Can exchange rates forecast commodity prices? YC Chen, KS Rogoff, B Rossi The Quarterly Journal of Economics 125 (3), 1145-1194, 2010 | 892 | 2010 |
Exchange rate predictability B Rossi Journal of Economic Literature 51 (4), 1063-1119, 2013 | 861 | 2013 |
Forecast comparisons in unstable environments R Giacomini, B Rossi Journal of Applied Econometrics 25 (4), 595-620, 2010 | 494 | 2010 |
Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates D Ferraro, K Rogoff, B Rossi Journal of International Money and Finance 54, 116-141, 2015 | 434 | 2015 |
Out-of-sample forecast tests robust to the choice of window size B Rossi, A Inoue Journal of Business & Economic Statistics 30 (3), 432-453, 2012 | 404* | 2012 |
Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions B Rossi, T Sekhposyan American Economic Review, 2015 | 384 | 2015 |
Rolling window selection for out-of-sample forecasting with time-varying parameters A Inoue, L Jin, B Rossi Journal of Econometrics 196 (1), 55-67, 2017 | 273 | 2017 |
Advances in forecasting under instability B Rossi by G. Elliott, and A. Timmermann. Elsevier-North Holland, 2012 | 250 | 2012 |
Are exchange rates really random walks? Some evidence robust to parameter instability B Rossi Macroeconomic dynamics 10 (1), 20-38, 2006 | 227 | 2006 |
The effects of conventional and unconventional monetary policy on exchange rates A Inoue, B Rossi Journal of International Economics 118, 419-447, 2019 | 202 | 2019 |
Confidence intervals for half-life deviations from purchasing power parity B Rossi Journal of Business & Economic Statistics 23 (4), 432-442, 2005 | 198 | 2005 |
Detecting and predicting forecast breakdowns R Giacomini, B Rossi Review of Economic Studies 76 (2), 669-705, 2009 | 192 | 2009 |
TESTING LONG‐HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE–ROGOFF PUZZLE* B Rossi International Economic Review 46 (1), 61-92, 2005 | 184 | 2005 |
Optimal tests for nested model selection with underlying parameter instability B Rossi Econometric theory 21 (5), 962-990, 2005 | 182 | 2005 |
What Is the Importance of Monetary and Fiscal Shocks in Explaining US Macroeconomic Fluctuations? B Rossi, S Zubairy Journal of Money, Credit and Banking 43 (6), 1247-1270, 2011 | 157 | 2011 |
How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* R Giacomini, B Rossi Oxford Bulletin of Economics and Statistics 68, 783-795, 2006 | 144 | 2006 |
Have economic models’ forecasting performance for US output growth and inflation changed over time, and when? B Rossi, T Sekhposyan International Journal of Forecasting 26 (4), 808-835, 2010 | 139 | 2010 |
Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts B Rossi, T Sekhposyan Journal of Applied Econometrics 31 (3), 2016 | 121* | 2016 |
Uncertainty and deviations from uncovered interest rate parity A Ismailov, B Rossi Journal of International Money and Finance 88, 242-259, 2018 | 118 | 2018 |
Understanding the Sources of Macroeconomic Uncertainty B Rossi, T Sekhposyan, M Soupre CEPR Discussion Papers 11415, 2016 | 118 | 2016 |