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Trade wars and global spillovers: A quantitative assessment with ECB-global

Jouvanceau, Valentin; Darracq Pariès, Matthieu; … - 2025

Persistent link: https://www.econbiz.de/10015564366

ECB-(RE)BASE: Heterogeneity in expectation formation and macroeconomic dynamics

Adjemian, Stéphane; Bokan, Nikola; Darracq Pariès, … - 2024

Persistent link: https://www.econbiz.de/10015199458

Monetary policy strategies to navigate post-pandemic inflation: An assessment using the ECB's New Area-Wide Model

Darracq Pariès, Matthieu; Kornprobst, Antoine; … - 2024

Persistent link: https://www.econbiz.de/10014543599

Reversal Interest Rate and Macroprudential Policy

Darracq Pariès, Matthieu; Kok Sørensen, Christoffer - 2021

Could a monetary policy loosening entail the opposite effect than the intended expansionary impact in a low interest rate environment? We demonstrate that the risk of hitting the rate at which the effect reverses depends on the capitalization of the banking sector by using a non-linear...

Persistent link: https://www.econbiz.de/10013315005

The Role of Country-Specific Trade and Survey Data in Forecasting Euro Area Manufacturing Production : Perspective from Large Panel Factor Models

Maurin, Laurent; Darracq Pariès, Matthieu - 2021

Several factor-based models are estimated to investigate the role of country-specific trade and survey data in forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset selection on the empirical performance of factor models....

Persistent link: https://www.econbiz.de/10013316542

Optimal Monetary Policy in an Estimated DSGE for the Euro Area

Darracq Pariès, Matthieu; Adjemian, Stephane; Moyen, … - 2021

The objective of this paper is to examine the main features of optimal monetary policy within a micro-founded macroeconometric framework. First, using Bayesian techniques, we estimate a medium scale closed economy DSGE for the euro area. Then, we study the properties of the Ramsey allocation...

Persistent link: https://www.econbiz.de/10013316874