Barbara Sadaba - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T08:25:52+00:00Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data
https://www.bankofcanada.ca/2023/01/staff-working-paper-2023-4/
Does consumption smoothing fundamentally decrease during macroeconomic disasters? This paper uses a large historical dataset (1870–2016) for 16 industrial economies to show that during macroeconomic disasters (e.g., wars, pandemics, depressions) aggregate consumption and income are significantly less decoupled than during normal times.2023-01-10T16:00:41+00:00enMacroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data2023-01-10Business fluctuations and cyclesCoronavirus disease (COVID-19)Econometric and statistical methodsStaff Working Paper 2023-4https://www.bankofcanada.ca/wp-content/uploads/2023/01/swp2023-4.pdfStaff Working Paper 2023-4Lorenzo PozziBarbara SadabaJanuary 2023CC2C23EE2E21Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds
https://www.bankofcanada.ca/2021/01/staff-working-paper-2021-3/
What are the main drivers behind the monetary policy reaction function of the People’s Bank of China?2021-01-21T14:28:57+00:00enChinese Monetary Policy and Text Analytics: Connecting Words and Deeds2021-01-21Econometric and statistical methodsInternational topicsMonetary policy communicationsMonetary policy frameworkStaff Working Paper 2021-3https://www.bankofcanada.ca/wp-content/uploads/2021/01/swp2021-3.pdfStaff Working Paper 2021-3Jeannine BailliuXinfen HanBarbara SadabaMark KrugerJanuary 2021CC6C63EE5E52E58Cyclicality of Schooling: New Evidence from Unobserved Components Models
https://www.bankofcanada.ca/2020/09/staff-working-paper-2020-38/
What is the time-varying impact of economic cycles on decisions to invest in human capital?2020-09-18T11:53:42+00:00enCyclicality of Schooling: New Evidence from Unobserved Components Models2020-09-18Business fluctuations and cyclesEconometric and statistical methodsStaff Working Paper 2020-38https://www.bankofcanada.ca/wp-content/uploads/2020/09/swp2020-38.pdfCyclicality of Schooling: New Evidence from Unobserved Components ModelsBarbara SadabaSunčica VujičSofia MaierSeptember 2020CC3C32EE3II2JJ2Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals
https://www.bankofcanada.ca/2017/06/staff-working-paper-2017-22/
This paper presents a new testing method for the scapegoat model of exchange rates that aims to tighten the link between the theory on scapegoats and its empirical implementation. This new testing method consists of a number of steps.2017-06-19T09:10:04+00:00enDetecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals2017-06-19Econometric and statistical methodsExchange ratesInternational financial marketsStaff Working Paper 2017-22https://www.bankofcanada.ca/wp-content/uploads/2017/06/swp2017-22.pdfDetecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic FundamentalsLorenzo PozziBarbara SadabaJune 2017CC3C32FF3F31GG1G15Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns
https://www.bankofcanada.ca/2017/05/staff-working-paper-2017-19/
Increased sovereign credit risk is often associated with sharp currency movements. Therefore, expectations of the probability of a sovereign default event can convey important information regarding future movements of exchange rates.2017-05-17T08:24:48+00:00enAssessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns2017-05-17Econometric and statistical methodsExchange ratesInternational financial marketsStaff Working Paper 2017-19https://www.bankofcanada.ca/wp-content/uploads/2017/05/swp2017-19.pdfAssessing the Predictive Ability of Sovereign Default Risk on Exchange Rate ReturnsClaudia ForoniFrancesco RavazzoloBarbara SadabaMay 2017CC2C22C5C52C53FF3F31