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 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 research activities
European Regional Standing Committee, Econometric Society, since 2022
Speaker, Marleau Lecture Series, University of Ottawa (Canada), 2022
Invited Speaker, Stata Symposium (virtual), November 2022
Keynote speaker, 6th Financial Markets and Non-Linear Dynamics Workshop 2022 (Paris)