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Matthieu DARRACQ PARIES

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First Name:Matthieu
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Last Name:Darracq Paries
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RePEc Short-ID:pda251
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Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

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Working papers

  1. Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
  2. Darracq Pariès, Matthieu & Dées, Stéphane & De Gaye, Annabelle & Parisi, Laura & Sun, Yiqiao, 2023. "NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct," Occasional Paper Series 336, European Central Bank.
  3. Matthieu Darracq Paries & Georg Muller & Niki Papadopoulou, 2022. "Fiscal Multipliers with Sovereign Risk and Fragile Banks," Working Papers 2022-5, Central Bank of Cyprus.
  4. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
  5. Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
  6. Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
  7. Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020. "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series 2376, European Central Bank.
  8. Angelini, Elena & Darracq Pariès, Matthieu & Zimic, Srečko & Damjanović, Milan, 2020. "ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic," Working Paper Series 2431, European Central Bank.
  9. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020. "Reversal interest rate and macroprudential policy," Working Paper Series 2487, European Central Bank.
  10. Darracq Pariès, Matthieu & Papadopoulou, Niki & Müller, Georg, 2020. "Fiscal multipliers with financial fragmentation risk and interactions with monetary policy," Working Paper Series 2418, European Central Bank.
  11. d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020. "Unconventional monetary policy and funding liquidity risk," Working Paper Series 2350, European Central Bank.
  12. Matthieu Darracq Paries & Niki Papadopoulou, 2019. "On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union," Working Papers 2019-2, Central Bank of Cyprus.
  13. Darracq Pariès, Matthieu & Kok, Christoffer & Rancoita, Elena, 2019. "Macroprudential policy in a monetary union with cross-border banking," Working Paper Series 2260, European Central Bank.
  14. Matthieu Darracq Paries & Jenny Korner & Niki Papadopoulou, 2019. "Empowering Central Bank Asset Purchases: The Role of Financial Policies," Working Papers 2019-1, Central Bank of Cyprus.
  15. Mr. Anil Ari & Matthieu Darracq-Paries & Christoffer Kok, 2017. "Shadow Banking and Market Discipline on Traditional Banks," IMF Working Papers 2017/285, International Monetary Fund.
  16. Matthieu Darracq Paries & Pascal Jacquinot & Niki Papadopoulou, 2016. "Parsing Financial Frictions Underlying Bank Lending Fragmentation during the Euro Area Crisis," Working Papers 2016-7, Central Bank of Cyprus.
  17. Darracq Pariès, Matthieu & Jacquinot, Pascal & Papadopoulou, Niki, 2016. "Parsing financial fragmentation in the euro area: a multi-country DSGE perspective," Working Paper Series 1891, European Central Bank.
  18. Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
  19. Matthieu Darracq Paries & Pascal Jacquinot & Niki Papadopoulou, 2016. "Synopsis of the Euro Area Financial Crisis," Working Papers 2016-8, Central Bank of Cyprus.
  20. Darracq Pariès, Matthieu & Kühl, Michael, 2016. "The optimal conduct of central bank asset purchases," Working Paper Series 1973, European Central Bank.
  21. Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016. "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series 1943, European Central Bank.
  22. Altavilla, Carlo & Darracq Pariès, Matthieu & Nicoletti, Giulio, 2015. "Loan supply, credit markets and the euro area financial crisis," Working Paper Series 1861, European Central Bank.
  23. Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014. "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series 155, European Central Bank.
  24. Darracq Pariès, Matthieu & Maurin, Laurent & Moccero, Diego, 2014. "Financial conditions index and credit supply shocks for the euro area," Working Paper Series 1644, European Central Bank.
  25. De Santis, Roberto A. & Darracq Pariès, Matthieu, 2013. "A non-standard monetary policy shock: the ECB's 3-year LTROs and the shift in credit supply," Working Paper Series 1508, European Central Bank.
  26. Darracq Pariès, Matthieu & Faia, Ester & Rodriguez Palenzuela, Diego, 2013. "Bank and sovereign debt risk connection," SAFE Working Paper Series 7, Leibniz Institute for Financial Research SAFE, revised 2013.
  27. De Fiore, Fiorella & Raudsaar, Taavi & McCann, Fergal & Carluccio, Juan & Horny, Guillaume & Finaldi Russo, Paolo & Caruana Briffa, Elaine & Metzemakers, Paul & van der Veer, Koen & Herman, Uroš & Kar, 2013. "Corporate finance and economic activity in the euro area," Occasional Paper Series 151, European Central Bank.
  28. Kok, Christoffer & Rodriguez-Palenzuela, Diego & Darracq Pariès, Matthieu, 2010. "Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area," Working Paper Series 1251, European Central Bank.
  29. Darracq Pariès, Matthieu & Loublier, Alexis, 2010. "Epstein-Zin preferences and their use in macro-finance models: implications for optimal monetary policy," Working Paper Series 1209, European Central Bank.
  30. Darracq Pariès, Matthieu & Moyen, Stéphane, 2009. "Monetary policy and inflationary shocks under imperfect credibility," Working Paper Series 1065, European Central Bank.
  31. Darracq Pariès, Matthieu & Notarpietro, Alessandro, 2008. "Monetary policy and housing prices in an estimated DSGE for the US and the euro area," Working Paper Series 972, European Central Bank.
  32. Adjemian, Stéphane & Darracq Pariès, Matthieu & Moyen, Stéphane, 2008. "Towards a monetary policy evaluation framework," Working Paper Series 942, European Central Bank.
  33. Adjemian, Stéphane & Darracq Pariès, Matthieu & Smets, Frank, 2008. "A quantitative perspective on optimal monetary policy cooperation between the US and the euro area," Working Paper Series 884, European Central Bank.
  34. Adjemian, Stéphane & Darracq Pariès, Matthieu, 2008. "Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational expectations," Working Paper Series 962, European Central Bank.
  35. Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 894, European Central Bank.
  36. Adjemian, Stéphane & Darracq Pariès, Matthieu & Moyen, Stéphane, 2007. "Optimal monetary policy in an estimated DSGE for the euro area," Working Paper Series 803, European Central Bank.
  37. Darracq Pariès, Matthieu, 2007. "International frictions and optimal monetary policy cooperation: analytical solutions," Working Paper Series 834, European Central Bank.
  38. P.-O. Beffy & X. Bonnet & M. Darracq-Paries & B. Monfort, 2003. "MZE: a small macro-model for the euro area," Documents de Travail de l'Insee - INSEE Working Papers g2003-11, Institut National de la Statistique et des Etudes Economiques.

Articles

  1. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2023. "Reversal interest rate and macroprudential policy," European Economic Review, Elsevier, vol. 159(C).
  2. Angelini, Elena & Damjanović, Milan & Darracq Pariès, Matthieu & Zimic, Srečko, 2023. "Modelling pandemic risks for policy analysis and forecasting," Economic Modelling, Elsevier, vol. 120(C).
  3. Motto, Roberto & Montes-Galdón, Carlos & Ristiniemi, Annukka & Saint Guilhem, Arthur & Zimic, Srečko & Darracq Pariès, Matthieu, 2023. "A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021," Economic Bulletin Boxes, European Central Bank, vol. 3.
  4. Darracq Pariès, Matthieu & Müller, Georg & Papadopoulou, Niki, 2023. "Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility," Economic Modelling, Elsevier, vol. 126(C).
  5. Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.
  6. Angelini, Elena & Darracq Pariès, Matthieu & Zimic, Srečko, 2021. "Model-based risk analysis during the pandemic: introducing ECB-BASIR," Economic Bulletin Boxes, European Central Bank, vol. 1.
  7. Darracq Pariès, Matthieu & Zimic, Srečko, 2021. "Macroeconomic implications of heterogeneous long-term inflation expectations: illustrative simulations through the ECB-BASE," Economic Bulletin Boxes, European Central Bank, vol. 3.
  8. Darracq Pariès, Matthieu & Kok, Christoffer & Rottner, Matthias, 2020. "Enhancing macroprudential space when interest rates are “low for long”," Macroprudential Bulletin, European Central Bank, vol. 11.
  9. Darracq Pariès, Matthieu & Papadopoulou, Niki X., 2020. "On the credit and exchange rate channels of central bank asset purchases in a monetary union," Economic Modelling, Elsevier, vol. 91(C), pages 502-533.
  10. Matthieu Darracq-Pariès & Niki Papadopoulou, 2020. "Balance Sheet Policies in a Large Currency Union: A Primer on ECB Non-Standard Measures since 2014," Revue d'économie politique, Dalloz, vol. 130(2), pages 171-230.
  11. d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020. "The growth of non-bank finance and new monetary policy tools," Research Bulletin, European Central Bank, vol. 69.
  12. Altavilla, Carlo & Pariès, Matthieu Darracq & Nicoletti, Giulio, 2019. "Loan supply, credit markets and the euro area financial crisis," Journal of Banking & Finance, Elsevier, vol. 109(C).
  13. Darracq Pariès, Matthieu & Fahr, Stephan & Kok, Christoffer, 2019. "Macroprudential space and current policy trade-offs in the euro area," Financial Stability Review, European Central Bank, vol. 1.
  14. Darracq Pariès, Matthieu & Rancoita, Elena & Kok, Christoffer, 2015. "Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies," Financial Stability Review, European Central Bank, vol. 2.
  15. Darracq-Paries, Matthieu & De Santis, Roberto A., 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, Elsevier, vol. 54(C), pages 1-34.
  16. Diego Nicolas Moccero & Matthieu Darracq Pariès & Laurent Maurin, 2014. "Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area," International Finance, Wiley Blackwell, vol. 17(3), pages 297-321, December.
  17. Carboni, Giacomo & Darracq Pariès, Matthieu & Kok, Christoffer, 2013. "Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures," Financial Stability Review, European Central Bank, vol. 1.
  18. Darracq Pariès, Matthieu & Moyen, Stéphane, 2012. "Monetary policy and inflationary shocks under imperfect credibility," Economics Letters, Elsevier, vol. 116(3), pages 571-574.
  19. Matthieu Darracq Pariès & Christoffer Kok Sørensen & Diego Rodriguez-Palenzuela, 2011. "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, vol. 7(4), pages 49-113, December.
  20. Matthieu Darracq Paries & Laurent Maurin, 2009. "Forecasting euro area manufacturing production with country-specific trade and survey data," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 139-160.
  21. Pierre-Olivier Beffy & Xavier Bonnet & Brieuc Monfort & Matthieu Darracq-Pariès & Jérôme Henry, 2003. "MZE, un modèle macroéconométrique pour la zone euro ; suivi d'un commentaire de Jérome Henry," Économie et Statistique, Programme National Persée, vol. 367(1), pages 3-37.
  22. Matthieu Darracq-Pariès & Jean-Hugues Pierson, 2002. "Des statistiques douanières aux échanges de biens de la balance des paiements et des comptes nationaux," Economie & Prévision, La Documentation Française, vol. 0(1), pages 207-214.
  23. Matthieu Darracq-Pariès & Hélène Erkel-Rousse, 2002. "Origines et conséquence des incertitudes pesant sur le solde commercial de la zone euro," Economie & Prévision, La Documentation Française, vol. 0(1), pages 215-230.

Books

  1. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, February.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (25) 2009-07-17 2009-08-08 2010-06-18 2013-08-23 2014-04-05 2015-01-19 2015-11-15 2016-06-18 2016-07-16 2016-11-20 2017-07-30 2019-02-18 2019-04-15 2019-04-15 2019-07-22 2019-07-22 2020-01-06 2020-03-02 2020-06-22 2020-11-30 2021-08-16 2021-09-27 2021-09-27 2024-01-08 2024-04-08. Author is listed
  2. NEP-MAC: Macroeconomics (24) 2009-07-17 2009-08-08 2010-06-18 2010-10-09 2014-01-17 2014-04-05 2015-01-19 2015-11-15 2016-07-16 2017-07-30 2019-02-18 2019-04-15 2019-04-15 2019-07-22 2019-07-22 2020-01-06 2020-03-02 2020-06-22 2020-08-24 2020-11-30 2021-08-16 2021-09-27 2021-09-27 2021-09-27. Author is listed
  3. NEP-CBA: Central Banking (22) 2009-08-08 2010-06-18 2010-10-09 2013-08-23 2014-01-17 2014-04-05 2016-07-16 2016-11-20 2019-02-18 2019-04-15 2019-04-15 2019-07-22 2019-07-22 2020-01-06 2020-03-02 2020-06-22 2020-11-30 2021-09-27 2021-09-27 2021-09-27 2024-01-08 2024-04-08. Author is listed
  4. NEP-EEC: European Economics (20) 2010-10-09 2014-01-17 2014-04-05 2015-01-19 2015-11-15 2016-06-18 2016-10-02 2016-11-20 2017-07-30 2019-04-15 2019-04-15 2019-07-22 2020-03-02 2020-11-30 2021-08-16 2021-09-27 2021-09-27 2023-01-30 2024-01-08 2024-04-08. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (19) 2009-07-17 2009-08-08 2010-06-18 2010-10-09 2014-01-17 2015-01-19 2016-06-18 2016-07-16 2016-11-20 2017-07-30 2019-02-18 2019-04-15 2019-04-15 2019-07-22 2019-07-22 2020-01-06 2020-06-22 2021-09-27 2023-01-30. Author is listed
  6. NEP-BAN: Banking (14) 2010-10-09 2013-08-23 2014-01-17 2014-04-05 2015-01-19 2015-11-15 2016-07-16 2016-10-02 2019-02-18 2020-01-06 2020-03-02 2020-11-30 2021-08-16 2023-01-30. Author is listed
  7. NEP-ISF: Islamic Finance (4) 2021-08-16 2021-09-27 2021-09-27 2021-09-27
  8. NEP-OPM: Open Economy Macroeconomics (3) 2016-06-18 2019-04-15 2019-07-22
  9. NEP-ENV: Environmental Economics (2) 2021-09-27 2024-01-08
  10. NEP-BEC: Business Economics (1) 2010-10-09
  11. NEP-CMP: Computational Economics (1) 2016-07-16
  12. NEP-ENE: Energy Economics (1) 2021-09-27
  13. NEP-FDG: Financial Development and Growth (1) 2023-01-30
  14. NEP-FOR: Forecasting (1) 2021-09-27
  15. NEP-GER: German Papers (1) 2016-07-16
  16. NEP-HEA: Health Economics (1) 2020-08-24
  17. NEP-RMG: Risk Management (1) 2019-07-22
  18. NEP-UPT: Utility Models and Prospect Theory (1) 2010-06-18

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