Details about Sarah Mouabbi

Access statistics for papers by Sarah Mouabbi.

Last updated 2020-09-15. Update your information in the RePEc Author Service.

Short-id: pmo937

Working Papers

2020

1. Disastrous Defaults
   Working papers, Banque de France View citations (1)
2. Taming Debt: Can GDP-Linked Bonds Do the Trick?
   EconomiX Working Papers, University of Paris Nanterre, EconomiX

2019

3. Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
   EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (23)
   Also in Post-Print, HAL (2019) View citations (24)
   Working papers, Banque de France (2019) View citations (13)
   See also Journal Article in Journal of Money, Credit and Banking (2019)

2017

4. Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
   See also Journal Article in Journal of Money, Credit and Banking (2019)
5. Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis
   Working papers, Banque de France View citations (22)
   See also Journal Article in Rue de la Banque (2017)
6. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
   Working papers, Banque de France View citations (5)

2016

7. National natural rates of interest and the single monetary policy in the Euro Area
   Working papers, Banque de France View citations (15)
   See also Journal Article in Journal of Applied Econometrics (2018)
8. UK term structure decompositions at the zero lower bound
   Working papers, Banque de France View citations (2)
   Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) View citations (2)
   Working Papers, Queen Mary University of London, School of Economics and Finance (2015) View citations (4)
   See also Journal Article in Journal of Applied Econometrics (2018)

2014

9. An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
   Working papers, Banque de France

Journal Articles

2019

1. Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
   Journal of Money, Credit and Banking, 2019, 51, (4), 831-858 View citations (23)
   See also Working Paper (2019)
2. Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison
   Journal of Money, Credit and Banking, 2019, 51, (5), 1053-1096 View citations (6)
   See also Working Paper (2017)

2018

3. National natural rates of interest and the single monetary policy in the euro area
   Journal of Applied Econometrics, 2018, 33, (6), 763-779 View citations (11)
   Also in Journal of International Money and Finance, 2018, 88, (C), 296-313 (2018) View citations (18)
   See also Working Paper (2016)
4. UK term structure decompositions at the zero lower bound
   Journal of Applied Econometrics, 2018, 33, (5), 643-661 View citations (3)
   See also Working Paper (2016)

2017

5. Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis
   Rue de la Banque, 2017, (48) View citations (10)
   See also Working Paper (2017)