Barbara Sadaba is a Senior Analyst in the International Economic Analysis Department at the Bank of Canada. Her research interests lie in the fields of applied Macroeconomics and Econometrics. She focuses on studying the hidden drivers of asset prices in International Financial Markets using time-series state-space models in both frequentist and Bayesian approaches. Barbara received her PhD in Economics from Erasmus University Rotterdam and the Tinbergen Institute in The Netherlands.
Staff working papers
Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic FundamentalsThis 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.
- “Assessing the predictive ability of sovereign default risk on exchange rate returns”.
(with C. Foroni, and F. Ravazzolo). Journal of International Money and Finance, 2018, 81: 242-264.
- “Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals: a new approach”. (with L. Pozzi). Macroeconomic Dynamics, 2018, 1-44.