Barbara Rossi

Universitat Pompeu Fabra (UPF)

Social & Behavioural Sciences

Before joining UPF, Prof. Rossi was Associate Professor (with tenure) at Duke University. She held visiting positions at the Philadelphia Fed, University of California-Berkeley, ENSAE-CREST, University of Montreal, Atlanta Fed, UCSD, and Concordia University. Prof. Rossi is the editor of the Journal of Applied Econometrics and a coeditor of the International Journal of Central Banking, and served as associate editor of the Journal of Business and Economic Statistics, Quantitative Economics and Journal of Economic Dynamics and Control. She is a CEPR Fellow and member of the CEPR Business Cycle Dating Committee, a member of the Council of the European Economic Association, the Vice Chair of the Scientific Committee of the EABCN and a director of the International Association for Applied Econometrics. Currently she is also a research associate at CREI and a Barcelona GSE Research Professor. Her past or present grants include NSF, ERC, MICINN, BBVA and Marie Curie CIG.

Research interests

Specializing 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.

Selected publications

Rossi B & Sekhposyan T 2016, ‘Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts’, Journal of Applied Econometrics, 31, 3, 507 – 532.

– Giacomini R & Rossi B 2016, ‘Model Comparisons in Unstable Environments’, International Economic Review, 57, 2, 369 – 391.

– Carrasco M, Rossi B 2016, ‘In-Sample Inference and Forecasting in Misspecified Factor Models’, Journal Of Business & Economic Statistics, 34, 3, 313 – 338.

Rossi B 2016, ‘A Review of Economic Forecasting’, Econometrics Journal, 19, 3, B1 – B3.

– Anderson E, Inoue A & Rossi B 2016, ‘Heterogeneous Consumers and Policy Shocks’, Journal of Money, Credit and Banking 48(8), 1877-1888.

Selected research activities

– Spanish Business Cycle Committee Invited Lecture, Symposium of the Spanish Economic Association.

– Keynote Speaker, NBP Workshop in Forecasting.

– BBVA Grant, 2016-2018.

– Duisemberg Fellow, European Central Bank.

– Invited Speaker, Bristol Econometrics Study Group.

– Invited Speaker, The Impact of Uncertainty Shocks on the Global Economy, Bank de France and UCL.

– Keynote Speaker, Fourth International Symposium in Computational Economics and Finance.

– Keynote Speaker, Applied Macroeconomics Workshop, Henan University.

– Invited Speaker, Journal of Business and Economic Statistics Session at the American Economic Association Meetings.

– Program Chair, Econometric Society European Meetings.

– Co-organizer, 9th ECB Workshop on Forecasting Techniques.

– Program Committee Member and Organizer, Fourth Time Series in Macroeconomics and Finance ConferenceBGSE Summer Forum.

– Program Committee Member 2016: Info-Metrics Conference on Information-Theoretic Methods of Inference9-th Society for Financial Econometrics (SoFiE) ConferenceSpanish Economic Association Conference.