Sarah Mouabbi : Citation Profile

Banque de France

6

H index

5

i10 index

289

Citations

RESEARCH PRODUCTION:

11

Articles

26

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 26
   Journals where Sarah Mouabbi has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 3 (1.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo937
   Updated: 2025-12-20    RAS profile: 2025-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Renne, Jean-Paul (6)

Sahuc, Jean-Guillaume (4)

Monfort, Alain (3)

Passari, Evgenia (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:

GUPTA, RANGAN (12)

Mojon, Benoit (11)

Castelnuovo, Efrem (10)

Beckmann, Joscha (9)

Wu, Jing Cynthia (9)

Czudaj, Robert (8)

Sahuc, Jean-Guillaume (8)

Galati, Gabriele (6)

Vaccaro-Grange, Etienne (6)

Lemke, Wolfgang (6)

Levieuge, Grégory (5)

Cites to:

Rudebusch, Glenn (31)

Christensen, Jens (21)

Singleton, Kenneth (12)

Renne, Jean-Paul (8)

Lopez, Jose (8)

Diebold, Francis (7)

Monfort, Alain (7)

Campbell, John (6)

Krippner, Leo (6)

Ostry, Jonathan (6)

Smets, Frank (6)

Main data

Where Sarah Mouabbi has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Paper Series / Federal Reserve Bank of San Francisco2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Sarah Mouabbi (2025 and 2024)

YearTitle of citing document
2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

Full description at Econpapers || Download paper

2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Hubert, Paul ; Blot, Christophe ; Labondance, Fabien. In: Working papers. RePEc:bfr:banfra:1001.

Full description at Econpapers || Download paper

2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

Full description at Econpapers || Download paper

2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

Full description at Econpapers || Download paper

2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

Full description at Econpapers || Download paper

2024Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies. (2024). Iwasaki, Yuto ; Okimoto, Tatsuyoshi ; Nakagami, Kyoko ; Hatayama, Yudai. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e13.

Full description at Econpapers || Download paper

2025Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks. (2025). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11924.

Full description at Econpapers || Download paper

2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

Full description at Econpapers || Download paper

2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2025-07.

Full description at Econpapers || Download paper

2025Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo. In: Working Papers. RePEc:dnb:dnbwpp:829.

Full description at Econpapers || Download paper

2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-31.

Full description at Econpapers || Download paper

2024A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

Full description at Econpapers || Download paper

2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

Full description at Econpapers || Download paper

2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

Full description at Econpapers || Download paper

2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

Full description at Econpapers || Download paper

2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

Full description at Econpapers || Download paper

2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

Full description at Econpapers || Download paper

2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

Full description at Econpapers || Download paper

2024Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064.

Full description at Econpapers || Download paper

2024Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective. (2024). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400574x.

Full description at Econpapers || Download paper

2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

Full description at Econpapers || Download paper

2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

Full description at Econpapers || Download paper

2024Quantifying subjective uncertainty in survey expectations. (2024). Pavlova, Lora ; Kruger, Fabian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:796-810.

Full description at Econpapers || Download paper

2024The impact of demographic change on the natural rate of interest in Japan. (2024). Han, Fei. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142523000634.

Full description at Econpapers || Download paper

2024Fifty shades of QE: Robust evidence. (2024). Pastor, Lubos ; Fabo, Brian ; Janokova, Martina ; Kempf, Elisabeth. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002601.

Full description at Econpapers || Download paper

2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

Full description at Econpapers || Download paper

2025A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213.

Full description at Econpapers || Download paper

2025The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Ozturk, Ezgi ; Sheng, Xuguang Simon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262.

Full description at Econpapers || Download paper

2024Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230.

Full description at Econpapers || Download paper

2024Energy-related uncertainty shocks and inflation dynamics in the U.S: A multivariate quantile-on-quantile regression approach. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Koy, Ayben ; Ozkan, Oktay. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:235-247.

Full description at Econpapers || Download paper

2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776.

Full description at Econpapers || Download paper

2024The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617.

Full description at Econpapers || Download paper

2025How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets. (2025). Grishchenko, Olesya ; Moraux, Franck ; Pakulyak, Olga. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-41.

Full description at Econpapers || Download paper

2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73.

Full description at Econpapers || Download paper

2025Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian. In: Working Paper Series. RePEc:fip:fedhwp:99677.

Full description at Econpapers || Download paper

2024The Tale of Two Economies: Inflationary Dynamics in the Euro Area and the US in the Context of Uncertainty. (2024). Collignon, Stefan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:157-:d:1419585.

Full description at Econpapers || Download paper

2024Fiscal Consequences of Missing an Inflation Target. (2024). Rey, Helene ; Andreolli, Michele. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-024-00239-w.

Full description at Econpapers || Download paper

2024Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:119971.

Full description at Econpapers || Download paper

2024Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8.

Full description at Econpapers || Download paper

2025Will the euro replace the U.S. dollar as the leading international currency? A volatility analysis. (2025). Portugal Duarte, António ; Murta, Ftima Sol ; Silva, Nuno Baetas. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00306-7.

Full description at Econpapers || Download paper

2024Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w.

Full description at Econpapers || Download paper

2024Functional shocks to inflation expectations and real interest rates and their macroeconomic effects. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00538-4.

Full description at Econpapers || Download paper

2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings. (2025). Richter, Alexander ; Plante, Michael ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:395-410.

Full description at Econpapers || Download paper

2025Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1551.

Full description at Econpapers || Download paper

2025Distributional Patterns in US Monetary Transmission: Quantile Cointegration Evidence. (2025). Tipo, Royer ; Quineche, Ricardo ; Pierina, Montano. In: EconStor Preprints. RePEc:zbw:esprep:323756.

Full description at Econpapers || Download paper

2025Political Business Cycles in Varieties of Capitalistic Systems. (2025). Beckmann, Joscha ; Schweickert, Rainer ; Jahn, Marvin. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:323860.

Full description at Econpapers || Download paper

Works by Sarah Mouabbi:

YearTitleTypeCited
2025German Inflation-Linked Bonds: Overpriced, yet Undervalued In: Working papers.
[Full Text][Citation analysis]		paper0
2025German Inflation-Linked Bonds: Overpriced, Yet Undervalued.(2025) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia. In: Working papers.
[Full Text][Citation analysis]		paper0
2016UK term structure decompositions at the zero lower bound. In: Working papers.
[Full Text][Citation analysis]		paper17
2015UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018UK term structure decompositions at the zero lower bound.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016National natural rates of interest and the single monetary policy in the Euro Area. In: Working papers.
[Full Text][Citation analysis]		paper44
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 nother version. Agregated cites: 44		article
2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis. In: Working papers.
[Full Text][Citation analysis]		paper84
2017Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis.(2017) In: Rue de la Banque.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		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 nother version. Agregated cites: 84		article
2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers.
[Full Text][Citation analysis]		paper6
2019Evaluating the macroeconomic effects of the ECB s unconventional monetary policies In: Working papers.
[Full Text][Citation analysis]		paper75
2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies.(2019) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies.(2019) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		article
2020Disastrous Defaults In: Working papers.
[Full Text][Citation analysis]		paper2
2021Disastrous Defaults*.(2021) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021Disastrous Defaults.(2021) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective In: Working papers.
[Full Text][Citation analysis]		paper1
2024Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective.(2024) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Interest Rate Uncertainty and Firm Decisions In: Working papers.
[Full Text][Citation analysis]		paper1
2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds In: Working papers.
[Full Text][Citation analysis]		paper2
2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds.(2024) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020What if large firms were to go bust? In: Eco Notepad (in progress).
[Full Text][Citation analysis]		paper0
2022GDP-linked bonds: the bewitching song of the sirens In: Eco Notepad (in progress).
[Full Text][Citation analysis]		article0
2024How does uncertainty about interest rates affect firms? In: Eco Notepad (in progress).
[Full Text][Citation analysis]		article1
2018Measuring the anchoring of inflation expectations In: Eco Notepad (in progress).
[Full Text][Citation analysis]		paper0
2020Taming Debt: Can GDP-Linked Bonds Do the Trick? In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper1
2025A Rising Star: The Natural Interest Rate in the Euro Area In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper51
2019Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison.(2019) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2024The Origins of Commodity Price Fluctuations In: Post-Print.
[Citation analysis]		paper0
2024The Origins of Commodity Price Fluctuations.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Reading the News: Telling Supply from Demand in Commodity Markets In: Post-Print.
[Citation analysis]		paper0
2015UK Term Structure Decompositions at the Zero Lower Bound In: Working Papers.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team