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
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Working Papers
2020
- 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)
- Twin Default Crises
Working Papers, FEDEA View citations (2)
- 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 (2)
2019
- Bank capital in the short and in the long run
Working Paper Series, European Central Bank View citations (14)
Also in Working Papers, CEMFI (2018) View citations (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (3)
See also Journal Article in Journal of Monetary Economics (2020)
2018
- Benefits and costs of liquidity regulation
Working Paper Series, European Central Bank View citations (21)
- Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity
2018 Meeting Papers, Society for Economic Dynamics View citations (30)
- Wealth effects in the euro area
Working Paper Series, European Central Bank View citations (11)
2017
- Equity versus Bail-in Debt in Banking: An Agency Perspective
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in Working Papers, CEMFI (2017) View citations (7) ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (11)
- 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 in Journal of Money, Credit and Banking (2018)
- Optimal Inflation with Corporate Taxation and Financial Constraints
Working Papers ECARES, ULB -- Universite Libre de Bruxelles 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (3) Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2015) View citations (1) BIS Working Papers, Bank for International Settlements (2015) 
See also Journal Article in Journal of Monetary Economics (2018)
2016
- 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)
- Risk Shocks in a Small Open Economy
Working Papers, University of Windsor, Department of Economics
2015
- Capital Regulation in a Macroeconomic Model with Three Layers of Default
Working Papers, Banco de Portugal, Economics and Research Department View citations (171)
Also in Working papers, Banque de France (2014) View citations (30) Working Paper Series, European Central Bank (2015) View citations (178) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (25) Working Papers, CEMFI (2014) View citations (41)
See also Journal Article in International Journal of Central Banking (2015)
- Debt, equity and the Equity price puzzle
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)
- 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
- House Prices, Capital Inflows and Macroprudential Policy
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (56)
Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (55) Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (55)
See also Journal Article in Journal of Banking & Finance (2014)
2013
- Financial shocks and the macroeconomy: heterogeneity and non-linearities
Occasional Paper Series, European Central Bank View citations (31)
- Monetary policy shocks: We got news!
Working Papers, Banco de Portugal, Economics and Research Department View citations (7)
See also Journal Article in Journal of Economic Dynamics and Control (2017)
2012
- Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy
Working Papers, Banco de Portugal, Economics and Research Department View citations (12)
- Expectations-Driven Cycles in the Housing Market
Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (6)
Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (11) Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) View citations (15) 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (2) Working Papers, Banco de Portugal, Economics and Research Department (2010) View citations (11) MPRA Paper, University Library of Munich, Germany (2010) View citations (11) Working Papers, Banco de España (2010) View citations (12)
See also Journal Article in Economic Modelling (2017)
- House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
Dynare Working Papers, CEPREMAP View citations (27)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2012) View citations (17) Working Paper, Norges Bank (2012) View citations (23)
See also Journal Article in International Journal of Central Banking (2013)
2011
- 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 in Journal of Economic Dynamics and Control (2013)
- On the amplification role of collateral constraints
Working Papers, Banco de Portugal, Economics and Research Department 
Also in 2009 Meeting Papers, Society for Economic Dynamics (2009)  Staff Working Papers, Bank of Canada (2008) View citations (1) MPRA Paper, University Library of Munich, Germany (2008) View citations (1)
See also Journal Article in Economics Letters (2012)
2009
- Consumption, Housing Collateral, and the Canadian Business Cycle
Staff Working Papers, Bank of Canada View citations (32)
See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2016)
2008
- Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis
Staff Working Papers, Bank of Canada View citations (28)
2007
- 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
- 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)
- Credit Market Development, Asset Prices and Business Cycle
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 
Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)
- Credit Market Development, Economic Performance and Business Cycle Volatility
Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
- 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 (35)
2004
- 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
- Bank capital in the short and in the long run
Journal of Monetary Economics, 2020, 115, (C), 64-79 View citations (21)
See also Working Paper (2019)
2019
- Inflation dynamics and adaptive expectations in an estimated DSGE model
Journal of Macroeconomics, 2019, 59, (C), 258-277 View citations (11)
2018
- Optimal Dynamic Capital Requirements
Journal of Money, Credit and Banking, 2018, 50, (6), 1271-1297 View citations (49)
See also Working Paper (2017)
- Optimal inflation with corporate taxation and financial constraints
Journal of Monetary Economics, 2018, 95, (C), 18-31 View citations (2)
See also Working Paper (2017)
- Risk shocks in a small open economy: Business cycle dynamics in Canada
Economic Modelling, 2018, 72, (C), 391-409 View citations (3)
2017
- Expectations-driven cycles in the housing market
Economic Modelling, 2017, 60, (C), 297-312 View citations (7)
See also Working Paper (2012)
- 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)
- Monetary policy shocks: We got news!
Journal of Economic Dynamics and Control, 2017, 74, (C), 108-128 View citations (8)
See also Working Paper (2013)
2016
- Capital requirements in a model for the SSM area with three layers of default
Macroprudential Bulletin, 2016, 1
- Consumption, housing collateral and the Canadian business cycle
Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (1), 207-236 View citations (6)
Also in Canadian Journal of Economics, 2016, 49, (1), 207-236 (2016) View citations (10)
See also Working Paper (2009)
- Financial shocks, comovement and credit frictions
Economics Letters, 2016, 143, (C), 20-23 View citations (2)
2015
- Capital Regulation in a Macroeconomic Model with Three Layers of Default
International Journal of Central Banking, 2015, 11, (3), 9-63 View citations (175)
See also Working Paper (2015)
2014
- Financial and economic downturns in OECD countries
Applied Economics Letters, 2014, 21, (6), 407-412 View citations (3)
- Heterogeneous firms and the impact of government policy on welfare and informality
Economics Letters, 2014, 124, (1), 151-156 View citations (3)
- House prices and expectations
Research Bulletin, 2014, 21, 12-15
- House prices, capital inflows and macroprudential policy
Journal of Banking & Finance, 2014, 49, (C), 337-355 View citations (56)
See also Working Paper (2014)
- Macroprudential capital tools: assessing their rationale and effectiveness
Financial Stability Review, 2014, (18), 183-194 View citations (3)
- 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
- 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)
- Expectation-driven cycles in the housing market: Evidence from survey data
Journal of Financial Stability, 2013, 9, (4), 518-529 View citations (39)
- 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 (99)
See also Working Paper (2012)
- Leaning against boom–bust cycles in credit and housing prices
Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 View citations (174)
See also Working Paper (2011)
- Price-level targeting rules and financial shocks: The case of Canada
Economic Modelling, 2013, 30, (C), 941-953 View citations (12)
2012
- On the amplification role of collateral constraints
Economics Letters, 2012, 117, (2), 429-435 View citations (4)
See also Working Paper (2011)
2011
- 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)
2009
- 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
Chapters
2017
- Capital Regulation: Lessons from a Macroeconomic Model
Chapter 10 in Achieving Financial Stability Challenges to Prudential Regulation, 2017, pp 121-131
2011
- 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)
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