Details about Caterina Mendicino

Access statistics for papers by Caterina Mendicino.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pme231

Working Papers

2020

1. Tighter Credit and Consumer Bankruptcy Insurance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2019) View citations (1)
2. Twin Default Crises
   Working Papers, FEDEA View citations (2)
3. Twin Defaults and Bank Capital Requirements
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Working Paper Series, European Central Bank (2020) View citations (3)

2019

4. Bank capital in the short and in the long run
   Working Paper Series, European Central Bank View citations (14)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (3)
   Working Papers, CEMFI (2018) View citations (2)
   See also Journal Article Bank capital in the short and in the long run, Journal of Monetary Economics, Elsevier (2020) View citations (35) (2020)

2018

5. Benefits and costs of liquidity regulation
   Working Paper Series, European Central Bank View citations (22)
6. Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity
   2018 Meeting Papers, Society for Economic Dynamics View citations (32)
7. Wealth effects in the euro area
   Working Paper Series, European Central Bank View citations (14)

2017

8. Equity versus Bail-in Debt in Banking: An Agency Perspective
   Working Papers, CEMFI View citations (7)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (11)
   ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (11)
9. Optimal Dynamic Capital Requirements
   2017 Meeting Papers, Society for Economic Dynamics View citations (7)
   Also in Working Papers, CEMFI (2016) View citations (21)
   See also Journal Article Optimal Dynamic Capital Requirements, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (63) (2018)
10. Optimal Inflation with Corporate Taxation and Financial Constraints
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (3)
    BIS Working Papers, Bank for International Settlements (2015)
    See also Journal Article Optimal inflation with corporate taxation and financial constraints, Journal of Monetary Economics, Elsevier (2018) View citations (2) (2018)

2016

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

2015

13. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    Working Papers, Banco de Portugal, Economics and Research Department View citations (193)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (26)
    Working Papers, CEMFI (2014) View citations (42)
    Working Paper Series, European Central Bank (2015) View citations (200)
    Working papers, Banque de France (2014) View citations (31)
    See also Journal Article Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (193) (2015)
14. Debt, equity and the Equity price puzzle
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
15. Housing market dynamics: Any news?
    Working Paper Series, European Central Bank View citations (8)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2011) View citations (6)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012) View citations (6)

2014

16. House Prices, Capital Inflows and Macroprudential Policy
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (60)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (60)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (59)
    See also Journal Article House prices, capital inflows and macroprudential policy, Journal of Banking & Finance, Elsevier (2014) View citations (56) (2014)

2013

17. Financial shocks and the macroeconomy: heterogeneity and non-linearities
    Occasional Paper Series, European Central Bank View citations (31)
18. Monetary policy shocks: We got news!
    Working Papers, Banco de Portugal, Economics and Research Department View citations (7)
    See also Journal Article Monetary policy shocks: We got news!, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (9) (2017)

2012

19. Expectations-Driven Cycles in the Housing Market
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (6)
    Also in Working Papers, Banco de España (2010) View citations (12)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (11)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (11)
    Working Papers, Banco de Portugal, Economics and Research Department (2010) View citations (11)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (2)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) View citations (15)
    See also Journal Article Expectations-driven cycles in the housing market, Economic Modelling, Elsevier (2017) View citations (12) (2017)
20. House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
    Dynare Working Papers, CEPREMAP View citations (27)
    Also in Working Paper, Norges Bank (2012) View citations (23)
    Working Paper Series, Federal Reserve Bank of San Francisco (2012) View citations (17)
    See also Journal Article House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (104) (2013)

2011

21. Leaning Against Boom-Bust Cycles in Credit and Housing Prices
    Working Papers, Banco de Portugal, Economics and Research Department View citations (45)
    Also in Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2011) View citations (32)
    Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli (2011) View citations (32)
    See also Journal Article Leaning against boom–bust cycles in credit and housing prices, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (183) (2013)

2009

22. Consumption, Housing Collateral, and the Canadian Business Cycle
    Staff Working Papers, Bank of Canada View citations (32)
    See also Journal Article Consumption, housing collateral and the Canadian business cycle, Canadian Journal of Economics, Canadian Economics Association (2016) View citations (12) (2016)
23. On the Amplification Role of Collateral Constraints
    2009 Meeting Papers, Society for Economic Dynamics
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (1)
    Staff Working Papers, Bank of Canada (2008) View citations (1)
    See also Journal Article On the amplification role of collateral constraints, Economics Letters, Elsevier (2012) View citations (4) (2012)

2008

24. Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis
    Staff Working Papers, Bank of Canada View citations (28)

2007

25. Credit market and macroeconomic volatility
    Working Paper Series, European Central Bank View citations (12)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006)

2005

26. Credit Frictions, Housing Prices and Optimal Monetary Policy Rules
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (15)
    Also in Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre (2004) View citations (9)
27. Credit Market Development, Asset Prices and Business Cycle
    Computing in Economics and Finance 2005, Society for Computational Economics
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
28. Credit Market Development, Economic Performance and Business Cycle Volatility
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
29. Financial Liberalization, Bank Crises and Growth: Assessing the links
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre View citations (6)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (37)

2004

30. Financial Liberalization, Banking Crises and Growth: Assessing the Links
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (36)

Journal Articles

2020

1. Bank capital in the short and in the long run
   Journal of Monetary Economics, 2020, 115, (C), 64-79 View citations (35)
   See also Working Paper Bank capital in the short and in the long run, Working Paper Series (2019) View citations (14) (2019)

2019

2. Inflation dynamics and adaptive expectations in an estimated DSGE model
   Journal of Macroeconomics, 2019, 59, (C), 258-277 View citations (12)

2018

3. Optimal Dynamic Capital Requirements
   Journal of Money, Credit and Banking, 2018, 50, (6), 1271-1297 View citations (63)
   See also Working Paper Optimal Dynamic Capital Requirements, 2017 Meeting Papers (2017) View citations (7) (2017)
4. Optimal inflation with corporate taxation and financial constraints
   Journal of Monetary Economics, 2018, 95, (C), 18-31 View citations (2)
   See also Working Paper Optimal Inflation with Corporate Taxation and Financial Constraints, Working Papers ECARES (2017) (2017)
5. Risk shocks in a small open economy: Business cycle dynamics in Canada
   Economic Modelling, 2018, 72, (C), 391-409 View citations (3)

2017

6. Expectations-driven cycles in the housing market
   Economic Modelling, 2017, 60, (C), 297-312 View citations (12)
   See also Working Paper Expectations-Driven Cycles in the Housing Market, Discussion Papers (2012) View citations (6) (2012)
7. 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 View citations (2)
8. Monetary policy shocks: We got news!
   Journal of Economic Dynamics and Control, 2017, 74, (C), 108-128 View citations (9)
   See also Working Paper Monetary policy shocks: We got news!, Working Papers (2013) View citations (7) (2013)

2016

9. Capital requirements in a model for the SSM area with three layers of default
   Macroprudential Bulletin, 2016, 1
10. Consumption, housing collateral and the Canadian business cycle
    Canadian Journal of Economics, 2016, 49, (1), 207-236 View citations (12)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (1), 207-236 (2016) View citations (8)
    See also Working Paper Consumption, Housing Collateral, and the Canadian Business Cycle, Staff Working Papers (2009) View citations (32) (2009)
11. Financial shocks, comovement and credit frictions
    Economics Letters, 2016, 143, (C), 20-23 View citations (2)

2015

12. Capital Regulation in a Macroeconomic Model with Three Layers of Default
    International Journal of Central Banking, 2015, 11, (3), 9-63 View citations (193)
    See also Working Paper Capital Regulation in a Macroeconomic Model with Three Layers of Default, Working Papers (2015) View citations (193) (2015)

2014

13. Financial and economic downturns in OECD countries
    Applied Economics Letters, 2014, 21, (6), 407-412 View citations (4)
14. Heterogeneous firms and the impact of government policy on welfare and informality
    Economics Letters, 2014, 124, (1), 151-156 View citations (4)
15. House prices and expectations
    Research Bulletin, 2014, 21, 12-15
16. House prices, capital inflows and macroprudential policy
    Journal of Banking & Finance, 2014, 49, (C), 337-355 View citations (56)
    See also Working Paper House Prices, Capital Inflows and Macroprudential Policy, FinMaP-Working Papers (2014) View citations (60) (2014)
17. Macroprudential capital tools: assessing their rationale and effectiveness
    Financial Stability Review, 2014, (18), 183-194 View citations (3)
18. The 3D Model: a Framework to Assess Capital Regulation
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 View citations (5)

2013

19. Confidence and economic activity: the case of Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 View citations (1)
20. Expectation-driven cycles in the housing market: Evidence from survey data
    Journal of Financial Stability, 2013, 9, (4), 518-529 View citations (42)
21. House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
    International Journal of Central Banking, 2013, 9, (2), 219-276 View citations (104)
    See also Working Paper House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy, Dynare Working Papers (2012) View citations (27) (2012)
22. Leaning against boom–bust cycles in credit and housing prices
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 View citations (183)
    See also Working Paper Leaning Against Boom-Bust Cycles in Credit and Housing Prices, Working Papers (2011) View citations (45) (2011)
23. Price-level targeting rules and financial shocks: The case of Canada
    Economic Modelling, 2013, 30, (C), 941-953 View citations (12)

2012

24. On the amplification role of collateral constraints
    Economics Letters, 2012, 117, (2), 429-435 View citations (4)
    See also Working Paper On the Amplification Role of Collateral Constraints, 2009 Meeting Papers (2009) (2009)

2011

25. 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 View citations (2)

Chapters

2017

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

2011

2. 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 View citations (1)