Her graduate dissertation was titled, “Essays in Long Horizon Testing and Predictive Ability in the Presence of High Persistence with Applications to International Macroeconomics.” [2] Before moving to Universitat Pompeu Fabra in Barcelona, she previously was an associate professor with tenure at the department of economics at Duke University.
She has given keynote speeches at the 2019 SNDE Conference in Dallas (U.S.); the 2019 EC2 Conference in Oxford (U.K.), the XXIII Latin American and Caribbean Economic Association (LACEA) and Latin American Meeting of the Econometric Society (LAMES) in Guayaquil (Ecuador), the 2017 Midwest Econometrics Group Conference in Texas (U.S.), the Fourth International Symposium in Computational Economics and Finance in Paris (France); and the 2015 International Sympsium on Forecasting in Riverside (U.S.), the 2013 Italian Conference on Econometrics and Empirical Economics in Genova (Italy) and the 2012 Econometric Society Australasian Meetings in Melbourne (Australia), among others.
[5] Rossi specializes in the fields of time series econometrics, as well as applied international finance and macroeconomics.
[11][12] In macroeconometrics, among other contributions, Rossi has designed techniques to study business cycles as well as the effects of monetary and fiscal policies.
[13][14][15] Rossi's research in the area of international finance encompasses several studies on the predictability of exchange rates[16][17][18]—in particular the robustness of such forecasts to instabilities[19]—and on the relationship between exchange rates and oil prices.