Research

Below is a curated list of my research outputs, grouped into Publications, Working Papers, and Policy Contributions. Where possible, I include links to the publisher page, open-access versions, and related policy write-ups.

Riding the rate wave: Interest rate and run risks in euro area banks during the 2022–2023 monetary cycle (2026)
Jonathan Rice, Giulia Maria Guerrini
Journal of International Money and Finance, 160, 103444
Journal DOI Working paper (ECB WP 3090) SSRN

This paper studies how the 2022–2023 interest-rate tightening affected euro area banks’ economic net worth and their vulnerability to deposit runs, using granular supervisory data.

VoxEU - Interest rate and deposit run risk: New evidence from euro area banks during 2022–2023 tightening

SUERF Policy Brief - Why euro area banks stayed resilient amid rising rates (Policy Brief No. 1263)

The Macroeconomics of AI Capacity: Insights from a Two-Asset Growth Model (forthcoming, 2026)
Jonathan Rice
Macroeconomic Dynamics

This paper develops a growth framework for thinking about AI capacity as an economic asset, and the macroeconomic implications of capacity accumulation.

Economic Policy Uncertainty Shocks in Small Open Economies: A Case Study of Ireland (2023)
Jonathan Rice
The Economic and Social Review, 54(4), 217–245
Journal PDF

This paper studies how policy uncertainty shocks transmit in a small open economy, focusing on Ireland.

AI Hardware Depreciation and Labour Markets (work in progress)
Jonathan Rice, Giulia Maria Guerrini

Draft available upon request.

Structural Scenario Analysis with Granular Stress Testing Models (work in progress)
Jonathan Rice, Juan Rubio Ramirez

Draft available upon request.

Navigating tail risks: assessing euro area economic growth and equity markets (2025)
European Systemic Risk Board, Macroprudential Commentaries, No. 9
PDF

VoxEU - Macro-financial disconnect in the euro area: Assessing tail risks to euro area growth and equities

A Framework for Macroprudential Stress Testing (2022)
Central Bank of Ireland, Research Technical Paper 07/RT/22
PDF

Risk Weights on Non-Financial Corporate Exposures in Irish Retail Banks (2022)
Central Bank of Ireland, Financial Stability Note 04/FSN/22
PDF

Risk Weights on Irish Mortgages (2022)
Central Bank of Ireland, Financial Stability Note 01/FSN/22
PDF

Irish Mortgage Payment Breaks, Extensions and Expirations (2021)
Central Bank of Ireland, Financial Stability Note 07/FSN/21
PDF

Exchange rate pass-through in the euro area and EU countries (2020)
European Central Bank, Occasional Paper Series No. 241
PDF

Non-Tariff Barriers and Goods Trade: A Brexit Impact Analysis (2018)
Central Bank of Ireland, Research Technical Paper 06/RT/18
PDF

VoxEU - The impact of non-tariff barriers on EU goods trade after Brexit

Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland (2017)
Michael O’Grady, Jonathan Rice, Graeme Walsh
Central Bank of Ireland, Research Technical Paper 09/RT/17
Press release PDF

Exchange Rate Pass-Through to Domestic Prices (2017)
Paul Reddan, Jonathan Rice
Central Bank of Ireland, Economic Letter Vol. 2017, No. 8
PDF

Exploring recent drivers of personal consumption expenditure (2017)
Jonathan Rice, Stephen Byrne
Central Bank of Ireland, Quarterly Bulletin 02 / April 2017 (Box C)
PDF

Estimating the Fiscal Multiplier using Propensity Score Matching Techniques (2014)
Jonathan Rice
Trinity College Dublin, TRISS Economics Research Papers

Draft available upon request.