- MSc. Economics, Tilburg University
- Research Master Economics, Tilburg University
- PhD. Economics, Erasmus University Rotterdam - Tinbergen Institute
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
Chinese Monetary Policy and Text Analytics: Connecting Words and DeedsWhat are the main drivers behind the monetary policy reaction function of the People’s Bank of China?
Cyclicality of Schooling: New Evidence from Unobserved Components ModelsWhat is the time-varying impact of economic cycles on decisions to invest in human capital?
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 ReturnsIncreased 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.
- “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.