Barbara Rossi
5 published titles
Out-of-sample forecast tests robust to the choice of window size
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Can oil prices forecast exchange rates?
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Exchange rate predictability
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Do DSGE models forecast more accurately out-of-sample than VAR models?
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Window selection for out-of-sample forecasting with time-varying parameters
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
