Details about Maria Teresa Punzi
Access statistics for papers by Maria Teresa Punzi.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: ppu69
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Working Papers
2021
- Do Banks Price Environmental Transition Risks? Evidence from a Quasi-Natural Experiment in a Chinese Province
IMF Working Papers, International Monetary Fund View citations (27)
2019
- Do Banks Price Environmental Risk? Evidence from a Quasi Natural Experiment in the People’s Republic of China
ADBI Working Papers, Asian Development Bank Institute View citations (6)
2018
- Household Debt in SEACEN Economies
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
See also Book Household Debt in SEACEN Economies, Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre (2018) (2018)
- Role of Bank Lending in Financing Green Projects: A Dynamic Stochastic General Equilibrium Approach
Working Papers, eSocialSciences View citations (4)
2017
- Borrower heterogeneity within a risky mortgage-lending market
Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (10)
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (10) FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (1)
- Effectiveness of macroprudential policies under borrower heterogeneity
Department of Economics Working Paper Series, WU Vienna University of Economics and Business 
Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) 
See also Journal Article Effectiveness of macroprudential policies under borrower heterogeneity, Journal of International Money and Finance, Elsevier (2018) View citations (14) (2018)
- Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific
ADBI Working Papers, Asian Development Bank Institute View citations (8)
- The shortage of safe assets in the US investment portfolio: Some international evidence
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (6)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (6)
See also Journal Article The shortage of safe assets in the US investment portfolio: Some international evidence, Journal of International Money and Finance, Elsevier (2017) View citations (6) (2017)
2016
- Heterogeneity and business cycle fluctuations
FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
- International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (9)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (17) FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (6)
See also Journal Article INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (11) (2020)
2015
- Testing the Global Banking Glut Hypothesis
Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (15)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2015) View citations (15) FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (15)
See also Journal Article Testing the global banking glut hypothesis, Journal of Financial Stability, Elsevier (2015) View citations (14) (2015)
2014
- 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 Paper Series, WU Vienna University of Economics and Business (2014) View citations (59) Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (61)
See also Journal Article House prices, capital inflows and macroprudential policy, Journal of Banking & Finance, Elsevier (2014) View citations (56) (2014)
- Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model
FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (1)
Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014)  Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) 
See also Journal Article Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model, Economics Letters, Elsevier (2015) View citations (7) (2015)
2012
- Expectations-Driven Cycles in the Housing Market
Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (6)
Also in 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) Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) View citations (15) MPRA Paper, University Library of Munich, Germany (2010) View citations (11)
See also Journal Article Expectations-driven cycles in the housing market, Economic Modelling, Elsevier (2017) View citations (13) (2017)
- Housing Market and Current Account Imbalances in the International Economy
Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (3)
See also Journal Article Housing Market and Current Account Imbalances in the International Economy, Review of International Economics, Wiley Blackwell (2013) View citations (23) (2013)
2011
- Leaning Against Boom-Bust Cycles in Credit and Housing Prices
Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli View citations (32)
Also in Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2011) View citations (32) Working Papers, Banco de Portugal, Economics and Research Department (2011) View citations (45)
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)
2007
- Financing of Global Imbalances
IMF Working Papers, International Monetary Fund
Journal Articles
2021
- Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China
Journal of Corporate Finance, 2021, 69, (C) View citations (31)
- The Transmission of Euro Area Interest Rate Shocks to Asia -- Do Effects Differ When Nominal Interest Rates are Negative?
Emerging Markets Finance and Trade, 2021, 57, (13), 3818-3834
2020
- INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
Macroeconomic Dynamics, 2020, 24, (4), 774-806 View citations (11)
See also Working Paper International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound, Department of Economics Working Papers (2016) View citations (9) (2016)
- The impact of uncertainty on the macro-financial linkage with international financial exposure
Journal of Economics and Business, 2020, 110, (C) View citations (4)
2019
- The impact of energy price uncertainty on macroeconomic variables
Energy Policy, 2019, 129, (C), 1306-1319 View citations (38)
2018
- Effectiveness of macroprudential policies under borrower heterogeneity
Journal of International Money and Finance, 2018, 85, (C), 251-261 View citations (14)
See also Working Paper Effectiveness of macroprudential policies under borrower heterogeneity, Department of Economics Working Paper Series (2017) (2017)
2017
- Expectations-driven cycles in the housing market
Economic Modelling, 2017, 60, (C), 297-312 View citations (13)
See also Working Paper Expectations-Driven Cycles in the Housing Market, Discussion Papers (2012) View citations (6) (2012)
- The shortage of safe assets in the US investment portfolio: Some international evidence
Journal of International Money and Finance, 2017, 74, (C), 318-336 View citations (6)
See also Working Paper The shortage of safe assets in the US investment portfolio: Some international evidence, Department of Economics Working Papers (2017) View citations (6) (2017)
2015
- Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model
Economics Letters, 2015, 130, (C), 75-79 View citations (7)
See also Working Paper Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model, FinMaP-Working Papers (2014) View citations (1) (2014)
- Testing the global banking glut hypothesis
Journal of Financial Stability, 2015, 19, (C), 128-151 View citations (14)
See also Working Paper Testing the Global Banking Glut Hypothesis, Department of Economics Working Papers (2015) View citations (15) (2015)
2014
- Financial and economic downturns in OECD countries
Applied Economics Letters, 2014, 21, (6), 407-412 View citations (4)
- 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)
2013
- Corruption and Housing Price Volatility: Empirical Evidence - Corruzione e volatilità del mercato immobiliare: evidenze empiriche
Economia Internazionale / International Economics, 2013, 66, (3), 323-336
- Expectation-driven cycles in the housing market: Evidence from survey data
Journal of Financial Stability, 2013, 9, (4), 518-529 View citations (43)
- Housing Market and Current Account Imbalances in the International Economy
Review of International Economics, 2013, 21, (4), 601-613 View citations (23)
See also Working Paper Housing Market and Current Account Imbalances in the International Economy, Discussion Papers (2012) View citations (3) (2012)
- 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 CELEG (2011) View citations (32) (2011)
Books
2018
- Household Debt in SEACEN Economies
Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre 
See also Working Paper Household Debt in SEACEN Economies, Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2018) (2018)
Chapters
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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