Discussion paper DP14472 Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them Barbara Rossi 5 Mar 2020 Monetary Economics and Fluctuations E4 E52 E21 H31 I3 D1
Discussion paper DP14456 Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence Lukas Hoesch Barbara Rossi Tatevik Sekhposyan 29 Feb 2020 Monetary Economics and Fluctuations E52 E58 C11 C14 C22
Discussion paper DP10168 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters Barbara Rossi Atsushi Inoue 28 Sep 2014 International Macroeconomics C22 C52 C53