Barbara Rossi (economist)

Barbara Rossi is an ICREA professor of Economics at Universitat Pompeu Fabra, a Barcelona GSE Research Professor, a CREI affiliated professor, a CEPR Fellow, a member of the CEPR Business Cycle Dating Committee and a Director of the International Association of Applied Econometrics.^[1]

Academic career

Rossi earned her PhD from Princeton University in 2001. Before moving to Universitat Pompeu Fabra in Barcelona, she previously was an Associate Professor with tenure at the department of Economics at Duke University. She has also been visiting researcher at the University of California, Berkeley, the University of Montreal in Canada, UC San Diego, the Federal Reserve Banks of Atlanta and Philadelphia, Norges Bank, Bank of France, and ENSAE-CREST in France. In January 2017 she has been appointed vice chair of the Euro Area Business Cycle Network (EABCN).^[2]

Research contributions

Rossi specializes in the fields of time series econometrics, as well as applied international finance and macroeconomics.

Rossi's contributions to forecasting include having designed a variety of econometric procedures to evaluate forecasts especially in the presence of instabilities, including techniques to compare competing models' forecasts^[3] and to evaluate the predictive ability of a given model,^[4] Granger-causality tests robust to instabilities,^[5] techniques to detect forecast breakdowns,^[6] forecast evaluation techniques that are robust to the choice of the estimation window size,^[7] as well as several empirical works that investigate output and inflation predictability.^[8][9] In macroeconometrics, among other contributions, Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies.^[10][11][12] Rossi's research in the area of international finance encompasses several studies on the predictability of exchange rates^[13][14][15]—in particular the robustness of such forecasts to instabilities^[16]—and on the relationship between exchange rates and oil prices.^[17][18]

Books

Rossi wrote a chapter on "Advances in Forecasting under Model Instabilities" for the Handbook of Economic Forecasting (Elsevier-North Holland eds.),^[19] a chapter on "Forecasting in Macroeconomics" for the Handbook of Research Methods and Applications in Empirical Macroeconomics,^[20] and an article for the Journal of Economic Literature on exchange rate predictability.^[21]

Awards

Rossi received two National Science Foundation grants as well a Marie Curie and an ERC grants.

Other activities

Along with her teaching and research responsibilities, Rossi holds various other professional positions. She serves as the editor of the Journal of Applied Econometrics^[22] and as associate editor of Quantitative Economics, and has served as associate editor for the Journal of Business and Economic Statistics and the Journal of Economic Dynamics and Control. She was the Program Chair for the 2016 Econometric Society European Summer Meetings and the 2014 International Association of Applied Econometrics Conference.

References

^[1]