Sarah Mouabbi : Citation Profile


Are you Sarah Mouabbi?

Banque de France

4

H index

2

i10 index

34

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 8
   Journals where Sarah Mouabbi has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 1 (2.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo937
   Updated: 2019-01-20    RAS profile: 2018-12-03    
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Relations with other researchers


Works with:

Carriero, Andrea (4)

Renne, Jean-Paul (3)

Grishchenko, Olesya (2)

Mésonnier, Jean-Stéphane (2)

Istrefi, Klodiana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sarah Mouabbi.

Is cited by:

Castelnuovo, Efrem (3)

Mojon, Benoit (3)

Velde, Francois (3)

Lemke, Wolfgang (2)

Lhuissier, Stéphane (2)

Ferrara, Laurent (2)

Tyers, Rodney (2)

Tripier, Fabien (2)

Nodari, Gabriela (1)

Istrefi, Klodiana (1)

Li, Mengheng (1)

Cites to:

Rudebusch, Glenn (13)

Christensen, Jens (11)

Singleton, Kenneth (7)

Diebold, Francis (5)

Watson, Mark (4)

Renne, Jean-Paul (4)

Ang, Andrew (3)

Roussellet, Guillaume (3)

Piazzesi, Monika (3)

Rachel, Lukasz (3)

Nelson, Charles (3)

Main data


Where Sarah Mouabbi has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2

Recent works citing Sarah Mouabbi (2018 and 2017)


YearTitle of citing document
2018Measuring the Natural Rates of Interest in Germany and Italy. (2018). Bystrov, Victor ; Victor, Bystrov. In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2018.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Dahlhaus, Tatjana ; Sekhposyan, Tatevik. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2017Why Have Interest Rates Fallen far Below the Return on Capital. (2017). Velde, Francois ; Mojon, Benoit ; Marx, M. In: Working papers. RePEc:bfr:banfra:630.

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2017Staying at zero with affine processes : an application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Rue de la Banque. RePEc:bfr:rueban:2017:52.

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2018Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61.

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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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2017Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

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2018Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --. (2018). Sudo, Nao ; Okazaki, Yosuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e06.

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2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6695.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2018Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case. (2018). Hledik, Tibor ; Vlcek, Jan. In: Working Papers. RePEc:cnb:wpaper:2018/7.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017Below the zero lower bound: a shadow-rate term structure model for the euro area. (2017). Lemke, Wolfgang ; Vladu, Andreea Liliana . In: Working Paper Series. RePEc:ecb:ecbwps:20171991.

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2018The first twenty years of the European Central Bank: Monetary Policy. (2018). Hartmann, Philipp ; Smets, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

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2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

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2018Risk management-driven policy rate gap. (2018). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:235-238.

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2018New evidence on the evolution of the anchoring of inflation expectations. (2018). buono, ines ; Formai, Sara. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54.

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2018A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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2018Why Have Interest Rates Fallen Far Below the Return on Capital. (2018). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-01.

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2017Understanding Monetary Policy Stance. (2017). Stasiukynaite, Rasa . In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:14.

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2017The cyclical and structural determinants of the low interest rate environment. (2017). Wauters, Joris ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:september:i:ii:p:69-86.

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2018Google it up! A Google Trends-based Uncertainty Index for the United States and Australia. (2018). Castelnuovo, Efrem ; Tran, Trung Duc. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0223.

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2017Google It Up! A Google Trends-based Uncertainty Index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: MPRA Paper. RePEc:pra:mprapa:82297.

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2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

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2018Persistence of Economic Uncertainty: A Comprehensive Analysis. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201810.

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2017Why Are Real Interest Rates So Low?. (2017). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: 2017 Meeting Papers. RePEc:red:sed017:1292.

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2017Unconventional monetary policy: interest rates and low inflation. A review of literature and methods. (2017). Striaukas, Jonas ; Comunale, Mariarosaria. In: CEIS Research Paper. RePEc:rtv:ceisrp:406.

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2018Looking for the stars: Estimating the natural rate of interest. (2018). Li, Mengheng ; Hindrayanto, Irma. In: Working Paper Series. RePEc:uts:ecowps:51.

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2018Lost Inflation?. (2018). Tyers, Rod ; Zhou, Yixiao. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:18-01.

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Works by Sarah Mouabbi:


YearTitleTypeCited
2014An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia. In: Working papers.
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paper0
2016UK term structure decompositions at the zero lower bound. In: Working papers.
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paper4
2015UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2018UK term structure decompositions at the zero lower bound.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 4
article
2016National natural rates of interest and the single monetary policy in the Euro Area. In: Working papers.
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paper11
2018National natural rates of interest and the single monetary policy in the euro area.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis. In: Working papers.
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paper13
2017Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis.(2017) In: Rue de la Banque.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2018Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis.(2018) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers.
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paper5
2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series.
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paper1
2015UK Term Structure Decompositions at the Zero Lower Bound In: Working Papers.
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paper0

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