Matthieu Darracq Paries

European Central Bank (ECB)

Adviser

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

24

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CITATIONS
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86

Scholarly Papers (24)

1.

Bank and Sovereign Debt Risk Connection

SAFE Working Paper No. 7
Number of pages: 44 Posted: 06 Mar 2013 Last Revised: 11 Mar 2014
Matthieu Darracq Paries, Ester Faia and Diego Rodriguez-Palenzuela
European Central Bank (ECB), Goethe University Frankfurt and European Central Bank (ECB)
Downloads 191 (157,550)
Citation 1

Abstract:

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liquidity risk, sovereign risk, capital regulations

2.

The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis

ECB Occasional Paper No. 155
Number of pages: 47 Posted: 20 Sep 2014
Matthieu Darracq Paries, Diego Moccero, Elizaveta Krylova and Claudia Marchini
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 188 (159,889)

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bank lending rates, pass-through models, DSGE models, financial fragmentation, monetary policy

3.

Monetary Policy and Housing Prices in an Estimated DSGE for the US and the Euro Area

ECB Working Paper No. 972
Number of pages: 69 Posted: 29 Nov 2008
Matthieu Darracq Paries and Alessandro Notarpietro
European Central Bank (ECB) and Bank of Italy
Downloads 146 (198,755)

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Housing, credit frictions, optimal monetary policy, new open economy macro-economics, Bayesian estimation

4.

A Non-Standard Monetary Policy Shock: The ECB’s 3-year LTROs and the Shift in Credit Supply

ECB Working Paper No. 1508
Number of pages: 42 Posted: 12 Feb 2013
Matthieu Darracq Paries and Roberto A. De Santis
European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 129 (219,504)

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non-standard monetary policy measures, panel VAR

5.

Optimal Monetary Policy in an Estimated DSGE for the Euro Area

ECB Working Paper No. 803
Number of pages: 67 Posted: 22 Aug 2007
Matthieu Darracq Paries, Stephane Adjemian and Stephane Moyen
European Central Bank (ECB), Université du Maine - Groupe d' Analyse des Itineraires et Niveaux Salariaux (GAINS) and Deutsche Bundesbank - Research Centre
Downloads 113 (242,190)

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DSGE models, Monetary policy, Bayesian estimation, Welfare calculations

6.

Macroeconomic Propagation Under Different Regulatory Regimes: Evidence From an Estimated DSGE Model For the Euro Area

ECB Working Paper No. 1251
Number of pages: 96 Posted: 04 Oct 2010
Matthieu Darracq Paries, Christoffer Kok and Diego Rodriguez-Palenzuela
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 111 (245,264)
Citation 2

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DSGE models, Bayesian estimation, Banking, Financial regulation

7.

A Quantitative Perspective on Optimal Monetary Policy Cooperation between the US and the Euro Area

ECB Working Paper No. 884
Number of pages: 85 Posted: 02 Apr 2008
Stephane Adjemian, Matthieu Darracq Paries and Frank Smets
Université du Maine - Groupe d' Analyse des Itineraires et Niveaux Salariaux (GAINS), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 107 (251,760)

Abstract:

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DSGE models, Optimal monetary policy, new open economy macroeconomics, Bayesian estimation

8.

Corporate Finance and Economic Activity in the Euro Area: Structural Issues Report 2013

ECB Occasional Paper No. 151
Number of pages: 153 Posted: 09 Sep 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank(ECB), European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, Münster University of Applied Sciences, Bank of Estonia, Central Bank of Ireland, Bank of Greece, Banco de España, Banque de France, Banque de France, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Central Bank of Malta, De Nederlandsche Bank, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Bank of Portugal, Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students, National Bank of Slovakia, Bank of Finland, Banque de France, Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and National Bank of Slovakia
Downloads 104 (256,767)

Abstract:

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Corporate finance

9.

Epstein-Zin Preferences and their Use in Macro-Finance Models: Implications for Optimal Monetary Policy

ECB Working Paper No. 1209
Number of pages: 57 Posted: 10 Jun 2010
Matthieu Darracq Paries and Alexis Loublier
European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 104 (256,767)

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Optimal Monetary Policy, Macroeconometric Equivalence, Non Time-Separable Preferences, Term Premium

10.

Towards a Monetary Policy Evaluation Framework

ECB Working Paper No. 942
Number of pages: 47 Posted: 22 Sep 2008 Last Revised: 30 Jan 2009
Stephane Adjemian, Matthieu Darracq Paries and Stephane Moyen
Université du Maine - Groupe d' Analyse des Itineraires et Niveaux Salariaux (GAINS), European Central Bank (ECB) and Deutsche Bundesbank - Research Centre
Downloads 90 (282,273)

Abstract:

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DSGE models, Optimal monetary policy, Bayesian estimation

11.

Financial Conditions Index and Credit Supply Shocks for the Euro Area

ECB Working Paper No. 1644
Number of pages: 45 Posted: 15 Mar 2014
Matthieu Darracq Paries, Laurent Maurin and Diego Moccero
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 84 (294,767)
Citation 1

Abstract:

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euro area, financial conditions index, credit supply shocks, large dataset, factor models, structural VAR, sign restrictions

12.

Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area

Becker Friedman Institute for Research in Economics Working Paper No. 2013-005
Number of pages: 46 Posted: 27 Oct 2013
Giacomo Carboni, Matthieu Darracq Paries and Christoffer Kok
European Central Bank(ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 74 (317,674)
Citation 1

Abstract:

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DSGE models, Bayesian estimation, Banking, Financial regulation, macro-prudential policy, monetary policy

Shadow Banking and Market Discipline on Traditional Banks

IMF Working Paper No. 17/285
Number of pages: 65 Posted: 18 Jan 2018
Anil Ari, Matthieu Darracq Paries, Christoffer Kok and Dawid Żochowski
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 44 (415,096)

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Financial crisis, United States, Western Hemisphere, Financial crises, Shadow banking, Central banks and their policies, Market discipline, Fire-sales, Financial Markets and the Macroeconomy, Government Policy and Regulation

Shadow Banking and Market Discipline on Traditional Banks

Number of pages: 61 Posted: 10 Nov 2017 Last Revised: 14 May 2019
Anil Ari, Matthieu Darracq Paries, Christoffer Kok and Dawid Żochowski
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 28 (488,039)

Abstract:

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Shadow banking, financial crisis, market discipline, fire-sales

14.

When Shadows Grow Longer: Shadow Banking with Endogenous Entry

ECB Working Paper No. 1943
Number of pages: 35 Posted: 28 Aug 2016
Anil Ari, Matthieu Darracq Paries, Christoffer Kok and Dawid Żochowski
International Monetary Fund, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 63 (346,331)
Citation 1

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Shadow Banking, Fire-Sales, Financial Crises, Macro-Prudential Regulation

15.

Bank Capital Structure and the Credit Channel of Central Bank Asset Purchases

ECB Working Paper No. 1916
Number of pages: 69 Posted: 19 Jun 2016
Matthieu Darracq Paries, Grzegorz Halaj and Christoffer Kok
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 61 (351,980)

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portfolio optimisation, banking, quantitative easing, DSGE

16.

International Frictions and Optimal Monetary Policy Cooperation: Analytical Solutions

ECB Working Paper No. 834
Number of pages: 43 Posted: 06 Dec 2007
Matthieu Darracq Paries
European Central Bank (ECB)
Downloads 61 (351,980)

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DSGE models, Optimal monetary policy, New open economy macroeconomics

The Optimal Conduct of Central Bank Asset Purchases

ECB Working Paper No. 1973
Number of pages: 69 Posted: 16 Jan 2017
Matthieu Darracq Paries and Michael Kuehl
European Central Bank (ECB) and Deutsche Bundesbank - Economics Department
Downloads 26 (499,595)

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Portfolio optimisation, Banking, Quantitative Easing, DSGE

The Optimal Conduct of Central Bank Asset Purchases

Bundesbank Discussion Paper No. 22/2017
Number of pages: 59 Posted: 25 Jul 2017
Matthieu Darracq Paries and Michael Kuehl
European Central Bank (ECB) and Deutsche Bundesbank - Economics Department
Downloads 23 (517,920)

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Zero Lower Bound, Optimal Monetary Policy, Banking, Quantitative Easing, DSGE

18.

Parsing Financial Fragmentation in the Euro Area: A Multi-Country DSGE Perspective

ECB Working Paper No. 1891
Number of pages: 103 Posted: 26 Apr 2016
Matthieu Darracq Paries, Pascal Jacquinot and Niki Papadopoulou
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 42 (414,644)

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DSGE models, banking, financial regulation, cross-country spillovers, bank lending rates

19.

Monetary Policy and Inflationary Shocks under Imperfect Credibility

European Central Bank Working Paper No. 1065
Number of pages: 21 Posted: 08 Jul 2009
Matthieu Darracq Paries and Stephane Moyen
European Central Bank (ECB) and Deutsche Bundesbank - Research Centre
Downloads 41 (418,414)

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Monetary policy, Imperfect credibility, Signal extraction

20.

The Role of Country-Specific Trade and Survey Data in Forecasting Euro Area Manufacturing Production: Perspective from Large Panel Factor Models

ECB Working Paper No. 894
Number of pages: 38 Posted: 19 May 2008
Laurent Maurin and Matthieu Darracq Paries
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 31 (460,307)

Abstract:

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Factor models, Dataset, Forecasting

21.

Macroprudential Policy in a Monetary Union with Cross-Border Banking

ECB Working Paper No. 2260 (2019); ISBN 978-92-899-3522-7
Number of pages: 71 Posted: 02 Apr 2019
Matthieu Darracq Paries, Christoffer Kok and Elena Rancoita
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 22 (507,659)

Abstract:

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monetary policy, macroprudential policy, DSGE, banking

22.

Empowering Central Bank Asset Purchases: The Role of Financial Policies

ECB Working Paper No. 2237 (2019); ISBN 978-92-899-3499-2
Number of pages: 58 Posted: 08 Feb 2019
Matthieu Darracq Paries, Jenny Körner and Niki Papadopoulou
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 18 (530,948)

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non-standard monetary policy, asset purchases, bank capital regulation, risk-taking, regulatory uncertainty, effective lower bound

23.

On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union

ECB Working Paper No. 2259 (2019); ISBN 978-92-899-3521-0
Number of pages: 52 Posted: 01 Apr 2019
Matthieu Darracq Paries and Niki Papadopoulou
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 9 (585,549)

Abstract:

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DSGE models, banking, financial regulation, cross-country spillovers, bank lending rates, non-standard measures

24.

Optimal Monetary Policy and the Transmission of Oil-Supply Shocks to the Euro Area under Rational Expectations

ECB Working Paper No. 962
Posted: 29 Nov 2008
Stephane Adjemian and Matthieu Darracq Paries
Université du Maine - Groupe d' Analyse des Itineraires et Niveaux Salariaux (GAINS) and European Central Bank (ECB)

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Oil prices, Optimal monetary policy, New open economy macroeconomics, Bayesian estimation