Matthieu Darracq Paries

European Central Bank (ECB)

Adviser

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

32

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Top 15,988

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41

CROSSREF CITATIONS

28

Scholarly Papers (32)

1.

Climate Change and Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/271
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 12 Jan 2022
European Central Bank (ECB), Frankfurt School of Finance and Management, European Central Bank (ECB), Bank of France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank of Italy, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, Central Bank of Cyprus, European Central Bank (ECB), Bank of Greece - Economic Research Department, De Nederlandsche Bank, Goethe University Frankfurt, European Central Bank (ECB), University of Bonn, European Central Bank (ECB), ECB, European Central Bank (ECB), European Central Bank (ECB), Central Bank of Ireland, Suomen Panki, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Banco de España, Latvijas Banka, Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), University of Manchester - Alliance Manchester Business School, Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, National and Kapodistrian University of Athens, De Nederlandsche Bank, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB) and Banque de France
Downloads 409 (101,693)

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climate change, environmental economics, green finance, monetary policy, sustainable growth economics

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 236 (181,463)
Citation 1

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

3.

Macroprudential Policy Measures: Macroeconomic Impact and Interaction with Monetary Policy

ECB Working Paper No. 20202376
Number of pages: 65 Posted: 21 Feb 2020 Last Revised: 18 Nov 2021
University of St. Gallen - Institute of Economics (FGN), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and University of Chicago - Booth School of Business
Downloads 214 (199,033)

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4.

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 202 (209,969)
Citation 1

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liquidity risk, sovereign risk, capital regulations

5.

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 165 (250,095)
Citation 10

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non-standard monetary policy measures, panel VAR

6.

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 152 (267,609)

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

7.

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 152 (267,609)
Citation 6

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

8.

Inflation Expectations and Their Role in Eurosystem Forecasting

ECB Occasional Paper No. 2021/264
Number of pages: 146 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Board of Governors of the Federal Reserve System, National Bank of Belgium, Bank of Estonia, Bulgarian National Bank, Bank of Estonia, Bank of Finland - Research, Czech National Bank, Bank of Finland, National Bank of Denmark, Banque de France, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank, European Central Bank (ECB), Deutsche Bundesbank, Deutsche Bundesbank, European Central Bank, Deutsche Bundesbank, University of Oxford, Bank of Greece, European Central Bank (ECB), Bank of Greece, National Bank of Poland, Bank of Italy, National Bank of Poland, Latvijas Banka, Bank of Portugal - Economic Research Department, Latvijas Banka, Národná banka Slovenska, Bank of Lithuania, Bank of Slovenia, Banque centrale du Luxembourg, European Central Bank (ECB), De Nederlandsche Bank, Banco de España, De Nederlandsche Bank and Sveriges Riksbank
Downloads 142 (282,478)

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anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy

9.

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 142 (282,478)
Citation 6

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DSGE models, Bayesian estimation, Banking, Financial regulation

10.

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 135 (293,795)
Citation 6

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

11.

Towards a Monetary Policy Evaluation Framework

ECB Working Paper No. 942
Number of pages: 47 Posted: 22 Sep 2008 Last Revised: 17 Nov 2021
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 133 (297,072)

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DSGE models, Optimal monetary policy, Bayesian estimation

12.

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, Deutsche BundesbankMünster 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 127 (307,647)
Citation 2

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Corporate finance

13.

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 118 (324,399)

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DSGE models, Monetary policy, Bayesian estimation, Welfare calculations

Unconventional Monetary Policy and Funding Liquidity Risk

Number of pages: 56 Posted: 04 Jan 2020
Adrien d'Avernas, Quentin Vandeweyer and Matthieu Darracq Paries
Swedish House of Finance, University of Chicago - Booth School of Business and European Central Bank (ECB)
Downloads 66 (467,849)

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asset pricing, money markets, quantitative easing, shadow banks

Unconventional Monetary Policy and Funding Liquidity Risk

Number of pages: 54 Posted: 30 Dec 2019
Adrien d'Avernas, Quentin Vandeweyer and Matthieu Darracq Paries
Swedish House of Finance, University of Chicago - Booth School of Business and European Central Bank (ECB)
Downloads 51 (530,100)
Citation 2

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Asset Pricing, Quantitative Easing, Money Markets, Shadow Banks

15.

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 116 (328,358)
Citation 1

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

16.

Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement

ECB Occasional Paper No. 2021267
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), Bank of Italy, Bank of Finland - Research, Central Bank of Cyprus, European Central Bank (ECB) - Directorate General Research, Banque de France, National Bank of Belgium, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank, European Central BankECB, Bank of Italy, Bank of Italy, Bank of Finland, Bank of Slovenia, De Nederlandsche Bank - Research Department, National Bank of Belgium, European Central Bank (ECB), Banque de France, Bank of Finland, European Central Bank (ECB), Bank of Finland - Research, Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Banco de España, European Central Bank (ECB), Bank of Portugal and Université Paris I Panthéon-Sorbonne
Downloads 108 (344,992)

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central banking., econometric modelling, forecasting and simulation, monetary policy

17.

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 97 (370,206)
Citation 3

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

18.
Downloads 96 (372,592)
Citation 2

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 64 (475,395)

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

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 32 (633,944)
Citation 2

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Portfolio optimisation, Banking, Quantitative Easing, DSGE

19.

Ecb-Basir: A Primer on the Macroeconomic Implications of the Covid-19 Pandemic

ECB Working Paper No. 20202431
Number of pages: 40 Posted: 29 Jun 2020
Elena Angelini, Matthieu Darracq Paries, Srecko Zimic and Milan Damjanović
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Slovenia
Downloads 95 (374,999)
Citation 1

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COVID-19, ECB-BASE, epidemic, modelling

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 57 (503,508)

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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 36 (608,836)
Citation 2

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

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 88 (393,282)
Citation 2

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monetary policy, macroprudential policy, DSGE, banking

22.

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 79 (419,019)

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portfolio optimisation, banking, quantitative easing, DSGE

23.

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 73 (437,870)
Citation 3

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

24.

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 65 (465,215)

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DSGE models, Optimal monetary policy, New open economy macroeconomics

25.

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 Central Bank of Cyprus
Downloads 56 (499,752)
Citation 1

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

26.

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 44 (553,293)

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Monetary policy, Imperfect credibility, Signal extraction

27.

Reversal Interest Rate and Macroprudential Policy

ECB Working Paper No. 20202487
Number of pages: 56 Posted: 10 Nov 2020
Matthieu Darracq Paries and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 42 (563,299)
Citation 1

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28.

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 36 (595,016)

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Factor models, Dataset, Forecasting

29.

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 Central Bank of Cyprus
Downloads 32 (618,371)
Citation 1

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

30.

Fiscal Multipliers with Financial Fragmentation Risk and Interactions with Monetary Policy

ECB Working Paper No. 20202418
Number of pages: 49 Posted: 13 Jun 2020
Matthieu Darracq Paries, Niki Papadopoulou and Georg Müller
European Central Bank (ECB), Central Bank of Cyprus and European Central Bank (ECB)
Downloads 25 (664,977)

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DSGE models, fiscal stabilization, sovereign-bank nexus, sovereign risk

31.

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 Central Bank of Cyprus
Downloads 18 (719,283)

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

32.

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