Sarah Mouabbi

Économiste Chercheur Senior au Service des Analyses Microéconomiques

Sarah Mouabbi

Fonctions antérieures

Économiste Senior, Division de Recherche en Politique Monétaire, Banque Centrale Européenne, 2021-2022
Économiste Chercheur Senior au Service de la Recherche Financière, 2019-2021
Économiste Chercheur au Service de la Recherche Financière, 2014-2019
Doctorant en Économie, Queen Mary, University of London, 2010-2014

Diplômes

Doctorat en Économie, Queen Mary, University of London, 2014
Master en Économie, Queen Mary, University of London, 2010

Thèmes de recherche

Économie Financière, Économie Monétaire, Asset Pricing

Contact

Sarah.MOUABBI@banque-france.fr
+33 (0)1 42 92 49 18
Banque de France, 41-1391 DGEI-DEMFI-RECFIN, 75049 Paris Cedex 01, France

Publications académiques

Publications

How does uncertainty about interest rates affect firms?, Eco Notepad, November 2024
GDP-linked bonds: the bewitching song of the sirens”, Eco Notepad, September 2022
“Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective” (2021), Banque de France, Working papers N°844, joint with Jean-Guillaume Sahuc and Jean-Paul Renne
“What if large firms were to go bust?”, Eco Notepad, March 2020
“Disastrous defaults” (2020), Banque de France, Working papers N°778, joint with Christian Gouriéroux, Alain Monfort and Jean-Paul Renne
“Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies” (2019), Banque de France, Working papers N°708, joint with Jean-Guillaume Sahuc
“Measuring the anchoring of inflation expectations”, Eco Notepad, August 2018
“Interest rate uncertainty harms the economy”, Eco Notepad, September 2017, joint with Klodiana Istrefi
“Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis”, Rue de la Banque, N°48, 2017, joint with Klodiana Istrefi
“The Joint Dynamics of U.S. and Euro Area Inflation Rates: Expectations and Time-varying Uncertainty” (2017), Banque de France, Working papers N°622, joint with Olesya Grishchenko and Jean-Paul Renne
“Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis”, (2017), Banque de France, Working papers N°619, joint with Klodiana Istrefi
“National natural rates of interest and the single monetary policy in the Euro Area” (2016), Banque de France, Working papers N°611, joint with Sebastien Fries, Jean-Stephane Mesonnier and Jean-Paul Renne
“UK Term Structure Decompositions at the Zero Lower Bound” (2016), Banque de France, Working papers N°589, joint with Andrea Carriero and Elisabetta Vangelista
“An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia” (2014), Banque de France, Working papers N°527

Articles

Sarah Mouabbi, Jean-Paul Renne and Jean-Guillaume Sahuc, 2024. “Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective”, Journal of Banking and Finance, vol. 162, May, 107131.
Christian Gouriéroux, Alain Monfort, Sarah Mouabbi and Jean-Paul Renne, 2021. "Disastrous Defaults [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, vol. 25(6), pages 1727-1772.
Olesya Grishchenko, Sarah Mouabbi and Jean‐Paul Renne, 2019. "Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1053-1096, August.
Sarah Mouabbi and Jean‐Guillaume Sahuc, 2019. "Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 831-858, June.
Sébastien Fries, Jean-Stéphane Mésonnier, Sarah Mouabbi and Jean-Paul Renne, 2018. "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
Andrea Carriero, Sarah Mouabbi and Elisabetta Vangelista, 2018. "UK term structure decompositions at the zero lower bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 643-661, August.
Klodiana Istrefi and Sarah Mouabbi, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
Sébastien Fries, Jean-Stéphane Mésonnier, Sarah Mouabbi and Jean-Paul Renne, 2018. "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
Andrea Carriero, Sarah Mouabbi and Elisabetta Vangelista, 2018. "UK term structure decompositions at the zero lower bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 643-661, August.
Klodiana Istrefi and Sarah Mouabbi, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.

Document de travail

Jens H. E. Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series 2024-08, Federal Reserve Bank of San Francisco.
Duquerroy, A, K Istrefi and S Mouabbi (2023), ‘DP18722 Interest Rate Uncertainty and Firm Decisions‘, CEPR Discussion Paper No. 18722. CEPR Press, Paris & London.
"Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison" (2017), Finance and Economics Discussion Series 2017-102, Board of Governors of the Federal Reserve System (U.S.), joint work with Olesya Grishchenko and Jean-Paul Renne.