Browsing PERC Publications by Author "Rossi, Barbara"

Now showing items 1-5 of 5

    • Evaluating Forecast Performance with State Dependence 
      Sekhposyan, Tatevik; Odendah, Florensl; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-05-16)
      In forecasting models, usually no single model emerges as the best overall, as forecasting performance is prone to instabilities because the economic mechanisms providing the data work better on one model during some periods ...
    • From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts 
      Sekhposyan, Tatevik; Ganics, Gergely; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2019-12-12)
      Surveys of professional forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their ...
    • Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 
      Sekhposyan, Tatevik; Hoesch, Lukas; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2020-03-10)
      Does the Federal Reserve have an “information advantage� in forecasting macroeconomic variables beyond what is known to private sector forecasters? And are market participants reacting only to monetary policy shocks ...
    • Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence 
      Sekhposyan, Tatevik; Hoesch, Luka; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2020-04-30)
      Does the Federal Reserve have an “information advantage� in forecasting macroeconomic variables beyond what is known to private sector forecasters? And are market participants reacting only to monetary policy shocks ...
    • Markov Switching Rationality 
      Sekhposyan, Tatevik; Odendah, Florensl; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-05-23)
      The authors propose novel tests for the detection of Markov switching deviations from forecast rationality. Existing forecast rationality tests either focus on constant deviations from forecast rationality over the full ...