...
Cited by 1 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 16 versions

Detecting and Predicting Forecast Breakdowns

B Rossi… - 2006 - ideas.repec.org
We propose a theoretical framework for assessing whether a forecast model estimated over
one period can provide good forecasts over a subsequent period. We formalize this idea by
defining a forecast breakdown as a situation in which the out-of-sample performance of ...
Cited by 1 - Related articles - Cached - Get it from MIT Libraries - All 4 versions

Expectation hypotheses tests at long horizons

B Rossi - 2003 - en.scientificcommons.org
Abstract Many rational expectations models state that an economic variable is determined
as the present value of future variables. These restrictions have traditionally been tested on
VARs where variables appear either in levels (or cointegrating relationships) or first ...
Cited by 1 - Related articles - Cached - Get it from MIT Libraries - All 3 versions

[PDF] The Impact of Migration and Remittances on Wealth Accumulation and Distribution in Rural Thailand

[PDF] from harvard.edu
F Garip, F Garip, A Berger, H Cox, HC Kelman… - 1998 - wcfia.harvard.edu
Abstract This paper studies the impact of internal migration and remittance flows on wealth
accumulation and distribution in 22 rural villages in Nang Rong, Thailand. Using data from
943 households, the study constructs indices of household productive and consumer ...
Cited by 1 - Related articles - View as HTML - All 2 versions

Life-cycle assessment of residential buildings in three different European locations, basic tool

B Rossi, AF Marique, M Glaumann… - Building and Environment, 2011 - Elsevier
The paper deals with the development of a tool used for the life cycle assessment of
residential buildings located in three different European towns: Brussels (Belgium), Coimbra
(Portugal) and Luleå (Sweden). The basic tool focuses on the structure and the materials ...
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Estimating macroeconomic models: a likelihood approach. Federal Reserve Bank of Atlanta Working Paper

J Fernández-villaverde, JF Rubio-ramírez… - 2004 - citeseer.ist.psu.edu
Abstract: for comments. Jonas Fisher provided us with his investment deflator. Mark Fisher's
help with coding was priceless. Beyond the usual disclaimer, we must note that any views
expressed herein are those of the authors and not necessarily those of the Federal ...
Cached - All 2 versions

Comparative Study of the Life Cycle Profile of Residential Masonry and Steel Framed Buildings in Belgium

L Massetto de Aquino, S Reiter… - … of Constructions: Towards …, 2011 - orbi.ulg.ac.be
Abstract:[en] This study presents the life cycle assessment (LCA) of two buildings similar in
dimensions, orientations, climate and purpose but designed for Belgium using two different
construction systems: traditional masonry made of concrete blocks, insulation and ceramic ...
Cached

[CITATION] Valorisation action of plastic member capacity of semi-compact steel sections-a more economic design

B Rossi… - 2011 - orbi.ulg.ac.be
Reference : Valorisation action of plastic member capacity of semi-compact steel sections - a
more e... ... Rossi, Barbara mailto [Université de Liège - ULg > Département Argenco : Secteur
MS2F > Adéquat. struct. aux exig. de fonct.& perfor. techn.-écon. >]
Cached - All 2 versions

Has modelsí forecasting performance for US output growth and inflation changed over time, and when?

T Sekhposyan… - Working Papers, 2008 - ideas.repec.org
We evaluate various modelsí relative performance in forecasting future US output growth
and inflation on a monthly basis. Our approach takes into account the possibility that the
modelsí relative performance can be varying over time. We show that the modelsí relative ...
Cached - Get it from MIT Libraries - All 4 versions

Can Exchange Rates Forecast Commodity Prices?

[PDF] from duke.edu
B Rossi - 2010 - dukespace.lib.duke.edu
We show that" commodity currency" exchange rates have surprisingly robust power in
predicting global commodity prices, both in-sample and out-of-sample, and against a variety
of alternative benchmarks. This result is of particular interest to policy makers, given the ...
Related articles - Get it from MIT Libraries

[PDF] The Changing Relationship Between Commodity Prices and Prices of Other Assets with Global Market Integration

[PDF] from ieo-imf.org
B Rossi - 2012 - ieo-imf.org
Abstract We explore the linkage between equity and commodity markets, focusing in
partic'ular on its evolution over time. An important debate in the literature concerns whether
the large fluctuations in commodity prices in the late 2000s can be attributed to less ...
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DP4536 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons

E Pesavento… - 2004 - cepr.org
Existing methods for constructing confidence bands for multivariate impulse response
functions depend on auxiliary assumptions on the order of integration of the variables. Thus,
they may have poor coverage at long lead times when variables are highly persistent. ...
Cached - All 3 versions

[PDF] Forecasting in Macroeconomics (in preparation for the Handbook of Research Methods and Applications on Empirical Macroeconomics)

[PDF] from duke.edu
R Giacomini… - 2011 - econ.duke.edu
Abstract This chapter reviews forecasting methodologies that are useful for macroecono%
mists. The goal is to provide guidance to macroeconomists regarding which methods to use
when facing a particular forecasting problem at hand. The chapter is divided in two parts. ...
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Predicting Agri-Commodity Prices: an Asset Pricing Approach

Y Chen, K Rogoff… - Working Papers, 2009 - papers.ssrn.com
Abstract: Volatile and rising agricultural prices put significant strain on the global fight
against poverty. An accurate reading of future food price movements can be an invaluable
budgetary planning tool for various government agencies and food aid programs. Using ...
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[CITATION] Conception environnementale des constructions

B Rossi - 2010 - orbi.ulg.ac.be
Cached

Recursive Predictability Tests for Real-Time Data

B Rossi… - Working Papers, 2003 - ideas.repec.org
We propose a sequential test for predictive ability. The test is designed for recursive
regressions in which the researcher is interested in recursively assessing whether some
economic variables have predictive or explanatory content for another variable. It is ...
Cached - Get it from MIT Libraries - All 4 versions

[PDF] CAN EXCHANGE RATES FORECAST COMMODITY PRICES? YU-CHIN CHEN KENNETH S. ROGOFF

[PDF] from harvard.edu
B ROSSI - Technology, 2010 - economics.harvard.edu
We show that “commodity currency” exchange rates have surprisingly robust power in
predicting global commodity prices, both in-sample and out-of-sample, and against a variety
of alternative benchmarks. This result is of particular interest to policy makers, given the ...
Related articles - View as HTML - All 2 versions

How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?

B Rossi… - Working Papers, 2005 - ideas.repec.org
We provide an extensive evaluation of the predictive performance of the US yield curve for
US GDP growth by using a new test for forecast breakdown as well as a variety of in-sample
and out-of-sample testing procedures. Empirical research over the past decades ...
Cached - Get it from MIT Libraries - All 5 versions

[PDF] Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

[PDF] from manchester.ac.uk
AHA Inoue, JM Nason… - 2010 - personalpages.manchester.ac.uk
Abstract: We propose new information criteria for impulse response function matching
estimators (IRFMEs). These estimators yield sampling distributions of the structural
parameters of dynamic sto& chastic general equilibrium (DSGE) models by minimizing the ...
Related articles - View as HTML - All 5 versions

[CITATION] Xiang Li Serge Cescotto Barbara Rossi Dalian University of Technology, Dalian 116023, China ArGEnCo Department, University of Liège, Belgium …

Full text - MIT Libraries
XLSCB Rossi - Acta Mechanica Sinica, 2009
All 2 versions

[CITATION] Micro and macro investigation on the hardening of a titanium alloy

T Lelotte, B Rossi… - … of the 11th World conference on …, 2007 - orbi.ulg.ac.be
Cached - All 2 versions

[PDF] Comment to: Forecast Rationality Tests Based on Multi! Horizon Bounds, by A. Patton and A. Timmermann

[PDF] from duke.edu
B Rossi - 2011 - econ.duke.edu
Abstract This comment utilizes forecast rationality tests robust to unstable environments to
revisit Patton and Timmermannis (2011) empirical evidence. The empirical results point to
the presence of instabilities in the forecast rationality regression parameters. ...
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Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?

T Sekhposyan… - Working Papers, 2009 - ideas.repec.org
We evaluate various economic modelsí relative performance in forecasting future US output
growth and inflation on a monthly basis. Our approach takes into account the possibility that
the modelsí relative performance can be varying over time. We show that the modelsí ...
Cached - Get it from MIT Libraries - All 4 versions

[CITATION] Life-cycle carbon footprint of a residential steel framed building in different climates

B Rossi, AF Marique… - … : SB11, Helsinki 18-21 October 2011, 2011 - orbi.ulg.ac.be
Cached - All 2 versions

Do Technology Shocks Drive Hours Up or Down?

B Rossi… - Econometric Society 2004 North American …, 2004 - ideas.repec.org
This paper analyzes the robustness of the estimate of a positive productivity shock on hours
to the presence of a possible unit root in hours. Estimations in levels or in first differences
provide opposite conclusions. We rely on an agnostic procedure in which the researcher ...
Cached - All 4 versions

DP8542 Out-of-Sample Forecast Tests Robust to the Choice of Window Size

A Inoue… - 2011 - cepr.org
This paper proposes new methodologies for evaluating out-of-sample forecasting
performance that are robust to the choice of the estimation window size. The methodologies
involve evaluating the predictive ability of forecasting models over a wide range of window ...
Cached - All 3 versions

[CITATION] Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics

B Rossi - 2001 - Princeton University
Library Search

Life-cycle impacts assessment of steel, composite, concrete and wooden columns

B Rossi, I Lukic, N Iqbal, GL Du… - … Conference of COST …, 2011 - orbi.ulg.ac.be
Abstract:[en] This paper presents a comparative study showing the environmental profile of
structural members used in the construction domain. The functional unit is a column that is
realistic in terms of dimensions and load bearing capacity, made of steel or high strength ...
Cached - All 2 versions

Life-cycle assessment of residential buildings in three different European locations, case study

B Rossi, AF Marique… - Building and Environment, 2011 - Elsevier
The paper presents the comparative results of the life-cycle assessment (LCA) of one
residential building with two constructive systems in Brussels and one steel frame house
located in three different European towns: Brussels (Belgium), Coimbra (Portugal) and ...
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[CITATION] A profile of medical record professionals and their leadership styles in the state of Florida

BW Rossi - 1982 - University of South Florida
Library Search

[PDF] INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION

[PDF] from duke.edu
A Hall, A Inoue… - 2007 - econ.duke.edu
Abstract: We propose a new Information Criterion for Impulse Response Function Matching
estimators of the parameters of a structural model based on classical Minimum Distance
estimation. The advantages of our procedure are that:(i) it improves the efficiency of the ...
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[BOOK] Out-of-sample forecast tests robust to the choice of window size

[PDF] from duke.edu
B Rossi, A Inoue… - 2011 - econ.duke.edu
Abstract This paper proposes new methodologies for evaluating out (of (sample forecasting
performance that are robust to the choice of the estimation window size. The method
(ologies involve evaluating the predictive ability of forecasting models over a wide range ...
Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 11 versions

DP8635 Can Oil Prices Forecast Exchange Rates?

D Ferraro, K Rogoff… - 2011 - cepr.org
This paper investigates whether oil prices have a reliable and stable out-of-sample
relationship with the Canadian/US dollar nominal exchange rate. Despite state-of-the-art
methodologies, we find little systematic relation between oil prices and the exchange rate ...
Cached - All 3 versions

[PDF] Model Selection for Nested and Overlapping Non-Linear, Dynamic and

[PDF] from duke.edu
M Marcellino… - 2008 - public.econ.duke.edu
Abstract. This paper develops tests for the selection of competing non-linear dynamic
models, focusing on the nested and overlapping cases. The null hypothesis is that the
models are equally close to the Data Generating Process (DGP), according to a certain ...
Related articles - View as HTML - All 3 versions

Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure

B Rossi… - Working Papers, 2003 - ideas.repec.org
This paper analyzes the robustness of the estimate of a positive productivity shock on hours
to the presence of a possible unit root in hours. Estimations in levels or in first differences
provide opposite conclusions. We rely on an agnostic procedure in which the researcher ...
Cached - Get it from MIT Libraries - All 4 versions

[CITATION] Comparative Study of the Life Cycle Profile of Residential Masonry and Steel Framed Buildings in Belgium

B Rossi - 2011 - orbi.ulg.ac.be
Cached

[PDF] 20121 MILANO–P. le Rodolfo Morandi, 2–Tel/Fax 02 784711 e-mail: cta@ ctanet. it

[PDF] from collegiotecniciacciaio.it
B Rossi - 2007 - collegiotecniciacciaio.it
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[CITATION] Metrology and quality improvement in preventive, envirommental and occupational laboratory medicine

M Patriarca, F Chiodo, A Minoprio, S Palleschi… - 10. Hungarian-Italian …, 2001 - iss.it
Patriarca M, Chiodo F, Minoprio A, Palleschi S, Rossi B, Menditto A. Metrology and quality improvement
in preventive, envirommental and occupational laboratory medicine. In: Salma I, Záray G, ed.
10. Hungarian-Italian Symposium on Spectrochemistry: Trace Substances in the ...
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