Details about Matthieu DARRACQ PARIES
Access statistics for papers by Matthieu DARRACQ PARIES.
Last updated 2024-08-09. Update your information in the RePEc Author Service.
Short-id: pda251
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Working Papers
2024
- ECB macroeconometric models for forecasting and policy analysis
Occasional Paper Series, European Central Bank View citations (1)
- ECB-(RE)BASE: Heterogeneity in expectation formation and macroeconomic dynamics
Working Paper Series, European Central Bank
- Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model
Working Paper Series, European Central Bank
2023
- NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
Occasional Paper Series, European Central Bank View citations (2)
2022
- Fiscal Multipliers with Sovereign Risk and Fragile Banks
Working Papers, Central Bank of Cyprus
2021
- Climate change and monetary policy in the euro area
Occasional Paper Series, European Central Bank View citations (24)
- Inflation expectations and their role in Eurosystem forecasting
Occasional Paper Series, European Central Bank View citations (7)
- Reversal interest rate and macroprudential policy
Discussion Papers, Deutsche Bundesbank View citations (3)
Also in Working Paper Series, European Central Bank (2020) View citations (20)
See also Journal Article Reversal interest rate and macroprudential policy, European Economic Review, Elsevier (2023) View citations (1) (2023)
- Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
Occasional Paper Series, European Central Bank View citations (3)
2020
- ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic
Working Paper Series, European Central Bank View citations (8)
- Fiscal multipliers with financial fragmentation risk and interactions with monetary policy
Working Paper Series, European Central Bank View citations (4)
- Macroprudential policy measures: macroeconomic impact and interaction with monetary policy
Working Paper Series, European Central Bank View citations (14)
- Unconventional monetary policy and funding liquidity risk
Working Paper Series, European Central Bank View citations (6)
2019
- Empowering Central Bank Asset Purchases: The Role of Financial Policies
Working Papers, Central Bank of Cyprus View citations (8)
Also in Working Paper Series, European Central Bank (2019) View citations (7)
- Macroprudential policy in a monetary union with cross-border banking
Working Paper Series, European Central Bank View citations (23)
- On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union
Working Papers, Central Bank of Cyprus View citations (9)
Also in Working Paper Series, European Central Bank (2019) View citations (9)
See also Journal Article On the credit and exchange rate channels of central bank asset purchases in a monetary union, Economic Modelling, Elsevier (2020) View citations (5) (2020)
2017
- Shadow Banking and Market Discipline on Traditional Banks
IMF Working Papers, International Monetary Fund View citations (5)
- The optimal conduct of central bank asset purchases
Discussion Papers, Deutsche Bundesbank View citations (5)
Also in Working Paper Series, European Central Bank (2016) View citations (20)
2016
- Bank capital structure and the credit channel of central bank asset purchases
Working Paper Series, European Central Bank View citations (4)
- Parsing Financial Frictions Underlying Bank Lending Fragmentation during the Euro Area Crisis
Working Papers, Central Bank of Cyprus
- Parsing financial fragmentation in the euro area: a multi-country DSGE perspective
Working Paper Series, European Central Bank View citations (26)
- Synopsis of the Euro Area Financial Crisis
Working Papers, Central Bank of Cyprus
- When shadows grow longer: shadow banking with endogenous entry
Working Paper Series, European Central Bank View citations (1)
2015
- Loan supply, credit markets and the euro area financial crisis
Working Paper Series, European Central Bank View citations (26)
See also Journal Article Loan supply, credit markets and the euro area financial crisis, Journal of Banking & Finance, Elsevier (2019) View citations (33) (2019)
2014
- Financial conditions index and credit supply shocks for the euro area
Working Paper Series, European Central Bank View citations (44)
- The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis
Occasional Paper Series, European Central Bank View citations (75)
2013
- A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply
Working Paper Series, European Central Bank View citations (41)
See also Journal Article A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply, Journal of International Money and Finance, Elsevier (2015) View citations (77) (2015)
- Bank and sovereign debt risk connection
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (1)
- Corporate finance and economic activity in the euro area
Occasional Paper Series, European Central Bank View citations (19)
2010
- Epstein-Zin preferences and their use in macro-finance models: implications for optimal monetary policy
Working Paper Series, European Central Bank View citations (4)
- Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area
Working Paper Series, European Central Bank View citations (26)
See also Journal Article Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area, International Journal of Central Banking, International Journal of Central Banking (2011) View citations (152) (2011)
2009
- Monetary policy and inflationary shocks under imperfect credibility
Working Paper Series, European Central Bank View citations (1)
See also Journal Article Monetary policy and inflationary shocks under imperfect credibility, Economics Letters, Elsevier (2012) View citations (2) (2012)
2008
- A quantitative perspective on optimal monetary policy cooperation between the US and the euro area
Working Paper Series, European Central Bank View citations (23)
- Monetary policy and housing prices in an estimated DSGE for the US and the euro area
Working Paper Series, European Central Bank View citations (68)
- Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations
Working Paper Series, European Central Bank View citations (9)
- The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models
Working Paper Series, European Central Bank View citations (4)
- Towards a monetary policy evaluation framework
Working Paper Series, European Central Bank View citations (15)
2007
- International frictions and optimal monetary policy cooperation: analytical solutions
Working Paper Series, European Central Bank View citations (1)
- Optimal monetary policy in an estimated DSGE for the euro area
Working Paper Series, European Central Bank View citations (15)
2003
- MZE: a small macro-model for the euro area
Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques
Journal Articles
2023
- A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021
Economic Bulletin Boxes, 2023, 3
- Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility
Economic Modelling, 2023, 126, (C)
- Modelling pandemic risks for policy analysis and forecasting
Economic Modelling, 2023, 120, (C) View citations (5)
- Reversal interest rate and macroprudential policy
European Economic Review, 2023, 159, (C) View citations (1)
See also Working Paper Reversal interest rate and macroprudential policy, Discussion Papers (2021) View citations (3) (2021)
2022
- The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area
International Journal of Central Banking, 2022, 18, (5), 1-50 View citations (1)
2021
- Macroeconomic implications of heterogeneous long-term inflation expectations: illustrative simulations through the ECB-BASE
Economic Bulletin Boxes, 2021, 3 View citations (1)
- Model-based risk analysis during the pandemic: introducing ECB-BASIR
Economic Bulletin Boxes, 2021, 1 View citations (2)
2020
- Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014
Revue d'économie politique, 2020, 130, (2), 171-230 View citations (1)
- Enhancing macroprudential space when interest rates are “low for long”
Macroprudential Bulletin, 2020, 11 View citations (5)
- On the credit and exchange rate channels of central bank asset purchases in a monetary union
Economic Modelling, 2020, 91, (C), 502-533 View citations (5)
See also Working Paper On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union, Working Papers (2019) View citations (9) (2019)
- The growth of non-bank finance and new monetary policy tools
Research Bulletin, 2020, 69 View citations (3)
2019
- Loan supply, credit markets and the euro area financial crisis
Journal of Banking & Finance, 2019, 109, (C) View citations (33)
See also Working Paper Loan supply, credit markets and the euro area financial crisis, Working Paper Series (2015) View citations (26) (2015)
- Macroprudential space and current policy trade-offs in the euro area
Financial Stability Review, 2019, 1 View citations (6)
2015
- A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply
Journal of International Money and Finance, 2015, 54, (C), 1-34 View citations (77)
See also Working Paper A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply, Working Paper Series (2013) View citations (41) (2013)
- Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies
Financial Stability Review, 2015, 2 View citations (5)
2014
- Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area
International Finance, 2014, 17, (3), 297-321 View citations (49)
2013
- Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures
Financial Stability Review, 2013, 1 View citations (11)
2012
- Monetary policy and inflationary shocks under imperfect credibility
Economics Letters, 2012, 116, (3), 571-574 View citations (2)
See also Working Paper Monetary policy and inflationary shocks under imperfect credibility, Working Paper Series (2009) View citations (1) (2009)
2011
- Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area
International Journal of Central Banking, 2011, 7, (4), 49-113 View citations (152)
See also Working Paper Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area, Working Paper Series (2010) View citations (26) (2010)
2009
- Forecasting euro area manufacturing production with country-specific trade and survey data
OECD Journal: Journal of Business Cycle Measurement and Analysis, 2009, 2008, (2), 139-160 View citations (1)
2003
- MZE, un modèle macroéconométrique pour la zone euro; suivi d'un commentaire de Jérome Henry
Économie et Statistique, 2003, 367, (1), 3-37
2002
- Des statistiques douanières aux échanges de biens de la balance des paiements et des comptes nationaux
Economie & Prévision, 2002, n° 152-153, (1), 207-214 
Also in Économie et Prévision, 2002, 152, (1), 207-214 (2002)
- Origines et conséquence des incertitudes pesant sur le solde commercial de la zone euro
Economie & Prévision, 2002, n° 152-153, (1), 215-230 View citations (1)
Also in Économie et Prévision, 2002, 152, (1), 215-230 (2002) View citations (1)
Books
2018
- Financial frictions and monetary policy conduct
Erudite Ph.D Dissertations, Erudite
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