Barbara Rossi

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, ECB, Norges Bank, 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 JEDC. She is a fellow of the Econometric Society and the IAAE, and member of the CEPR Business Cycle Dating Committee, the Council of the EEA and the European Standing Committee of the Econometric Society, the Vice Chair of the Scientific Committee of the EABCN and a director of the International Association for Applied Econometrics. 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 2019, ‘Alternative Tests for Correct Specification of Conditional Forecast Densities’, Journal of Econometrics, 208, 2, 638 – 657.

– Inoue A & Rossi B 2019, ‘The effects of conventional and unconventional monetary policy on exchange rates’, Journal Of International Economics, 118, 419 – 447.


Selected research activities

Fellow, Econometric Society, 2019-to date

Keynote Speaker, 2019 Society for Nonlinear Dynamics and Econometrics (Dallas, USA)

Keynote Speaker, 2019 EC2 Conference (Oxford, UK)

Keynote Speaker, 2019 INFER Conference, Vrije Universiteit Brussel and National Bank of Belgium (Brussel, Belgium)

Selected invited seminar presentations: Chicago Booth, Harvard University, Penn State, London Business School, Bank of England, Exeter University, Bank of Finland, Bank of England, Applied macroeconomics and finance workshop (Beijing, China), University of Bologna, Federal Reserve Bank of New York.