Details about Maria Teresa Punzi

Access statistics for papers by Maria Teresa Punzi.

Last updated 2018-06-21. Update your information in the RePEc Author Service.

Short-id: ppu69

Working Papers

2017

1. Borrower heterogeneity within a risky mortgage-lending market
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (1)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (1)
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (1)
2. 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 in Journal of International Money and Finance (2018)
3. Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific
   ADBI Working Papers, Asian Development Bank Institute View citations (1)
4. The shortage of safe assets in the US investment portfolio: Some international evidence
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (1)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (1)
   See also Journal Article in Journal of International Money and Finance (2017)

2016

5. Heterogeneity and business cycle fluctuations
   FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
6. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (6)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2016) View citations (3)
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (3)

2015

7. Testing the Global Banking Glut Hypothesis
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (8)
   Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (7)
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015) View citations (7)
   See also Journal Article in Journal of Financial Stability (2015)

2014

8. 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 (26)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (26)
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (25)
   See also Journal Article in Journal of Banking & Finance (2014)
9. 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 Papers, Vienna University of Economics and Business, Department of Economics (2014)
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014)
   See also Journal Article in Economics Letters (2015)

2013

10. Financial and economic downturns in OECD countries
    Research Discussion Papers, Bank of Finland
    See also Journal Article in Applied Economics Letters (2014)

2012

11. Expectations-driven cycles in the housing market
    Research Discussion Papers, Bank of Finland View citations (3)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (1)
    Working Papers, Banco de España (2010) View citations (4)
    Working Papers, Banco de Portugal, Economics and Research Department (2010) View citations (1)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) View citations (12)
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
    See also Journal Article in Economic Modelling (2017)
12. Housing market and current account imbalances in the international economy
    Research Discussion Papers, Bank of Finland View citations (1)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
    See also Journal Article in Review of International Economics (2013)

2011

13. Leaning Against Boom-Bust Cycles in Credit and Housing Prices
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne View citations (12)
    Also in Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli (2011) View citations (7)
    Working Papers, Banco de Portugal, Economics and Research Department (2011) View citations (28)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2007

14. Financing of Global Imbalances
    IMF Working Papers, International Monetary Fund

Journal Articles

2018

1. Effectiveness of macroprudential policies under borrower heterogeneity
   Journal of International Money and Finance, 2018, 85, (C), 251-261 View citations (2)
   See also Working Paper (2017)

2017

2. Expectations-driven cycles in the housing market
   Economic Modelling, 2017, 60, (C), 297-312 View citations (1)
   See also Working Paper (2012)
3. 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 (1)
   See also Working Paper (2017)

2015

4. Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model
   Economics Letters, 2015, 130, (C), 75-79 View citations (5)
   See also Working Paper (2014)
5. Testing the global banking glut hypothesis
   Journal of Financial Stability, 2015, 19, (C), 128-151 View citations (8)
   See also Working Paper (2015)

2014

6. Financial and economic downturns in OECD countries
   Applied Economics Letters, 2014, 21, (6), 407-412 View citations (1)
   See also Working Paper (2013)
7. House prices, capital inflows and macroprudential policy
   Journal of Banking & Finance, 2014, 49, (C), 337-355 View citations (26)
   See also Working Paper (2014)

2013

8. Confidence and economic activity: the case of Portugal
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013
9. Corruption and Housing Price Volatility: Empirical Evidence - Corruzione e volatilità del mercato immobiliare: evidenze empiriche
   Economia Internazionale / International Economics, 2013, 66, (3), 323-336
10. Expectation-driven cycles in the housing market: Evidence from survey data
    Journal of Financial Stability, 2013, 9, (4), 518-529 View citations (20)
11. Housing Market and Current Account Imbalances in the International Economy
    Review of International Economics, 2013, 21, (4), 601-613 View citations (17)
    See also Working Paper (2012)
12. Leaning against boom–bust cycles in credit and housing prices
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 View citations (96)
    See also Working Paper (2011)

2011

13. 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

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 View citations (1)