Barbara Rossi

Barbara Rossi joined our faculty in the Fall, 2001, after receiving her Ph.D in Economics from Princeton University. She holds a B.A. in economics from Bologna University, and an M.A. in economics from Bocconi University. Specializing in time series econometrics and empirical applications in international macroeconomics and finance, her research encompasses empirical and theoretical aspects of the forecasting ability of models of nominal exchange rates as well as purchasing power parity analysis. She teaches undergraduate introductory economics and graduate econometrics courses.
Recent Research
Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
Optimal Tests for Nested Model Selection with Underlying Parameter Instability
Confidence Intervals for Half-life Deviations from Purchasing Power Parity
Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle

Office Information
Office:
Phone:
Email:
Fax:
Office hrs:
204 Soc. Sci.
(919) 660-1801
brossi@econ.duke.edu
(919) 684-8974

Selected Publications Course Descriptions
Graduate Econometrics I (Econ 341)





Links
Prof. Rossi's home page


Duke Economics Department, WWW Resource.
Last modified: Mon Aug 11 14:12:41 EDT 2003