Sarah Mouabbi : Citation Profile

Are you Sarah Mouabbi?

Banque de France

5

H index

5

i10 index

252

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 25
   Journals where Sarah Mouabbi has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 1 (0.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo937
   Updated: 2024-11-04    RAS profile: 2024-06-11    
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Relations with other researchers

Works with:

Sahuc, Jean-Guillaume (8)

Renne, Jean-Paul (6)

Monfort, Alain (3)

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)

Wu, Jing Cynthia (9)

Sahuc, Jean-Guillaume (8)

Beckmann, Joscha (8)

Czudaj, Robert (8)

Vaccaro-Grange, Etienne (6)

Lakdawala, Aeimit (6)

Lemke, Wolfgang (6)

Galati, Gabriele (6)

Cites to:

Rudebusch, Glenn (18)

Christensen, Jens (12)

Singleton, Kenneth (11)

Renne, Jean-Paul (7)

Campbell, John (6)

Roussellet, Guillaume (6)

Sahuc, Jean-Guillaume (6)

Smets, Frank (6)

Pegoraro, Fulvio (6)

Monfort, Alain (6)

Krippner, Leo (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
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Sarah Mouabbi (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023How to Deal With Missing Observations in Surveys of Professional Forecasters. (2023). Burgi, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10203.

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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.

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2023Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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

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2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Unconventional, conventional monetary policies, and optimal energy supply structure in China. (2023). Zhai, Pengxiang ; Bu, Lin ; Wang, Shuo ; Jin, YI. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001058.

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

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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.

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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.

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

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Perceived monetary policy uncertainty. (2023). Beckmann, Joscha ; Czudaj, Robert L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644.

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2023Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies. (2023). Li, Kexin ; Chortareas, Georgios ; Chen, Zhongfei ; Andrikopoulos, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001966.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

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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.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

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

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2023Inflation expectations and monetary policy. (2023). Wauters, Joris ; De Backer, Bruno ; Zimmer, H ; Stevens, A. In: Economic Review. RePEc:nbb:ecrart:y:2023:m:october.

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2023Can Central Banks Boost Corporate Investment? Evidence from ECB Liquidity Injections. (2023). Wang, Sarah Qian ; Tang, Dragon Yongjun ; Subrahmanyam, Marti G ; von Ruden, Stine Louise. In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:2:p:402-442..

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2023Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors. (2023). Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:119029.

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2023Interest Rate Uncertainty and Macroeconomics in Turkey. (2023). Guney, Pelin Oge. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:2:id:826:p:184-204.

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2023Monetary Policy and Firm Dynamics. (). rossi, lorenza ; mumtaz, haroon ; Fasani, Stefano. In: Review of Economic Dynamics. RePEc:red:issued:21-105.

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2023The costs of macroprudential deleveraging in a liquidity trap. (). Walentin, Karl ; Linde, Jesper ; Finocchiaro, Daria ; Chen, Jiaqian. In: Review of Economic Dynamics. RePEc:red:issued:22-100.

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2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2023The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642.

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2023Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap. (2023). Zheng, Zhongxi ; Zhang, Zhaoyong ; Wu, Junxiang ; Tsui, Albert K. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1205-1227.

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2023Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment. (2023). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Working papers. RePEc:yon:wpaper:2023rwp-222.

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2023.

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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.
[Full Text][Citation analysis]		paper0
2016UK term structure decompositions at the zero lower bound. In: Working papers.
[Full Text][Citation analysis]		paper15
2015UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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: 15		article
2016National natural rates of interest and the single monetary policy in the Euro Area. In: Working papers.
[Full Text][Citation analysis]		paper40
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: 40		article
2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis. In: Working papers.
[Full Text][Citation analysis]		paper71
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: 71		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: 71		article
2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty. In: Working papers.
[Full Text][Citation analysis]		paper5
2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies In: Working papers.
[Full Text][Citation analysis]		paper74
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: 74		paper
2019Evaluating the Macroeconomic Effects of the ECBs Unconventional Monetary Policies.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 74		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: 74		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: 74		article
2020Disastrous Defaults In: Working papers.
[Full Text][Citation analysis]		paper2
2021Disastrous Defaults*.(2021) In: Review of Finance.
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This paper has nother version. Agregated cites: 2		article
2021Disastrous Defaults.(2021) In: TSE Working Papers.
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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]		paper0
2020Taming Debt: Can GDP-Linked Bonds Do the Trick? In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper1
2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper39
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: 39		article
2015UK Term Structure Decompositions at the Zero Lower Bound In: Working Papers.
[Full Text][Citation analysis]		paper4

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