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Caterina Mendicino

Personal Details

First Name:Caterina
Middle Name:
Last Name:Mendicino
Suffix:
RePEc Short-ID:pme231
http://sites.google.com/site/caterinamendicino/
Banco de Portugal, DEE R. Francisco Ribeiro, N. 2 1150, Lisboa, portugal
351-213130063
Terminal Degree:2006 Department of Economics; Handelshögskolan i Stockholm (from RePEc Genealogy)

Affiliation

(63%) European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

(31%) Banco de Portugal

Lisboa, Portugal
http://www.bportugal.pt/

: 21 321 32 00
21 346 48 43
R. do Ouro, 27, 1100 LISBOA
RePEc:edi:bdpgvpt (more details at EDIRC)

(6%) Unidade de Estudos sobre Complexidade e Economia (UECE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~uece/

: +351-213 925 912
+351-213 971 196
Rua Miguel Lupi 20, 1249-078 Lisboa
RePEc:edi:ueutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Kalin Nikolov & Javier Suarez & Dominik Supera & Caterina Mendicino, 2017. "Optimal Dynamic Capital Requirements," 2017 Meeting Papers 1216, Society for Economic Dynamics.
  2. Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier, 2017. "Equity versus Bail-in Debt in Banking: An Agency Perspective," CEPR Discussion Papers 12104, C.E.P.R. Discussion Papers.
  3. Caterina Mendicino & Yahong Zhang, 2016. "Risk Shocks in a Small Open Economy," Working Papers 1602, University of Windsor, Department of Economics.
  4. D'Agostino, Antonello & Mendicino, Caterina, 2015. "Expectation-driven cycles: time-varying effects," Working Paper Series 1776, European Central Bank.
  5. Finocchiaro, Daria & Mendicino, Caterina, 2015. "Debt, equity and the Equity price puzzle," Working Paper Series 314, Sveriges Riksbank (Central Bank of Sweden).
  6. Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015. "Optimal inflation with corporate taxation and financial constraints," BIS Working Papers 520, Bank for International Settlements.
  7. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House Prices, Capital Inflows and Macroprudential Policy," FinMaP-Working Papers 10, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  8. L. Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers 533, Banque de France.
  9. Haavio, Markus & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Financial and economic downturns in OECD countries," Research Discussion Papers 35/2013, Bank of Finland.
  10. Hubrich, Kirstin & D’Agostino, Antonello & Cervená, Marianna & Ciccarelli, Matteo & Guarda, Paolo & Haavio, Markus & Jeanfils, Philippe & Mendicino, Caterina & Ortega, Eva & Valderrama, Maria Teresa &, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
  11. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series 2012-11, Federal Reserve Bank of San Francisco.
  12. Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  13. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers CELEG 1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  14. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España;Working Papers Homepage.
  15. Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama, 2009. "Consumption, Housing Collateral, and the Canadian Business Cycle," Staff Working Papers 09-26, Bank of Canada.
  16. Caterina Mendicino, 2008. "On the Amplification Role of Collateral Constraints," Staff Working Papers 08-23, Bank of Canada.
  17. Ali Dib & Caterina Mendicino & Yahong Zhang, 2008. "Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis," Staff Working Papers 08-40, Bank of Canada.
  18. Caterina Mendicino, 2006. "Credit Market and Macroeconomic Volatility," 2006 Meeting Papers 317, Society for Economic Dynamics.
  19. Caterina Mendicino, 2005. "Credit Market Development, Asset Prices and Business Cycle," Computing in Economics and Finance 2005 120, Society for Computational Economics.
  20. Caterina Mendicino, 2005. "Credit Market Development, Economic Performance and Business Cycle Volatility," Departmental Working Papers of Economics - University 'Roma Tre' 0043, Department of Economics - University Roma Tre.
  21. Bonfiglioli, Alessandra & Mendicino, Caterina, 2004. "Financial Liberalization, Banking Crises and Growth: Assessing the Links," SSE/EFI Working Paper Series in Economics and Finance 567, Stockholm School of Economics.
  22. Caterina Mendicino & Andrea Pescatori, 2004. "Credit Frictions, housing prices and optimal monetary policy Rules," Departmental Working Papers of Economics - University 'Roma Tre' 0042, Department of Economics - University Roma Tre.
  23. Alessandra Bonfiglioli & Caterina Mendicino, 2004. "Financial liberalization, bank crises and growth: Assessing the links," Economics Working Papers 946, Department of Economics and Business, Universitat Pompeu Fabra.

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Articles

  1. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
  2. Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017. "Monetary policy shocks: We got news!," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
  3. Finocchiaro, Daria & Mendicino, Caterina, 2016. "Financial shocks, comovement and credit frictions," Economics Letters, Elsevier, vol. 143(C), pages 20-23.
  4. Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama, 2016. "Consumption, housing collateral and the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 207-236, February.
  5. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
  6. Clerc, L. & Nikolov, K. & Derviz, A. & Stracca, L. & Mendicino, C. & Suarez, J. & Moyen, S. & Vardoulakis, A., 2014. "Macroprudential capital tools: assessing their rationale and effectiveness," Financial Stability Review, Banque de France, issue 18, pages 183-194, April.
  7. Caterina Mendicino, 2014. "House prices and expectations," Research Bulletin, European Central Bank, vol. 21, pages 12-15.
  8. Mendicino, Caterina & Prado, Mauricio, 2014. "Heterogeneous firms and the impact of government policy on welfare and informality," Economics Letters, Elsevier, vol. 124(1), pages 151-156.
  9. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House prices, capital inflows and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 337-355.
  10. Markus Haavio & Caterina Mendicino & Maria Teresa Punzi, 2014. "Financial and economic downturns in OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 21(6), pages 407-412, April.
  11. Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013. "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1500-1522.
  12. Dib, Ali & Mendicino, Caterina & Zhang, Yahong, 2013. "Price-level targeting rules and financial shocks: The case of Canada," Economic Modelling, Elsevier, vol. 30(C), pages 941-953.
  13. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2013. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 219-276, June.
  14. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, vol. 9(4), pages 518-529.
  15. Mendicino, Caterina, 2012. "On the amplification role of collateral constraints," Economics Letters, Elsevier, vol. 117(2), pages 429-435.

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Chapters

  1. Caterina Mendicino & Kalin Nikolov & Dominik Supera, 2017. "Capital Regulation: Lessons from a Macroeconomic Model," World Scientific Book Chapters,in: Achieving Financial Stability Challenges to Prudential Regulation, chapter 10, pages 121-131 World Scientific Publishing Co. Pte. Ltd..
  2. Caterina Mendicino & Maria Teresa Punzi, 2011. "Boom-bust cycles and stabilisation policy - monetary and macroprudential rules: a loss function approach," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 58-65 Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 44 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (37) 2006-03-05 2006-03-05 2007-01-13 2008-07-20 2008-08-06 2008-10-21 2009-10-17 2010-01-23 2010-03-06 2010-07-10 2010-07-31 2010-11-06 2011-03-19 2011-03-26 2011-04-02 2011-05-30 2012-01-25 2012-06-25 2012-08-23 2012-09-03 2012-10-13 2013-01-07 2013-03-23 2013-12-29 2014-09-05 2014-12-19 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-04 2015-10-10 2015-10-25 2016-02-17 2016-04-16 2017-02-05 2018-01-01. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (36) 2006-03-05 2006-03-05 2007-01-13 2008-07-20 2008-08-06 2008-10-21 2009-10-17 2010-01-23 2010-03-06 2010-07-10 2010-07-31 2010-11-06 2011-03-19 2011-04-02 2011-05-30 2012-01-25 2012-06-25 2012-08-23 2012-09-03 2012-10-13 2013-01-07 2013-08-05 2014-09-05 2014-12-19 2015-01-14 2015-02-11 2015-04-11 2015-06-05 2015-09-18 2015-10-10 2015-10-25 2015-10-25 2016-02-17 2016-04-16 2017-02-05 2018-01-22. Author is listed
  3. NEP-CBA: Central Banking (27) 2006-03-05 2008-10-21 2010-01-23 2010-03-06 2010-07-10 2010-07-31 2010-11-06 2011-03-19 2011-03-26 2011-04-02 2011-09-16 2012-06-25 2013-08-05 2014-09-05 2014-12-19 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-04 2015-10-10 2015-10-25 2015-10-25 2017-02-05 2017-07-02 2017-10-29 2018-01-22. Author is listed
  4. NEP-URE: Urban & Real Estate Economics (19) 2006-03-05 2009-10-17 2010-01-23 2010-03-06 2010-07-10 2010-07-31 2010-11-06 2011-03-19 2011-03-26 2011-04-02 2011-09-16 2012-01-25 2012-08-23 2012-09-03 2012-10-13 2013-01-07 2014-09-05 2014-12-19 2015-06-05. Author is listed
  5. NEP-BAN: Banking (11) 2007-01-13 2012-06-25 2012-09-03 2012-10-13 2013-01-07 2014-09-05 2014-12-19 2017-02-05 2017-07-02 2017-10-29 2018-01-22. Author is listed
  6. NEP-MON: Monetary Economics (11) 2006-03-05 2008-10-21 2011-03-26 2012-09-03 2012-10-13 2013-01-07 2013-08-05 2014-09-05 2014-12-19 2015-10-10 2018-01-01. Author is listed
  7. NEP-BEC: Business Economics (10) 2008-07-20 2008-08-06 2009-10-17 2010-01-23 2010-03-06 2010-07-10 2010-07-31 2011-05-30 2011-09-16 2012-01-25. Author is listed
  8. NEP-RMG: Risk Management (7) 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-25 2017-02-05 2018-01-22. Author is listed
  9. NEP-CFN: Corporate Finance (3) 2015-10-10 2017-07-02 2018-01-01
  10. NEP-FMK: Financial Markets (3) 2006-03-05 2006-03-05 2006-03-11
  11. NEP-OPM: Open Economy Macroeconomics (3) 2013-03-23 2014-09-05 2014-12-19
  12. NEP-FIN: Finance (2) 2004-11-07 2006-03-11
  13. NEP-IFN: International Finance (2) 2004-11-07 2013-03-23
  14. NEP-PBE: Public Economics (2) 2015-10-10 2015-10-25
  15. NEP-ACC: Accounting & Auditing (1) 2015-10-25
  16. NEP-DEV: Development (1) 2006-03-11
  17. NEP-EEC: European Economics (1) 2013-03-23
  18. NEP-ETS: Econometric Time Series (1) 2015-06-05
  19. NEP-FOR: Forecasting (1) 2013-12-29
  20. NEP-MFD: Microfinance (1) 2004-11-07

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