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Details about Matthieu DARRACQ PARIES

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Workplace:European Central Bank, (more information at EDIRC)

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

  1. ECB macroeconometric models for forecasting and policy analysis
    Occasional Paper Series, European Central Bank Downloads View citations (1)
  2. ECB-(RE)BASE: Heterogeneity in expectation formation and macroeconomic dynamics
    Working Paper Series, European Central Bank Downloads
  3. Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model
    Working Paper Series, European Central Bank Downloads

2023

  1. NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct
    Occasional Paper Series, European Central Bank Downloads View citations (2)

2022

  1. Fiscal Multipliers with Sovereign Risk and Fragile Banks
    Working Papers, Central Bank of Cyprus Downloads

2021

  1. Climate change and monetary policy in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (24)
  2. Inflation expectations and their role in Eurosystem forecasting
    Occasional Paper Series, European Central Bank Downloads View citations (7)
  3. Reversal interest rate and macroprudential policy
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2020) Downloads View citations (20)

    See also Journal Article Reversal interest rate and macroprudential policy, European Economic Review, Elsevier (2023) Downloads View citations (1) (2023)
  4. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
    Occasional Paper Series, European Central Bank Downloads View citations (3)

2020

  1. ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic
    Working Paper Series, European Central Bank Downloads View citations (8)
  2. Fiscal multipliers with financial fragmentation risk and interactions with monetary policy
    Working Paper Series, European Central Bank Downloads View citations (4)
  3. Macroprudential policy measures: macroeconomic impact and interaction with monetary policy
    Working Paper Series, European Central Bank Downloads View citations (14)
  4. Unconventional monetary policy and funding liquidity risk
    Working Paper Series, European Central Bank Downloads View citations (6)

2019

  1. Empowering Central Bank Asset Purchases: The Role of Financial Policies
    Working Papers, Central Bank of Cyprus Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2019) Downloads View citations (7)
  2. Macroprudential policy in a monetary union with cross-border banking
    Working Paper Series, European Central Bank Downloads View citations (23)
  3. On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union
    Working Papers, Central Bank of Cyprus Downloads View citations (9)
    Also in Working Paper Series, European Central Bank (2019) Downloads 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) Downloads View citations (5) (2020)

2017

  1. Shadow Banking and Market Discipline on Traditional Banks
    IMF Working Papers, International Monetary Fund Downloads View citations (5)
  2. The optimal conduct of central bank asset purchases
    Discussion Papers, Deutsche Bundesbank Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (20)

2016

  1. Bank capital structure and the credit channel of central bank asset purchases
    Working Paper Series, European Central Bank Downloads View citations (4)
  2. Parsing Financial Frictions Underlying Bank Lending Fragmentation during the Euro Area Crisis
    Working Papers, Central Bank of Cyprus Downloads
  3. Parsing financial fragmentation in the euro area: a multi-country DSGE perspective
    Working Paper Series, European Central Bank Downloads View citations (26)
  4. Synopsis of the Euro Area Financial Crisis
    Working Papers, Central Bank of Cyprus Downloads
  5. When shadows grow longer: shadow banking with endogenous entry
    Working Paper Series, European Central Bank Downloads View citations (1)

2015

  1. Loan supply, credit markets and the euro area financial crisis
    Working Paper Series, European Central Bank Downloads View citations (26)
    See also Journal Article Loan supply, credit markets and the euro area financial crisis, Journal of Banking & Finance, Elsevier (2019) Downloads View citations (33) (2019)

2014

  1. Financial conditions index and credit supply shocks for the euro area
    Working Paper Series, European Central Bank Downloads View citations (44)
  2. 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 Downloads View citations (75)

2013

  1. A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (77) (2015)
  2. Bank and sovereign debt risk connection
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (1)
  3. Corporate finance and economic activity in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (19)

2010

  1. Epstein-Zin preferences and their use in macro-finance models: implications for optimal monetary policy
    Working Paper Series, European Central Bank Downloads View citations (4)
  2. Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (152) (2011)

2009

  1. Monetary policy and inflationary shocks under imperfect credibility
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article Monetary policy and inflationary shocks under imperfect credibility, Economics Letters, Elsevier (2012) Downloads View citations (2) (2012)

2008

  1. A quantitative perspective on optimal monetary policy cooperation between the US and the euro area
    Working Paper Series, European Central Bank Downloads View citations (23)
  2. Monetary policy and housing prices in an estimated DSGE for the US and the euro area
    Working Paper Series, European Central Bank Downloads View citations (68)
  3. Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations
    Working Paper Series, European Central Bank Downloads View citations (9)
  4. 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 Downloads View citations (4)
  5. Towards a monetary policy evaluation framework
    Working Paper Series, European Central Bank Downloads View citations (15)

2007

  1. International frictions and optimal monetary policy cooperation: analytical solutions
    Working Paper Series, European Central Bank Downloads View citations (1)
  2. Optimal monetary policy in an estimated DSGE for the euro area
    Working Paper Series, European Central Bank Downloads View citations (15)

2003

  1. 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 Downloads

Journal Articles

2023

  1. A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021
    Economic Bulletin Boxes, 2023, 3 Downloads
  2. Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility
    Economic Modelling, 2023, 126, (C) Downloads
  3. Modelling pandemic risks for policy analysis and forecasting
    Economic Modelling, 2023, 120, (C) Downloads View citations (5)
  4. Reversal interest rate and macroprudential policy
    European Economic Review, 2023, 159, (C) Downloads View citations (1)
    See also Working Paper Reversal interest rate and macroprudential policy, Discussion Papers (2021) Downloads View citations (3) (2021)

2022

  1. 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 Downloads View citations (1)

2021

  1. Macroeconomic implications of heterogeneous long-term inflation expectations: illustrative simulations through the ECB-BASE
    Economic Bulletin Boxes, 2021, 3 Downloads View citations (1)
  2. Model-based risk analysis during the pandemic: introducing ECB-BASIR
    Economic Bulletin Boxes, 2021, 1 Downloads View citations (2)

2020

  1. 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 Downloads View citations (1)
  2. Enhancing macroprudential space when interest rates are “low for long”
    Macroprudential Bulletin, 2020, 11 Downloads View citations (5)
  3. On the credit and exchange rate channels of central bank asset purchases in a monetary union
    Economic Modelling, 2020, 91, (C), 502-533 Downloads 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) Downloads View citations (9) (2019)
  4. The growth of non-bank finance and new monetary policy tools
    Research Bulletin, 2020, 69 Downloads View citations (3)

2019

  1. Loan supply, credit markets and the euro area financial crisis
    Journal of Banking & Finance, 2019, 109, (C) Downloads View citations (33)
    See also Working Paper Loan supply, credit markets and the euro area financial crisis, Working Paper Series (2015) Downloads View citations (26) (2015)
  2. Macroprudential space and current policy trade-offs in the euro area
    Financial Stability Review, 2019, 1 Downloads View citations (6)

2015

  1. 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 Downloads 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) Downloads View citations (41) (2013)
  2. Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies
    Financial Stability Review, 2015, 2 Downloads View citations (5)

2014

  1. Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area
    International Finance, 2014, 17, (3), 297-321 Downloads View citations (49)

2013

  1. Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures
    Financial Stability Review, 2013, 1 Downloads View citations (11)

2012

  1. Monetary policy and inflationary shocks under imperfect credibility
    Economics Letters, 2012, 116, (3), 571-574 Downloads View citations (2)
    See also Working Paper Monetary policy and inflationary shocks under imperfect credibility, Working Paper Series (2009) Downloads View citations (1) (2009)

2011

  1. 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 Downloads 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) Downloads View citations (26) (2010)

2009

  1. 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 Downloads View citations (1)

2003

  1. MZE, un modèle macroéconométrique pour la zone euro; suivi d'un commentaire de Jérome Henry
    Économie et Statistique, 2003, 367, (1), 3-37 Downloads

2002

  1. 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 Downloads
    Also in Économie et Prévision, 2002, 152, (1), 207-214 (2002) Downloads
  2. Origines et conséquence des incertitudes pesant sur le solde commercial de la zone euro
    Economie & Prévision, 2002, n° 152-153, (1), 215-230 Downloads View citations (1)
    Also in Économie et Prévision, 2002, 152, (1), 215-230 (2002) Downloads View citations (1)

Books

2018

  1. Financial frictions and monetary policy conduct
    Erudite Ph.D Dissertations, Erudite Downloads
 
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