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Details about Caterina Mendicino

E-mail:
Homepage:http://sites.google.com/site/caterinamendicino/
Phone:351-213130063
Postal address:Banco de Portugal, DEE R. Francisco Ribeiro, N. 2 1150, Lisboa, portugal
Workplace:European Central Bank, (more information at EDIRC)
Banco de Portugal (Central Bank of Portugal), (more information at EDIRC)
Unidade de Estudos sobre Complexidade e Economia (UECE) (Research Unit on Complexity and Economics), Research in Economics and Mathematics (REM), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

Access statistics for papers by Caterina Mendicino.

Last updated 2019-06-05. Update your information in the RePEc Author Service.

Short-id: pme231


Jump to Journal Articles Chapters

Working Papers

2019

  1. Bank capital in the short and in the long run
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (3)
    Working Papers, CEMFI (2018) Downloads View citations (1)

2018

  1. Benefits and costs of liquidity regulation
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (6)
  3. Wealth effects in the euro area
    Working Paper Series, European Central Bank Downloads

2017

  1. Equity versus Bail-in Debt in Banking: An Agency Perspective
    Working Papers, CEMFI Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (4)
    ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (5)
  2. Optimal Dynamic Capital Requirements
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in Working Papers, CEMFI (2016) Downloads View citations (12)

    See also Journal Article in Journal of Money, Credit and Banking (2018)
  3. Optimal Inflation with Corporate Taxation and Financial Constraints
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads
    BIS Working Papers, Bank for International Settlements (2015) Downloads

    See also Journal Article in Journal of Monetary Economics (2018)

2016

  1. Expectation-driven cycles: Time-Varying Effects
    EcoMod2016, EcoMod Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads
    Working Paper Series, European Central Bank (2015) Downloads
    Working Papers, Banco de Portugal, Economics and Research Department (2015) Downloads View citations (1)
  2. Risk Shocks in a Small Open Economy
    Working Papers, University of Windsor, Department of Economics Downloads

2015

  1. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (82)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (63)
    Working Papers, CEMFI (2014) Downloads View citations (6)
    Working papers, Banque de France (2014) Downloads View citations (20)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (15)

    See also Journal Article in International Journal of Central Banking (2015)
  2. Debt, equity and the Equity price puzzle
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads
  3. Housing market dynamics: Any news?
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012) Downloads View citations (3)
    Working Papers, Banco de Portugal, Economics and Research Department (2011) Downloads View citations (5)

2014

  1. House Prices, Capital Inflows and Macroprudential Policy
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (28)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) Downloads View citations (29)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads View citations (29)

    See also Journal Article in Journal of Banking & Finance (2014)

2013

  1. Financial and economic downturns in OECD countries
    Research Discussion Papers, Bank of Finland Downloads
    See also Journal Article in Applied Economics Letters (2014)
  2. Financial shocks and the macroeconomy: heterogeneity and non-linearities
    Occasional Paper Series, European Central Bank Downloads View citations (14)
  3. Monetary policy shocks: We got news!
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

2012

  1. Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (7)
  2. Expectations-Driven Cycles in the Housing Market
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2010) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (1)
    Working Papers, Banco de España (2010) Downloads View citations (4)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (1)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) Downloads View citations (12)
    Research Discussion Papers, Bank of Finland (2012) Downloads View citations (3)

    See also Journal Article in Economic Modelling (2017)
  3. House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
    Dynare Working Papers, CEPREMAP Downloads View citations (7)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) Downloads View citations (10)
    Working Paper, Norges Bank (2012) Downloads View citations (13)

    See also Journal Article in International Journal of Central Banking (2013)

2011

  1. Leaning Against Boom-Bust Cycles in Credit and Housing Prices
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne Downloads View citations (13)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2011) Downloads View citations (34)
    Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli (2011) Downloads View citations (8)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  2. On the amplification role of collateral constraints
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads
    Staff Working Papers, Bank of Canada (2008) Downloads
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads

    See also Journal Article in Economics Letters (2012)

2009

  1. Consumption, Housing Collateral, and the Canadian Business Cycle
    Staff Working Papers, Bank of Canada Downloads View citations (26)
    See also Journal Article in Canadian Journal of Economics (2016)

2008

  1. Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis
    Staff Working Papers, Bank of Canada Downloads View citations (23)

2007

  1. Credit market and macroeconomic volatility
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads

2005

  1. Credit Frictions, Housing Prices and Optimal Monetary Policy Rules
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (6)
    Also in Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre (2004) Downloads View citations (2)
  2. Credit Market Development, Asset Prices and Business Cycle
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)
  3. Credit Market Development, Economic Performance and Business Cycle Volatility
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre Downloads
  4. Financial Liberalization, Bank Crises and Growth: Assessing the links
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre Downloads View citations (2)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (13)

2004

  1. Financial Liberalization, Banking Crises and Growth: Assessing the Links
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (13)

Journal Articles

2019

  1. Inflation dynamics and adaptive expectations in an estimated DSGE model
    Journal of Macroeconomics, 2019, 59, (C), 258-277 Downloads

2018

  1. Optimal Dynamic Capital Requirements
    Journal of Money, Credit and Banking, 2018, 50, (6), 1271-1297 Downloads View citations (5)
    See also Working Paper (2017)
  2. Optimal inflation with corporate taxation and financial constraints
    Journal of Monetary Economics, 2018, 95, (C), 18-31 Downloads
    See also Working Paper (2017)
  3. Risk shocks in a small open economy: Business cycle dynamics in Canada
    Economic Modelling, 2018, 72, (C), 391-409 Downloads

2017

  1. Expectations-driven cycles in the housing market
    Economic Modelling, 2017, 60, (C), 297-312 Downloads View citations (1)
    See also Working Paper (2012)
  2. Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research
    Economie et Statistique / Economics and Statistics, 2017, (494-495-496), 45-64 Downloads
  3. Monetary policy shocks: We got news!
    Journal of Economic Dynamics and Control, 2017, 74, (C), 108-128 Downloads View citations (2)
    See also Working Paper (2013)

2016

  1. Capital requirements in a model for the SSM area with three layers of default
    Macroprudential Bulletin, 2016, 1 Downloads
  2. Consumption, housing collateral and the Canadian business cycle
    Canadian Journal of Economics, 2016, 49, (1), 207-236 Downloads View citations (5)
    See also Working Paper (2009)
  3. Financial shocks, comovement and credit frictions
    Economics Letters, 2016, 143, (C), 20-23 Downloads View citations (1)

2015

  1. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    International Journal of Central Banking, 2015, 11, (3), 9-63 Downloads View citations (62)
    See also Working Paper (2015)

2014

  1. Financial and economic downturns in OECD countries
    Applied Economics Letters, 2014, 21, (6), 407-412 Downloads View citations (1)
    See also Working Paper (2013)
  2. Heterogeneous firms and the impact of government policy on welfare and informality
    Economics Letters, 2014, 124, (1), 151-156 Downloads
  3. House prices and expectations
    Research Bulletin, 2014, 21, 12-15 Downloads
  4. House prices, capital inflows and macroprudential policy
    Journal of Banking & Finance, 2014, 49, (C), 337-355 Downloads View citations (29)
    See also Working Paper (2014)
  5. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 Downloads View citations (3)
  6. The 3D Model: a Framework to Assess Capital Regulation
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 Downloads View citations (5)

2013

  1. Confidence and economic activity: the case of Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 Downloads
  2. Expectation-driven cycles in the housing market: Evidence from survey data
    Journal of Financial Stability, 2013, 9, (4), 518-529 Downloads View citations (21)
  3. House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
    International Journal of Central Banking, 2013, 9, (2), 219-276 Downloads View citations (51)
    See also Working Paper (2012)
  4. Leaning against boom–bust cycles in credit and housing prices
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 Downloads View citations (102)
    See also Working Paper (2011)
  5. Price-level targeting rules and financial shocks: The case of Canada
    Economic Modelling, 2013, 30, (C), 941-953 Downloads View citations (9)

2012

  1. On the amplification role of collateral constraints
    Economics Letters, 2012, 117, (2), 429-435 Downloads View citations (4)
    See also Working Paper (2011)

2011

  1. Stabilization Policy and Boom-Bust Cycles - Monetary and Macro-Prudential Rules
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 Downloads View citations (2)

2009

  1. Monetary Policy Expectations and Boom-Bust Cycles in the Housing Market
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2009 Downloads

Chapters

2017

  1. Capital Regulation: Lessons from a Macroeconomic Model
    Chapter 10 in Achieving Financial Stability Challenges to Prudential Regulation, 2017, pp 121-131 Downloads

2011

  1. Boom-bust cycles and stabilisation policy - monetary and macroprudential rules: a loss function approach
    A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 58-65 Downloads View citations (1)
 
Page updated 2019-08-21