Matthieu Darracq Paries

European Central Bank (ECB)

Adviser

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

29

DOWNLOADS
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2,494

SSRN CITATIONS
Rank 10,160

SSRN RANKINGS

Top 10,160

in Total Papers Citations

37

CROSSREF CITATIONS

84

Scholarly Papers (29)

1.

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 224 (164,047)
Citation 1

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

2.

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 201 (181,622)
Citation 1

Abstract:

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liquidity risk, sovereign risk, capital regulations

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 148 (236,356)

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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 146 (238,951)
Citation 10

Abstract:

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non-standard monetary policy measures, panel VAR

5.

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 130 (261,937)

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

6.

Macroprudential Policy Measures: Macroeconomic Impact and Interaction with Monetary Policy

ECB Working Paper No. 2376
Number of pages: 65 Posted: 21 Feb 2020
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 126 (268,129)

Abstract:

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bank stability, credit, monetary policy

7.

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 121 (276,347)
Citation 4

Abstract:

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DSGE models, Bayesian estimation, Banking, Financial regulation

8.

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 116 (284,836)

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DSGE models, Monetary policy, Bayesian estimation, Welfare calculations

9.

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 113 (290,144)

Abstract:

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Corporate finance

10.

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 111 (293,742)
Citation 1

Abstract:

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

11.

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 110 (295,679)

Abstract:

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DSGE models, Optimal monetary policy, Bayesian estimation

12.

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 103 (309,342)
Citation 4

Abstract:

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

13.

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 92 (332,761)
Citation 3

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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 53 (455,316)

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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 35 (538,250)
Citation 2

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

Unconventional Monetary Policy and Funding Liquidity Risk

ECB Working Paper No. 2350
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 45 (489,091)

Abstract:

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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 42 (503,047)
Citation 2

Abstract:

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Asset Pricing, Quantitative Easing, Money Markets, Shadow Banks

16.
Downloads 70 (390,465)
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 41 (507,790)

Abstract:

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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 29 (572,936)
Citation 2

Abstract:

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Portfolio optimisation, Banking, Quantitative Easing, DSGE

17.

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 69 (393,614)
Citation 3

Abstract:

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

18.

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 67 (399,730)

Abstract:

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portfolio optimisation, banking, quantitative easing, DSGE

19.

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 62 (416,024)

Abstract:

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DSGE models, Optimal monetary policy, New open economy macroeconomics

20.

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 affiliation not provided to SSRN
Downloads 59 (426,275)
Citation 1

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COVID-19, ECB-BASE, epidemic, modelling

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 55 (440,575)
Citation 2

Abstract:

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monetary policy, macroprudential policy, DSGE, banking

22.

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 47 (471,620)
Citation 1

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

23.

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 (497,488)

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Monetary policy, Imperfect credibility, Signal extraction

24.

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 (546,670)

Abstract:

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Factor models, Dataset, Forecasting

25.

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 24 (588,726)

Abstract:

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

26.

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 23 (595,252)

Abstract:

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27.

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 affiliation not provided to SSRN
Downloads 15 (650,147)

Abstract:

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

28.

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 15 (650,147)

Abstract:

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

29.

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