Curriculum Vitae


Download my Curriculum Vitae Here



Barbara Rossi 


 


Mailing address: Department of Economics and Business

Universitat Pompeu Fabra (UPF)

Centre de Recerca en Economia Internacional (CREI)

Carrer Ramon Trias Fargas, 25-27, Mercè Rodoreda bldg.

08005 Barcelona SPAIN

E-mail: barbara.rossi@upf.edu

Phone: (+34) 93 542 1655 -- Fax: (+34) 93 542 2826

Homepage: barbararossi.eu

https://en.wikipedia.org/wiki/Barbara_Rossi_(Economist)

 

                                                                                                                                                                       

 

Educational Background:          

Princeton University, Ph.D. Economics, 2001.

Dissertation title: “Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics”

Committee: Mark Watson (Chair), Kenneth Rogoff, Bo Honore’ and Elie Tamer

Bologna University, Bologna (Italy), Ph.D. Economics, 1999.

Bocconi University, Milan (Italy), M.A. with distinction, Economics, 1996.

Bologna University, Bologna (Italy), B.A. with distinction, Economics, 1995.

           

Academic Positions:          

ICREA Professor at University of Pompeu Fabra                         Jan. 2012 -

CREI Fellow                                                                                 Jan. 2012 –

Barcelona GSE Research Professor                                               Jan. 2017 –

Barcelona GSE Affiliate Professor                                                            Jan. 2012 – Dec. 2016

Associate Professor (with Tenure), Duke University                    July 2008 – June 2012

Assistant Professor, Dept. of Economics, Duke University          Sept. 2001- June 2008

 

Visiting Positions: 

      Visiting Researcher, Norges Bank                                                 Sept.     2015     

Visiting Professor, Duke University                                              July 2012 – June 2014

      Visiting Researcher, Philadelphia Fed                                           Jan.       2014

      Visiting Researcher, University of New South Wales (Sydney)     July       2012

      Visiting Researcher, Philadelphia Fed                                           May      2012

      Visiting Researcher, St. Louis Fed                                                 May      2012

      Visiting Researcher, Philadelphia Fed                                           Dec.     2010

Visiting Researcher, University of California, Berkeley                 Spring   2009

Visiting Researcher, ENSAE-CREST, France                              Nov.     2007

Visiting Researcher, University of Montreal, Canada                    Oct. 10-15, 2005

Visiting Researcher, Atlanta Fed                                                   Feb.   6-13, 2005

Visiting Researcher, Department of Economics, UCSD               Fall      2004

Visiting Researcher, Dept. of Economics, Concordia University  May     2004

 

Other Professional Affiliations:          

Editor, Journal of Applied Econometrics                                                  2015-2017

Coeditor, International Journal of Central Banking                                   2017-2019

Associate Editor, Quantitative Economics                                               2013-2017

Associate Editor, Journal of Business and Economic Statistics                            2008-2013

Associate Editor, Journal of Applied Econometrics                                  2009-2014

Associate Editor, Journal of Economic Dynamics and Control                            2008-2014

CEPR Fellow                                                                                            2008-2020

CEPR Business Cycle Dating Committee Member                                               2012-2014

Research Fellow, Centre for Applied Financial Economics, USC             2012-

International Association for Applied Econometrics, Director                 2013-

European Standing Committee of the Econometric Society, Member      2015-2017

Member of the Council of the European Economic Association              2017-2021

Vice Chair of the Scientific Committee of the Euro Area Business Cycle

Network                                                                                                    2017-2019

 

Fields of Interest: 

Time Series Econometrics, Applied International Finance and Macroeconomics, Macroeconometrics, Forecasting

 

Fellowships, Grants, Honors and Awards:

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

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

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

·                          Spanish Business Cycle Committee Invited Lecture, Symposium of the Spanish Economic Association, December 2016

·                          Keynote Speaker, NBP Workshop in Forecasting, Warsaw, November 2016

·                          BBVA Grant, 2016-2018

·                          Duisemberg Fellow, European Central Bank, 2016

·                          Invited Speaker, Bristol Econometrics Study Group, Bristol (U.K.), July 2016

·                          Invited Speaker, The Impact of Uncertainty Shocks on the Global Economy, Bank de France and UCL (U.K.), May 2016

·                          Keynote Speaker, Fourth International Symposium in Computational Economics and Finance, Paris, April 2016

·                          Keynote Speaker, Applied Macroeconomics Workshop, Henan University, China, March 2016

·                          Invited Speaker, Journal of Business and Economic Statistics Session at the American Economic Association Meetings, January 2016

·                          Featured Speaker, International Symposium on Forecasting, Riverside, June 2015

·                          Keynote Speaker, 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics, Brunel University, London

·                          Elected Member of the European Regional Standing Committee of the Econometric Society, December 2014

·                          Keynote Speaker, Financial Determinants of Exchange Rates Workshop, De Nederlandsche Bank (Amsterdam), 2014

·                          Invited Speaker, Conference on Advances in Applied Macro-Finance and Forecasting, Istanbul 2014

·                          ERC Grant 2014

·                          Invited Speaker, Italian Conference on Econometrics and Empirical Economics, 2013

·                          Invited Speaker, Econometric Society Australasian Meetings, July 2012

·                          Excellence in Refereeing Award 2012, American Economic Review

·                          Marie Curie CIG Grant 2012

·                          NSF Grant, 2010-2012: “New Methods for Inference in the Presence of        Instabilities, Weak Identification and Mis-specification”, with A. Inoue

·                          JAE Conference Grant, 2009

·                          SAS Grant, 2008: “New Methods for Forecasting and Model Evaluation”

·                          Keynote Speaker, Halle Institute for Economic Research Macroeconometrics Worshop (Germany)

·                          NSF Grant, 2007-2009: “Model Selection and Forecasting in Unstable Environments”, with R. Giacomini

·                          Arts & Sciences Committee on Faculty Research, Duke University, Spring 2006

·                          Trent Foundation, Conference Organization Grant, Duke University, Fall 2005

·                          The Office of International Affairs and the Center for European Studies, Conference Organization Grant, Duke University, Fall 2005

·                          Princeton University Fellowship, 1996-2000

·                          IFS Summer Fellowship, 1999-2000

·                          Mellon Foundation Fellowship, summer 1998

·                          Mediocredito Centrale Scholarship, 1996 (not used)

·                          Invernizzi Scholarship, Universita' Bocconi, Milan, September 1995.

 

 

Publications

 

1. “Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle”, International Economic Review 46(1), February 2005, 61-92.

 

2. “Optimal Tests for Nested Model Selection with Underlying Parameter Instability”, Econometric Theory 21(5), October 2005, 962-990.

 

3. “Confidence Intervals for Half-Life Deviations from Purchasing Power Parity”, Journal of Business and Economic Statistics 23(4), October 2005, 432-442.

 

4. “Small Sample Confidence Bands for Multivariate Impulse Response Functions”, with E. Pesavento, Journal of Applied Econometrics 21(8), December 2006, 1135-1155.

 

5. “Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure”, with E. Pesavento, Macroeconomic Dynamics 9(4), September 2005, 478-488.

 

6. “Recursive Predictability Tests for Real Time Data”, with A. Inoue, Journal of Business and Economic Statistics 23(3), July 2005, 336-345. 

 

7. “Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability”, Macroeconomic Dynamics 10(1), February 2006, 20-38.

 

8. “How stable is the forecasting performance of the yield curve for output growth?” with R. Giacomini, Oxford Bulletin of Economics and Statistics 68(s1), December 2006, 783-795.

 

9. “Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?”, with E. Pesavento, Journal of Economic Dynamics and Control 31, 2007, 2398-2412.

 

   10. “Expectations Hypotheses Tests and Predictive Regressions at Long Horizons”, The Econometrics Journal 10(3), October 2007, 1-26.

 

11. “Monitoring and Forecasting Financial Crises”, with A. Inoue, Journal of Money Credit and Banking 40(2-3), March-April 2008, 523-534.

 

   12. “Model Selection for Nested and Overlapping Non-Linear and Possibly Misspecified Models”, with M. Marcellino, Oxford Bulletin of Economics and Statistics 70(0), December 2008, 867-893.

 

13. “Detecting and Predicting Forecast Breakdown”, with R. Giacomini, The Review of Economic Studies 76(2), April 2009, 669-705.

 

14. “Forecast Comparisons in Unstable Environments”, with R. Giacomini. Journal of Applied Econometrics 25(4), June/July 2010, 595-620.

 

   15. “Has Models’ Forecasting Performance Changed Over Time, and When?”, with T. Sekhposyan, International Journal of Forecasting 26(4), October-December 2010, 808-835.

 

   16. “Can Exchange Rates Forecast Commodity Prices?”, with Y. Chen and K. Rogoff. Quarterly Journal of Economics 125(3), August 2010, 1145-1194. Reprinted in: M. Taylor and M. Manzur (eds.), Recent Developments in Exchange Rate Economics, Edward Elgar.

 

 17. “Identifying the Sources of Instabilities in Macroeconomic Fluctuations”, with A. Inoue. The Review of Economics and Statistics 93(4), November 2011, 1186-1204.

 

 18. “Understanding Models’ Forecasting Performance”, with T. Sekhposyan. Journal of Econometrics 164(1), September 2011, 158-172.

 

    19. “What is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations?”, with S. Zubairy. Journal of Money, Credit and Banking, 43(6) September 2011, 1247-1270.

 

    20. “Testing for Weak Identification in Possibly Non-linear Models”, with A. Inoue. Journal of Econometrics 161(2), April 2011, 246-261.

 

    21.  “Information Criteria for Impulse Response Function Matching Estimation of DSGE Models”, with A. Inoue, A. Hall and J. Nason. Journal of Econometrics 170(2), October 2012, 499-518.

 

    22.  “Consistent Model Selection Over Rolling Windows”, with A. Inoue and J. Lu. In: N. Swanson and X. Chen, Essays in Honor of Hal White, Springer-Verlag 2012.

 

   23. “Out-of-Sample Forecast Tests Robust to the Choice of Window Size”, with A. Inoue. Journal of Business and Economic Statistics 30(3), July 2012, 432-453.

 

   24.  “The Changing Relationship between Commodity Prices and Equity Prices in Commodity Exporting Countries”. IMF Economic Review 60(4), December 2012, 533 - 569.

 

   25. “Forecasting in Macroeconomics”, with R. Giacomini, in: N. Hashimzade and M. Thornton (eds.), Handbook of Research Methods and Applications on Empirical Macroeconomics, Cheltenham, UK: Edward Elgar, June 2013, 618-658.

 

26. “Do DSGE Models Forecast More Accurately Out-of-Sample than Reduced-Form Models?”, with R. Gürkaynak and Burçin Kısacıkoğlu. In: T. Fomby, L. Kilian and A. Murphy (eds.), “VAR Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims”, Advances in Econometrics vol. 32, 2013, 27-80. (Also CEPR Discussion Paper 9576)

 

   27. “Conditional Predictive Density Evaluation in the Presence of Instabilities”, with T. Sekhposyan. Journal of Econometrics 177(2), December 2013, 199-212.

 

   28. “Exchange Rate Predictability”, Journal of Economic Literature 51(4), December 2013, 1063–1119.

 

   29. “Advances in Forecasting in Unstable Environments”, Handbook of Economic Forecasting Vol. 2B, G. Elliott and A. Timmermann eds., Elsevier-North Holland, July 2013, pp. 1203-1324.

 

30. “Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set”, with T. Sekhposyan. International Journal of Forecasting 30(3), July-September 2014, 662–682.

 

31. “Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions”, with T. Sekhposyan, American Economic Review: Papers & Proceedings, 105(5), pp. 650-55, May 2015.

 

   32.   “Can Oil Prices Forecast Exchange Rates? An Empirical Analysis of the Relationship between Commodity Prices and Exchange Rates”, with D. Ferraro and K. Rogoff. Journal of International Money and Finance 54, June 2015, 116-141.

 

   33. “Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models”, with R. Giacomini. Annual Review of Economics 7, August 2015, 207-229.

 

   34. “Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts”, with T. Sekhposyan. Journal of Applied Econometrics 31(3), April-May 2016, 507-532.

 

35. “Model Comparisons in Unstable Environments”, with R. Giacomini, International Economic Review 57(2), May 2016, 369-392.

 

   36. “In-sample Inference and Forecasting in Misspecified Factor Models”, with M. Carrasco. Journal of Business and Economic Statistics 34(3), 313-338, July 2016; and “Rejoinder”, Journal of Business and Economic Statistics 34(3), 353-356, July 2016.

 

   37. “Heterogeneous Consumers and Policy Shocks”, with E. Anderson and A. Inoue. Journal of Money, Credit and Banking 48(8), December 2016, 1877-1888.

 

   38. “Optimal Window Selection in the Presence of Possible Instabilities”, with A. Inoue and L. Jin. Journal of Econometrics 196(1), January 2017, 55-57.

 

   39. “A Macroeconomic Uncertainty Index for the Euro Area”, with T. Sekhposyan. Empirical Economics, forthcoming.

 

Other Publications:

 

   1. “Comments on: Exchange Rate Models Are Not As Bad As You Think”, in: Acemoglu, D., M. Woodford, and K. Rogoff (eds.), NBER Macroeconomics Annual 2007.

 

   2. “Where Are Commodity Prices Headed Next? Look at Exchange Rates”, with Y.C. Chen and K. Rogoff, Vox.

 

   3. “Predicting Agri-Commodity Prices: An Asset Pricing Approach”, with Y.C. Chen and K. Rogoff, World Uncertainty and the Volatility on Commodity Markets, ed. B. Munier. IOS, 2011.

 

   4. “Comment on: Forecast Rationality Tests Based on Multi-Horizon Bounds”, Journal of Business and Economic Statistics 30(1), February 2012, 25-29.

 

   5. “Comment on: Taylor Rule Exchange Rate Forecasting During the Financial Crisis”, NBER International Seminar in Macroeconomics 2012, U. of Chicago Press, 2013.

 

   6. “Are Exchange Rates Predictable?”, Vox, 14 November 2013

 

   7. “Density Forecasts in Economics, Forecasting and Policymaking”, Els Opuscles del CREI, 2014.

 

   8. “Comment on: Central bank macroeconomic forecasting during the financial crisis: the European Central Bank and Federal Reserve Bank of New York Experiences”, Journal of Business and Economic Statistics 32:4, 510-514, October 2014.

 

   9. “Eurozone Mired in Recession Pause”, with D. Giannone, R. Gürkaynak, M. Merz, R. Portes, L. Reichlin, A. Ritschl, P. Weil and K. Whelan, Vox, http://www.voxeu.org/article/ eurozone-mired-recession-pause

 

  10. “Comment on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings”, Journal of the Royal Statistical Society B 18, Part 3, June 2016, p. 553.

 

  11. “A Review of Economic Forecasting”, Econometrics Journal 19(3), October 2016, pp. B1-B3.

 

   12. Implementing Tests For Forecast Evaluation in the Presence of Instabilities, with M. Soupre’, mimeo.

 

 

Working Papers (Submitted):

 

   “Identifying the Sources of Model Misspecification”, with C.H. Kuo and A. Inoue, CEPR Discussion Paper 10140, September 2014.

 

   Alternative Tests for Correct Specification of Conditional Forecast Densities”, with T. Sekhposyan, Barcelona Graduate School of Economics Working Papers 758, 2014.

 

   Understanding the Sources of Macroeconomic Uncertainty”, with T. Sekhposyan and M. Soupre’, Barcelona Graduate School of Economics Working Papers, 2016 and CEPR Discussion Paper 11415.

 

   “Uncertainty and Deviations from Uncovered Interest Rate Parity”, with A. Ismailov, mimeo.

 

 

Work in Progress:

 

   “Tests for the Validity of Portfolio or Group Choice in Financial and Panel Regressions”. with A. Inoue

 

 

Other Professional Service:

 

2017    Program Committee Member, ICEEE January 2017 (Italy)

            Program Committee Member, 2017 SNDE Symposium

            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)

2016    Program Chair, Econometric Society European Meetings August 2016 (Geneva)

Co-organizer, 9th ECB Workshop on Forecasting Techniques, Frankfurt (Germany)

Program Committee Member and Organizer, Fourth Time Series in Macroeconomics and Finance Conference, BGSE Summer Forum, Barcelona Graduate School of Economics (Barcelona), June 2016.

Program Committee Member, Info-Metrics Conference on Information-Theoretic Methods of Inference, University of Cambridge, April 2016

Program Committee Member, 9-th Society for Financial Econometrics (SoFiE) Conference, Hong-Kong, 2016.

Program Committee Member, Spanish Economic Association Conference, Bilbao (Spain), 2016.

2015    Program Committee Member, Econometric Society World Congress (Montreal)     Program Committee Member, Society for Nonlinear Dynamics and Econometrics, BI Norwegian Business School (Oslo, Norway), March 2015

            Program Committee Member and Organizer, Second Conference of the International Association of Applied Econometrics, (Thessaloniki, Greece), June 2015.

Program Committee Member and Organizer, Third Time Series in Macroeconomics and Finance Conference, BGSE Summer Forum, Barcelona Graduate School of Economics (Barcelona), June 2015.

Program Committee Member, Society for Financial Econometrics, Aarhus (Denmark), June 2015.

JWEN Mentoring Workshop, Hitotsubashi University, Tokyo, May 2015.

2014    Conference Organizer, EC2 Conference, Barcelona, December 2014.

Program Committee Member, Econometric Society European Winter Meetings, December 2014 (Madrid, Spain).

Program Chair, First Conference of the International Association of Applied Econometrics, Queen Mary University (London), June 2014.

Program Committee Member and Organizer, Second Time Series in Macroeconomics and Finance Conference, BGSE Summer Forum, Barcelona Graduate School of Econmics (Barcelona), June 2014.

Program Committee Member, 39th Simposio of the Spanish Economic Association (Palma de Mallorca, Spain), December 2014.

Scientific Program Committee Member, 8th International Conference on Computational and Financial Econometrics, Pisa (Italy), December 2014.

Program Committee Member, 7-th Society for Financial Econometrics (SoFiE) Conference, Toronto (Canada), 2014.

Program Committee Member, European Meetings of the Econometric Society, Toulouse (France) 2014.

Program Committee Member, Society for Nonlinear Dynamics and Econometrics, New York, April 2014.

Program Committee Member, Econometric Society Winter Meetings, Philadelphia, 2014.

2013    Program Committee Member and Organizer, First Time Series in Macroeconomics and Finance Conference, BGSE Summer Forum, Barcelona, June 2013.

Program Committee Member, Australasian Meetings of the Econometric Society, Melbourne 2013.

Program Committee Member, Sixth Annual Conference of the Society for Financial Econometrics (SoFiE), Seoul 2013.

Program Committee Member, EC2 Conference, Cyprus 2013.Program Committee Member, 38th Simposio of the Spanish Economic Association, Santander 2013.

Program Committee Member, European Meetings of the Econometric Society, Gothenburg (Sweden) 2013.

2012    Program Committee Member, European Meetings of the Econometric Society, Malaga, 2012.

Program Committee Member, European Economic Association Meetings, Malaga, 2012.

Mentor, Committee of the Status of Women in the Economic Profession, American Economic Association: CeMENT Workshop, Chicago 2012.

2010    Local Program Committee Chair, NBER-NSF Time Series Conference, 2010.

            Organizer, Special Applied Macro Workshop, Duke University, October 2010.

2009    Program Chair, Business and Economics Section, American Statistical Association, 2009.

Program Committee member, EC2 Conference, 2009.

2008    Program Chair-Elect, Business and Economics Section, American Statistical Association, 2008.

Conference organizer: ERID Conference: Identification issues in Economics, Duke University, October 2008 (joint with Hanming Fang).

Organizer, Special Applied Macro Workshop, Duke University, March 2008.

2007    Conference organizer: Second Forecasting Conference, Duke University, March 2007.

2006    Organizer, Special Applied Macro Workshop, Duke University, April and October 2006.

2005    Program Committee member, Annual Conference of the Italian Society of Economists, Naples (Italy), Fall 2005.

            Organizer, Special Applied Macro Workshop, Duke University, November 2005.

2004    Conference organizer: Forecasting Conference, Duke University, May 2004.

 

Seminar organization: Econometrics Seminar, Univ. Pompeu Fabra, 2012-to date. Econometrics Seminar, Duke University (co-organizer): Fall 2006-2007. Econometrics Jamboree, Duke University, November 2008 and September 2010.

 

Teaching Experience:

University Pompeu Fabra, 2012-current: Macroeconometrics (2nd year PhD level course); Applied Macroeconometrics (1st year PhD level course); Empirical Methods in Macroeconomics and Forecasting in Time Series (2nd year PhD level course)

Duke University, 2001-2011: Economics 327: Empirical Methods in Macroeconomics and Forecasting in Time Series (2nd year PhD level course); Economics 220: Time Series Econometrics (Master level and Advanced Undergraduate course); Economics 141: Applied International Macroeconomics and Finance (Advanced Undergraduate course); Econometrics 341 (1st year Ph.D. Course); Economics 51D (Introductory Macroeconomics Course for Undergraduates)

Teaching Assistant for Prof. Giovanni Maggi and Prof. Silvia Weyerbrock, International Trade and International Economics, Woodrow Wilson School, Princeton University, Fall 2000 (Master courses)

Teaching Assistant for Prof. Helene Rey and Prof. Paul Krugman, International Macroeconomics and Advanced Macroeconomics: Domestic Policy, Woodrow Wilson School, Princeton University, Fall 2000 (Master courses)

Teaching Assistant for Prof. Elizabeth Bogan, The National Economy, Fall 1999, and Prof. Elie Tamer, Econometrics, Spring 2000, Princeton University (Undergraduate courses)

Teaching Assistant for Prof. Mark Watson and Prof. Yacine-Ait-Sahalia, Advanced Econometrics: Time Series Models, Fall 1998, and Prof. Han Hong, Advanced Econometrics: Non-linear Methods, Spring 2000, Princeton University (2nd year Graduate courses). Grader for Prof. Kevin Hallock, labour economics.

      Research Assistant for Prof. Kenneth Rogoff, Princeton University, June-July 1998

Research Assistant for Prof. Orazio Attanasio, University of Bologna, 1995.

 

Teaching Short Courses:

“Short-term Macroeconomic Forecasting”, Switzerland, 2017

“Exchange Rate Forecasting”, Central Bank of Hungary, 2016

Methods for Forecast Evaluation”, CREI Summer School, Barcelona, July 2016

 “Exchange Rate Forecasting”, Norges Bank, 2015

 Methods for Forecast Evaluation”, CREI Summer School, Barcelona, July 2015

Methods for Forecast Evaluation”, CREI Summer School, Barcelona, July 2014

Macroeconomic Leading Indicators: Construction, Use and Evaluation”, Central Bank of Tunisia, 2014.

Exchange Rate Predictability”, Macroeconometrics Summer School, Barcelona, June 2013

Methods for Forecast Evaluation and Estimation”, CREI Summer School, Barcelona, June 2013

Forecast Evaluation”, Econometrics Summer School, Bertinoro (Italy), June 2012

Model Selection with Applications to Finance and Macroeconomics”, CREST-INSEAD (France), November 2007.

 

Seminars and Conference Presentations: (* means conference presentation by a co-author)

 

2001    Vanderbilt University, University of California San Diego, University of California Los Angeles, University of Wisconsin-Madison, Iowa State University, Duke University, Rutgers University, University of Toronto, Universita’ Bocconi, University of Virginia, Triangle Econometrics Conference (Durham).

 

2002    UNC Chapel Hill, Conference on “Forecasting in Macroeconomics and Finance” (CIRANO and CIREQ, Montreal, Canada), North American Summer Meetings of the Econometric Society (Los Angeles), NBER Summer Meetings, (“Forecasting and Empirical Methods in Macroeconomics and Finance”, Boston), Midwest Economic Group Meetings (Ohio State University), Triangle Econometrics Conference (Durham).

 

2003    University of Virginia, Emory University, Université Libre de Bruxelles (Bruxelles, Belgium), Econometric Society Summer Meetings (Evanston), NBER/NSF Time Series Conference (Chicago, poster session), University of Houston and Rice University, University of Maryland, Virginia Tech, Midwest Econometrics Group Meetings (University of Missouri-Columbia), Euro Area Business Cycle Network Conference (Frankfurt am Main, Germany), EC2 Conference on "Endogeneity, Instruments and Identification in Econometrics" (CEMMAP UCL and IFS, London, U.K., poster session).

 

2004    Econometric Society Winter Meetings (San Diego), Society for Non-linear Dynamics and Econometrics* (Atlanta), First Forecasting Conference (Duke University), Concordia University (Montreal), Econometric Society Summer Meetings* (Brown University), NBER Summer Institute on “Forecasting and Empirical Methods in Macroeconomics and Finance” (Boston), Federal Reserve Bank of St. Louis, University of Michigan, U.C. Davis, University of California Los Angeles, Ohio State University, CSWEP session on Co-integration and Empirical Applications (New Orleans), Southern Economic Association (New Orleans), U.C. Riverside, Stanford University.

 

2005    Econometric Society Winter Meetings (Philadelphia), Fifth Missouri Economics Conference (Columbia, Missouri), Conference on “Forecasting in Macroeconomics and Finance” (CIRANO, CIREQ, and University of Montreal), JAE Annual Conference on: “Changing Structures in International and Financial Markets” (Venice, Italy), “Frontiers in Time Series Econometrics” Conference (Olbia, Italy), Econometric Society World Congress* (London, U.K.), NBER-NSF Time Series Conference and Workshop on Unit Roots, Heidelberg* and Kaiserslautern (Germany), Conference on “Unit Root and Cointegration Testing” (Faro, Portugal, poster session), Universite’ de Montreal (Montreal, Canada), Owen School of Business (Vanderbilt University), Southern Economic Association (Washington), Triangle Econometrics Conference (Durham).

 

2006    Econometric Society Winter Meetings* (Boston), SAMSI Workshop (National Institute of Statistical Sciences), NC State University (Raleigh), Board of Governors of the Federal Reserve (Washington), University of Pittsburgh, University of Bologna (Statistics Department), Ente Einaudi (Bank of Italy, Rome), Econometric Society Summer Meetings (Minneapolis), Society for Economic Dynamics (Vancouver), "Econometrics in Rio" (Rio de Janeiro, Brazil), UNC-Chapel Hill, NBER-NSF Time Series Conference (Montreal, poster session), University of Austin, Cleveland Fed Workshop on “Methods and Applications for Dynamic Stochastic General Equilibrium Models”, Conference on “Breaks and Persistence in Econometrics”* (Cass Business School, London), EC2 Conference on “The Econometrics of Monetary Policy and Financial Decision Making” (Rotterdam), CIREQ Conference on Time Series (University of Montreal).

 

2007        Michigan State, NBER Macroeconomics Annual Conference (Boston), Conference on “The Macroeconomics of Technology Shocks” (Laurier Center for Economic Policy, Waterloo, Canada), University of Cincinnati, Brown University, Society for Economic Dynamics (Prague, Czech Republic), Econometrics Society Summer Meetings*, (Duke University), NBER Summer Institute on “Forecasting and Empirical Methods in Macroeconomics and Finance”* (Boston), Joint Statistical Meetings (Salt Lake City), Conference on “Time Series Econometrics with Applications to Macroeconomics and Finance” (Federal Reserve Bank of St. of Louis), Federal Reserve Bank of Philadelphia (October), Federal Reserve Bank of St. Louis (October), University of Virginia (October), Federal Reserve Bank of San Francisco (October), University of California, Irvine (October), University of British Columbia (Canada, October), University of Washington (October), Princeton University (November), Bank of France and CREST Workshop on "Model Validation, Predictive Ability, and Model Risk" (November), University of Warwick (November), University of Cambridge (November), London School of Economics (December), Fifth ECB Workshop on Forecasting Techniques: “Forecast Uncertainty in Macroeconomics and Finance” (European Central Bank, Frankfurt, Germany), Bocconi University (Milan, Italy).

 

2008    University Carlos III (Madrid, Spain), University of Montreal (Canada), NBER-IFM Conference(*) (March), 28th Annual Symposium on Forecasting (July, Nice, France), Forecasting in Rio (Rio de Janeiro, Brazil), EEA-ESEM(*) (August, Milan, Italy),  NBER-NSF Time Series Conference (September, Aarhus, Denmark), University of Pennsylvania (September), Federal Reserve Bank of New York, Central Bank of Chile, Applied Econometrics Workshop at St. Louis Fed, EABCN Workshop on Business Cycle Developments, Financial Fragility, Housing and Commodity Prices (Barcelona), London Business School, 9-th IWH-CIREQ workshop (Halle), Workshop on “Now-casting with Model Combination” at the Central Bank of New Zealand (Wellington), Research workshop on Monetary Policy in Open Economies at the Central Bank of Australia (Sydney).

 

2009    AEA Meetings (S. Francisco), UC Berkeley, UC Davis, Conference on “Business Cycles: Theoretical and Empirical Advances” at UC Riverside, Third CIREQ Time Series Conference (Montreal), SED Meetings (Istanbul), Econometric Society Summer Meetings (Boston), NBER Summer Institute on “Forecasting and Empirical Methods in Macroeconomics and Finance” (Boston), Joint Statistical Meetings(*) (Washington), NBER-NSF Time Series Conference (UC Davis), Boston University (October).

 

2010    Ohio State, St. Louis Fed Workshop, Bocconi University, Triangle Econometrics Conference

 

2011    AEA Meetings (Denver), Pompeu Fabra, Columbia University, University of Pennsylvania, U. of Arizona, Michigan State U., Collegio Carlo Alberto, Society for Nonlinear Dynamics and Econometrics Conference (Washington), Conference in honor of Hal White (UCSD, May), Bank of Canada-ECB conference on “Exchange Rates and Macroeconomic Adjustment” (Ottawa), NBER Summer Institute (*), Joint Statistical Meetings (Miami), NBER-NSF Time Series Conference, University of Chicago, UNC Chapel-Hill

 

2012    AEA Meetings (Chicago), U. of Cambridge, Econometric Society Australasian Meetings (Melbourne), Paris School of Economics, Toulouse U.,  Goethe U., Joint Lunchtime Seminar Goethe-European Central Bank, Workshop in Time Series Econometrics (Zaragoza),  SNDE Conference (Istanbul), Conference on “Policy Responses to Commodity Price Movements” (IMF, IMF Economic Review and Central Bank of the Republic of Turkey), SED Meetings (Cyprus), Deutsche Bundesbank & Ifo Institute Workshop on “Uncertainty and Forecasting in Macroeconomics”, Australasian Meetings of the Econometrics Society (Melbourne), Sydney Econometric Theory Workshop (UNSW, Sydney), Monash University, Joint Statistical Meetings (San Diego), European Meeting of the Econometric Society (Malaga), NBER Meeting on Commodity Markets (Stanford), "Monetary Policy and Commodity Prices" Conference (ECB and Norges Bank), UPF Faculty Lunch seminar

 

2013    Italian Conference on Econometrics and Empirical Economics (ICEEE, Genova), CORE (Louvain), SNDE Conference (Milan), Graduate Institute of International and Development Studies (Geneva), Carlos III (Madrid), Universitat Autonoma Barcelona, “Frontiers of Macroeconometrics” Conference (UCL, London), “Forecasting Structure and Time-Varying Patterns in Economics and Finance” Conference (Erasmus University, Rotterdam), NBER-NSF Conference* (Washington), SoFiE Conference (Lugano), UAB, University of Padova, EC(2) Conference (Cyprus).

 

2014    Trinity College Dublin, EABCN Conference (London), University of Venice, Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) Conference (Salerno), Norges Bank, Central European University (Budapest), National Bank of Serbia (Belgrade), Economic Modelling and Forecasting Workshop (Warwick), Tripartite Workshop of Cambridge Finance, Penn-Wharton and DSF-Tinbergen Institute (Amsterdam), ECB Workshop on “Financial Instability, Economic Dynamics and Forecasting”, International Association of Applied Econometrics Conference (London), NBER Summer Institute: Forecasting and Empirical Methods in Macroeconomics and Finance (Boston), New Developments in Econometrics and Time Series Workshop (Rome), Time Series Conference (Istanbul), University of Helsinki, European Central Bank, Aix-Marseille School of Economics, NBER-NSF Time Series Conference (*), EC2 Conference (*), Bank of France Workshop on “Expectations and Forecasting” (Paris), 8th International Conference on Computational and Financial Econometrics (Pisa), Financial Determinants of Exchange Rates Workshop (De Nederlandsche Bank, Amsterdam).

 

2015    American Economic Association Meetings (Boston*), U. of Milano-Bicocca, National University of Singapore, HEC Paris, Granger Center (Nottingham School of Economics), Queen Mary U., 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics (Brunel U., London), University of Glasgow, SETA Conference (Tokyo), Kobe University (Japan), Kyoto University (Japan), International Symposium on Forecasting (Riverside), Second IAAE Conference (Thessaloniki), Econometric Society World Congress (Montreal*), Norges Bank, U. of Navarra, Bocconi University.

 

2016    American Economic Association/Econometric Society Meetings (San Francisco), Second Workshop on Advanced Economics and Business Forecasting (London), London School of Economics, University College London, National University of Singapore, City University of Hong Kong, Academia Sinica (Taiwan), Henan University (China), University of York, CREST, “Forecasting and Financial Markets” conference (Econometric Institute and Tinbergen Institute), Computation in Economics and Finance Conference (Paris), Third IAAE Conference (Milan), Bristol University, Forecasting in Finance and Macroeconomics Workshop (Bolzano), Oxford University Workshop, University of Gothenburg, Bank of England, SAE conference, Computational Economics and Finance conference.

 

2017    ASSA Meetings (Chicago), ICEEE Conference (Messina), Columbia University, “Information, Uncertainty and Beliefs” Conference (NYU-Stern), NCState U., 2017 SNDE Conference (Paris), U. of Alicante, Halle (Germany), University of Bonn, DIW (Berlin), Bundesbank Forecasting Workshop (Frankfurt), Midwest Econometrics Group at Texas A&M (USA), University of Pennsylvania (Philadelphia)

 

Discussions at Conferences and Professional Meetings:

 

North American Meetings of the Econometric Society, 2002 (discussant of: “A Test for Superior Predictive Ability”, by P.R. Hansen).

Financial Econometrics Conference, CIRANO and CIREQ, Montreal 2003 (discussant of: “Asymptotic Confidence Intervals for Impulse Responses for Near Integrated Processes”, by N. Gospodinov).

CIRANO, CIREQ and MITACS, Montreal 2004 (discussant of “Cross Sectional Forecasts of the Equity Premium”, by Polk, Thompson, and Vuoltenaaho).

Southern Economic Association 2004 (New Orleans, November, discussant of: “Understanding the Evolution of World Business Cycles”, by Kose, Otrok and Whiteman), CSWEP session (New Orleans 2004, discussant of: “Inflation Dynamics in Japan: Evidence of Price Rigidity and Structural Breaks”, by D. Sanchez).

Econometric Society Winter Meetings 2005 (Philadelphia, discussant of “Large Shocks vs. Small Shocks”, by J. Gonzalo and Martinez).

Southern Economic Association 2005 (Washington, discussant of: “Monetary Policy and the House Price Boom across U.S. States”, by M. Del Negro and C. Otrok).

Econometric Society Winter Meetings 2006 (Boston, discussant of “Testable Implications of Forecast Optimality”, by A. Patton and A. Timmermann, and of “An Efficient IRF Matching Estimator for Rational Expectations Models” by Jorda’ and Kozicki).

Conference on Real Time Data Analysis and Methods in Economics (Federal Reserve Bank of Philadelphia 2007, discussant of: “Testing Equal Predictive Ability with Real-time Data” by Michael McCracken and Todd Clark).

Cleveland Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models, 2007 (discussant of: D. Giannone and L. Reichlin, "Bayesian VARs with large panels").

Econometric Society Winter Meetings 2011 (discussant of “Optimal Forecasts”, by A. Patton and A. Timmermann).

     International Seminar on Macroeconomics “ISoM", NBER (discussant of: “Taylor Rule Exchange Rate Forecasting during the Financial Crisis”, by Molodtsova and Papell).

     BGSE Summer Forum on Asset Prices and Business Cycles 2013 (discussant of: “Do mood swings drive business cycles and is it rational?”, by Beaudry, P., D. Nam and J. Wang)

     BoC-ECB Workshop on Exchange Rates, June 2013, Frankfurt (discussant of: “The Share of Systematic Risk in Bilateral Exchange Rates”, by Adrien Verdelhan)

     Financial Econometrics Conference, May 2013, Toulouse (discussant of: “Predictive Regression and Robust Hypothesis Testing: Predictability Hidden”, by Anomalous Observations”, by Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani)

     Econometrics Society Winter Meetings 2014 (Philadelphia, discussant of: “Central bank macroeconomic forecasting during the financial crisis: the European Central Bank and Federal Reserve Bank of New York Experiences”, by Alessi, Ghysels, Onorante, Peach and Potter)

     ESSIM-CEPR Conference, May 2014, Tarragona (discussant of: “Marginal Tax Rates and Income: New Time Series Evidence”, by K. Mertens)

 

 

 

Other Conference Participation:

 

2002    North American Meetings of the Econometric Society, Atlanta, NBER Summer Meetings: Forecasting, IFM and Economic Fluctuations (Boston), EC2 Conference on Model Selection (Bologna, Italy).

 

2003    Financial Econometrics Conference at CIRANO and CIREQ (Montreal, Canada); NBER Summer Meetings on “Forecasting and Empirical Methods in Macroeconomics and Finance” and “Economic Fluctuations” (Boston).

 

2004    Conference in honor of C. Granger, “Predictive Methodology and Application in Economics and Finance” (San Diego), Financial Econometrics Conference, CIRANO, CIREQ and MITACS, Montreal; NBER/NSF Conference (Dallas); Joint Caltech-UCLA-USC Workshop on "Non-linear/Non-stationary Time Series Models".

 

2005    NBER Summer Institute on Forecasting and Empirical Methods in Macroeconomics and Finance (Boston), SAMSI Financial Mathematics, Statistics and Econometrics Workshop (National Institute of Statistical Science), Southern Economic Association (Washington).

 

2006    Econometric Society Winter Meetings, CeMent Workshop (American Economic Association, Boston), NBER Conference (Federal Reserve Bank of San Francisco), SAMSI Workshop on "Model Uncertainty" (National Institute of Statistical Sciences).

 

2007    NBER Summer Institute on “Economic Fluctuations and Growth” and “Methods and Applications for DSGE Models” (Boston). NBER-EFG Conference, Federal Reserve Bank of Chicago (Chicago).

 

2008        NBER MacroAnnual (Boston, April), NBER Summer Institute on “Economic Fluctuations and Growth”, “Methods and Applications for DSGE Models”, and “EFG” (Boston), Joint Statistical Meetings (Denver).

 

2012    EC2 conference (Florence)

 

2013    “Challenges for Monetary Policy in the 21st Century”, Bank of Canada & CREi (CREi, Barcelona)

 

2014  Econometrics Society Meetings, Philadelphia 2014; 9th Annual Workshop on       Macroeconomics of Global Interdependence (CREi, Barcelona)

 

2015    NBER-NSF Time Series Worshop (Vienna)

 

University Internal Presentations:

  • CREI Lunch seminar: May 2012, May 2013
  • Duke Financial Econometrics Lunch seminar: December 2001, August 2002, April 2003, October 2003, June 2004.
  • Duke Macroeconomics seminar, September 2003.
  • Duke Empirical Macro Study Group: September 2005, March 2006, November 2006, February 2007, March 2010.

 

 

Membership of Professional Organizations:

American Economic Association, Econometric Society, European Area Business Cycle Network fellow, American Statistical Association.

 

 

Referee:

American Economic Review, American Economic Review - Applied Economics, Applied Economics, Canadian Journal of Economics, Computational Statistics and Data Analysis, Econometrica, Econometrics Journal, Econometrics Reviews, Econometric Theory, Economica, Economic Bulletin, Economics e-journal, Economics Letters, International Economic Review, International Journal of Forecasting, Journal of the American Statistical Association, Journal of Applied Economics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Economic Dynamics and Control, Journal of Economic Theory, Journal of Empirical Finance, Journal of the European Economic Association, Journal of Finance, Journal of Financial Econometrics, Journal of Forecasting, Journal of International Economics, Journal of International Money and Finance, Journal of Monetary Economics, Journal of Money Credit and Banking, Journal of Policy Analysis and Management, Journal of Risk and Insurance, Journal of Time Series Analysis, Journal of Time Series Econometrics, Macroeconomic Dynamics, North American Journal of Economics and Finance, Oxford Bulletin of Economics and Statistics, Quantitative Economics, Quarterly Review of Economics and Finance, Research in Labor Economics, Review of Economics and Statistics, Review of Economic Studies, Review of Financial Econometrics, Review of Financial Studies, Rivista Internazionale di Scienze Economiche e Commerciali, Statistical Methods and Applications, Studies in Nonlinear Dynamics and Econometrics, Studies in Economics and Finance, Southern Economic Journal. Book review for Oxford University Press. NSF Grant review. ESRC Grant review. Deutsche Forschungsgemeinschaft Grant review. ERC Grant review. ECB Working Papers and Bank of England Working Paper Review. Hong Kong Research Grants Council review. IMF Staff Papers Review.

 

 

Department Service:

Equal Opportunity Committee Member, CREI, 2017-current

Econometrics Seminar Organizer, University of Pompeu Fabra, 2012-current

Applied Macro Reading Group, UPF 2015

Tutor, COFUND project, UPF 2015

PhD Admissions Committee, UPF, 2015

Econometrics Recruiting Committee, UPF, 2013-2014, 2014-2015

Committee member for Mid-Career Evaluation, UPF, 2013-2014.

Serra Húnter Programme, Committee Member, UPF, 2013-2014.

Member of the Committee for the Reform of the PhD Track, UPF, 2013-2014.

Director of Graduate Studies, Duke University, 2009-2011.

Empirical Macro Study Group (with Craig Burnside).

Exam committee member: International Macro Field Exam Committee, Macroeconomic Qualifiers Committee, Econometrics Field Exam Committee.

Member of the Committee for Reforming the Core Undergraduate Education (Macroeconomics).

Ph.D. Students Admissions Committee member (2001, 2002, 2003, 2005, 2006, 2007).

Ph.D. Theses Committee member. At Duke University: Varouj Khatchatrian (private consulting), Maxym Dedov (private consulting), Alessandro Palandri (University of Copenhagen), Anna Kozlovskaya (Southern Methodist University), AnaMaria Piesachon (Stanford University), Roberto Pancrazi (U. of Toulouse, now Warwick), Sarah Zubairy (Bank of Canada, now Texas A&M, defense date: April 1, 2010, thesis title: “Explaining the Effects of Fiscal Shocks”), Tatevik Sekhposyan (student at UNC Chapel Hill, first job at Bank of Canada, now at Texas A&M, was awarded the Linda Dykstra Distinguished Dissertation Award), Jeremy Chiu (Bank of England), Hernan Seoane (Carlos III, Madrid), Michiru Sakane (Sophia U.), Angelo Marsiglia Fasolo (Central Bank of Brazil), Alexandra Tabova (Federal Reserve Board), Chun-Hung Kuo (student at NC State), Marcelo Ochoa (Federal Reserve Board), Xu Han (student at NC State), Emily Anderson (private consulting), Jonas Arias (Board of Governors). At University of Pompeu Fabra: Pietro Dallari (IMF), Gergely Ganics (in progress, was awarded the UniCredit & Universities Foundation best economics job market paper award), Florens Odendahl (in progress), Donghai Zhang (in progress), Luca Rossi (in progress), Christian Hoynck (in progress), Matthieu Soupre’ (in progress), Adil Ismailov (in progress), Yiru Wang (in progress).

Master Thesis Committee member: Marco Rossi (now at Penn State), Michael O’Grady (now at Trinity College Dublin).

M.A. students (Ph.D. admissions in parentheses): Rubi Sugana, Dan Taylor (Stanford GSB), Nujin Prasertsom (Duke U.), Tae-Bong Kim (Duke U.), Sarah Wei Jia (Wharton, U. of Pennsylvania), Chen Ying Yang (U. Wisconsin-Madison), Kutilda Khunwisetphong, CY Lee (Duke U.), Lei Shao (U. of Texas-Austin), Zhongjin Lu (Columbia U.), Sanghyo Kim, Ioannis Spyridopoulos (Oxford), Zixia Ma (Iowa State), Richard Brady (UCSD), Yang Yu (Duke), Barik Bathaluddin, Edward Watts (Stanford GSB).

 

Press/Speeches Citations:

“Turns Out People Are Different, Say Economists”, Bloomberg Businessweek October 23, 2013, http://www.businessweek.com/articles/2013-10-23/turns-out-people-are-different-say-economists

 “Monetary policy and wealth management in a small petroleum economy”, Governor Øystein Olsen, Norges Bank, Speech at Harvard Kennedy School, 9 April 2013.

“Economists Query Whether Euro Zone Has Emerged From Recession”, The Wall Street Journal, http://online.wsj.com/articles/euro-zone-wages-slow-job-openings-rise-1402995829 and http://blogs.wsj.com/brussels/2014/06/17/euro-zone-economy-may-still-be-in-recession-think-tank/

“Europe May Be in a Recession (Still)”, “In the Euro Zone, Recession Is Not Quite Over, Economists Say”, and “Second-Guessing the Recovery”, The New York Times, June 18, 2014 http://www.nytimes.com/2014/06/19/upshot/europe-may-be-in-a-recession-still.html?_r=0

“Eurozone Mired in Recession Pause”, Economistsview, http://economistsview. typepad.com/economistsview/2014/06/eurozone-mired-in-recession-pause.html

 

 

Outreach Activities:

“Forecasting in Economics”, Bojos for Economics (=Crazy for Economics), CREI. Presentation for high-school students, 2014, 2015, 2017.

Organizer, Mentoring session for mid-career women at the 2016 ESEM Meetings.

Mentor, JWEN Mentoring Workshop, Hitotsubashi University, Tokyo, May 2015.

Mentor, CSWEP Meeting, American Economic Association 2012.


Ċ
Barbara Rossi,
Jan 13, 2017, 7:29 AM