Skip to main content
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, U. of Montreal, Atlanta Fed, ECB, Norges Bank, UCSD, etc. Prof. Rossi is the Editor of the Journal of Applied Econometrics. She has been 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, and member of the CEPR Business Cycle Dating Committee. She is a fellow of the Econometric Society and the IAAE, the Council of the EEA and the European Standing Committee of the Econometric Society, the 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, La Caixa 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, Atsushi; Rossi, Barbara 2021, ‘A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy’, Quantitative Economics, 12, 4, 1085 – 1138.

Rossi, Barbara 2021, ‘Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them’, Journal Of Economic Literature, 59, 4, 1135 – 1190.

– Gergely Ganics, Atsushi Inoue & Barbara Rossi 2021, ‘Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models‘, Journal of Business & Economic Statistics, 39:1, 307-324,

Rossi, Barbara 2021, ‘Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?‘, Econometrics Journal 24, 1, C1 – C32.


Selected research activities

  • Invited Speaker, 2021 North American Meeting of the Econometric Society (Virtual, Montreal, Canada)
  • Invited Speaker, 2021 European Meetings of the Econometric Society (Denmark, virtual)
  • 8th Nankervis Memorial Keynote Lecture, 2021 ECMFE workshop (Essex University)
  • Keynote speaker, 2021 Workshop on Empirical Monetary Economics (Paris)
  • Keynote speaker, Conference on Real-Time Data Analysis, Methods and Applications (Banque de France, 2021)
  • Keynote speaker, 2021 Workshop on Macroeconomic Research (Cracow, Poland)
  • Keynote Speaker, 2021 Orebro Financial Econometrics Workshop (Virtual, Sweden)
  • Keynote Speaker, 2021 Padova Macro Talks (Virtual, Padova, Italy)

ICREA Memoir 2021