Search Results - "MOUABBI, SARAH"

Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies by MOUABBI, SARAH, SAHUC, JEAN‐GUILLAUME

“…We quantify the macroeconomic effects of the European Central Bank's unconventional monetary policies using a dynamic stochastic general equilibrium model…”
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Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis by Istrefi, Klodiana, Mouabbi, Sarah

“…•We construct a summary of uncertainty about future interest rates between professional forecasters.•Uncertainty on interest rates is defined as the sum of…”
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UK term structure decompositions at the zero lower bound by Carriero, Andrea, Mouabbi, Sarah, Vangelista, Elisabetta

“…This paper employs a zero lower bound (ZLB) consistent shadow-rate model to decompose UK nominal yields into expectation and term premium components. Compared…”
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Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison by GRISHCHENKO, OLESYA, MOUABBI, SARAH, RENNE, JEAN‐PAUL

“…We use several U.S. and euro‐area surveys of professional forecasters to estimate a dynamic factor model of inflation featuring time‐varying uncertainty. We…”
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Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective by Mouabbi, Sarah, Renne, Jean-Paul, Sahuc, Jean-Guillaume

“…We study the debt-stabilizing properties of indexing debt to GDP using a consumption-based macro-finance model. To this end, we derive quasi-analytical pricing…”
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Disastrous Defaults by Gouriéroux, Christian, Monfort, Alain, Mouabbi, Sarah, Renne, Jean-Paul

“…Abstract We define a disastrous default as the default of a systemic entity. Such an event is expected to have a negative effect on the economy and to be…”
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National natural rates of interest and the single monetary policy in the euro area by Fries, Sébastien, Mésonnier, Jean-Stéphane, Mouabbi, Sarah, Renne, Jean-Paul

“…We estimate time-varying national natural real rates of interest (r*) for the four largest economies of the euro area over 1999–2016. We further derive the…”
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Essays on term structure models by Mouabbi, Sarah

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