Barbara Rossi

Universitat Pompeu Fabra

Social & Behavioural Sciences

Before joining UPF, Prof. Rossi was Associate Professor (with tenure) at Duke University. She held visiting positions at the Philadelphia Fed, Berkeley, ENSAE-CREST, U. of Montreal, Atlanta Fed, UCSD, U. of Sydney and Concordia U.. 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

- Inoue A, Jin L & Rossi B 2017, 'Rolling window selection for out-of-sample forecasting with time-varying parameters', Journal Of Econometrics, 196, 1, 55 - 67.

- Rossi B & Sekhposyan T 2017, 'Macroeconomic uncertainty indices for the Euro Area and its individual member countries', Empirical Economics, 53, 1, 41 - 62.

Selected research activities

- Coeditor, International Journal of Central Banking since January 2017.

- Fellow, International Association of Applied Econometrics since December 2017.

- Vice Chair of the Scientific Committee of the Euro Area Business Cycle Network, 2017-2019.

- Invited Speaker, 5th Macroeconometrics Workshop, University of Sydney (Australia), November 2017.

- Invited Speaker, 2017 Heidelberg Summer School Lectures (Germany).

- Invited Speaker, Midwest Econometrics Group Conference, Texas A&M (USA), October 2017.

- Invited Speaker, German Statistical Society Annual Meeting, Rostock (Germany), September 2017.

- Outstanding Paper Award, International Journal of Forecasting 2017.

- Keynote Speaker, 22nd Spring Meeting of Young Economists, Halle (Germany), March 2017.

- Selected seminar presentations: ASSA, Columbia, NY Stern, University of Pennsylvania, NC State, Toulouse, Bundesbank, DIW, NBER- NSF conference, University of Sydney, Reserve Bank of New Zealand.

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

- Program Committee Member, ICEEE January 2017 (Italy).

- Program Committee Member, 2017 SNDE Symposium (Paris).

- Program Committee Member, 2017 Infer Annual Conference (France).

- Organizer, Annual International Journal of Central Banking Research Conference on: “The Interplay between Monetary Policy and Fiscal Policy”, Czech National Bank, June 2017 (Prague).

ERC Regular grant, Full amount 500,000 for 5 years, Amount per year 100,000. Student is Florens Odendahl.

- BBVA Full amount 100,000 for 2 years for 4 people, Amount per year per person 12500. Student is Lukas Hoetsch.