Details about Maria Teresa Punzi

Access statistics for papers by Maria Teresa Punzi.

Last updated 2022-01-13. Update your information in the RePEc Author Service.

Short-id: ppu69

Working Papers

2021

1. Do Banks Price Environmental Transition Risks? Evidence from a Quasi-Natural Experiment in a Chinese Province
   IMF Working Papers, International Monetary Fund View citations (1)

2019

2. 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 (2)

2018

3. Household Debt in SEACEN Economies
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   See also Book (2018)
4. Role of Bank Lending in Financing Green Projects: A Dynamic Stochastic General Equilibrium Approach
   Working Papers, eSocialSciences

2017

5. Borrower heterogeneity within a risky mortgage-lending market
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (5)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (5)
   FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (1)
6. Effectiveness of macroprudential policies under borrower heterogeneity
   Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
   Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017)
   See also Journal Article in Journal of International Money and Finance (2018)
7. Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific
   ADBI Working Papers, Asian Development Bank Institute View citations (6)
8. 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 (5)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2017) View citations (5)
   See also Journal Article in Journal of International Money and Finance (2017)

2016

9. Heterogeneity and business cycle fluctuations
   FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
10. 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 (6)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2016) View citations (15)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) View citations (4)
    See also Journal Article in Macroeconomic Dynamics (2020)

2015

11. Testing the Global Banking Glut Hypothesis
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (9)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015) View citations (8)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2015) View citations (8)
    See also Journal Article in Journal of Financial Stability (2015)

2014

12. House Prices, Capital Inflows and Macroprudential Policy
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (42)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (41)
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (42)
    See also Journal Article in Journal of Banking & Finance (2014)
13. 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

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

2012

15. Expectations-Driven Cycles in the Housing Market
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (2)
    Research Discussion Papers, Bank of Finland (2012) View citations (3)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2010) View citations (13)
    Working Papers, Banco de Portugal, Economics and Research Department (2010) View citations (2)
    Working Papers, Banco de España (2010) View citations (5)
    See also Journal Article in Economic Modelling (2017)
16. Housing Market and Current Account Imbalances in the International Economy
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
    Also in Research Discussion Papers, Bank of Finland (2012) View citations (1)
    See also Journal Article in Review of International Economics (2013)

2011

17. Leaning Against Boom-Bust Cycles in Credit and Housing Prices
    Working Papers, Banco de Portugal, Economics and Research Department View citations (35)
    Also in Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli (2011) View citations (9)
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne (2011) View citations (14)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2007

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

Journal Articles

2021

1. Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China
   Journal of Corporate Finance, 2021, 69, (C) View citations (1)
2. 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

3. INTERNATIONAL HOUSING MARKETS, UNCONVENTIONAL MONETARY POLICY, AND THE ZERO LOWER BOUND
   Macroeconomic Dynamics, 2020, 24, (4), 774-806 View citations (1)
   See also Working Paper (2016)
4. The impact of uncertainty on the macro-financial linkage with international financial exposure
   Journal of Economics and Business, 2020, 110, (C) View citations (2)

2019

5. The impact of energy price uncertainty on macroeconomic variables
   Energy Policy, 2019, 129, (C), 1306-1319 View citations (8)

2018

6. Effectiveness of macroprudential policies under borrower heterogeneity
   Journal of International Money and Finance, 2018, 85, (C), 251-261 View citations (7)
   See also Working Paper (2017)

2017

7. Expectations-driven cycles in the housing market
   Economic Modelling, 2017, 60, (C), 297-312 View citations (5)
   See also Working Paper (2012)
8. 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 (5)
   See also Working Paper (2017)

2015

9. 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)
10. Testing the global banking glut hypothesis
    Journal of Financial Stability, 2015, 19, (C), 128-151 View citations (12)
    See also Working Paper (2015)

2014

11. Financial and economic downturns in OECD countries
    Applied Economics Letters, 2014, 21, (6), 407-412 View citations (2)
    See also Working Paper (2013)
12. House prices, capital inflows and macroprudential policy
    Journal of Banking & Finance, 2014, 49, (C), 337-355 View citations (42)
    See also Working Paper (2014)

2013

13. 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)
14. Corruption and Housing Price Volatility: Empirical Evidence - Corruzione e volatilità del mercato immobiliare: evidenze empiriche
    Economia Internazionale / International Economics, 2013, 66, (3), 323-336
15. Expectation-driven cycles in the housing market: Evidence from survey data
    Journal of Financial Stability, 2013, 9, (4), 518-529 View citations (32)
16. Housing Market and Current Account Imbalances in the International Economy
    Review of International Economics, 2013, 21, (4), 601-613 View citations (21)
    See also Working Paper (2012)
17. Leaning against boom–bust cycles in credit and housing prices
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1500-1522 View citations (131)
    See also Working Paper (2011)

2011

18. 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)

Books

2018

1. Household Debt in SEACEN Economies
   Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre
   See also Working Paper (2018)

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)