Caterina Mendicino

Bank of Portugal

Economist

Rua Francisco Ribeiro, 2

Lisbon, 1150-165

Portugal

European Central Bank (ECB) - Directorate General Research

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

  • Bank of Portugal

  • European Central Bank (ECB) - Directorate General Research

SCHOLARLY PAPERS

20

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Scholarly Papers (20)

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1.

House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy

Forthcoming, International Journal of Central Banking, Norges Bank Working Paper 2012|08
Number of pages: 52 Posted: 02 May 2013 Last Revised: 07 Jul 2016
Paolo Gelain, Kevin J. Lansing and Caterina Mendicino
Norges Bank, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Bank of Portugal
Downloads 432 (66,394)
Citation 17

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Asset pricing, Excess volatility, Credit booms, Housing bubbles, Monetary policy, Macroprudential policy

2.

Financial Liberalization, Bank Crises and Growth: Assessing the Links

Economics and Finance Working Paper No. 567
Number of pages: 28 Posted: 23 Jul 2007
Alessandra Bonfiglioli and Caterina Mendicino
Universitat Pompeu Fabra, Economics Department and Bank of Portugal
Downloads 334 (89,695)
Citation 5

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Capital account liberalization, equity market liberalization, financial development, institutions, dynamic panel data

3.

Low Inflation in the Euro Area: Causes and Consequences

ECB Occasional Paper No. 181
Number of pages: 89 Posted: 03 Feb 2017
Matteo Ciccarelli, Chiara Osbat, Elena Bobeica, Caroline Jardet, Marek Jarocinski, Caterina Mendicino, Alessandro Notarpietro, Sergio Santoro and Arnoud Stevens
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), Bank of Portugal, Bank of Italy, Bank of Italy and National Bank of Belgium
Downloads 267 (114,213)
Citation 12

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low inflation, Phillips curve, inflation expectations, unconventional monetary policy

4.

Expectations-Driven Cycles in the Housing Market

Downloads 235 (130,193)
Citation 27

Expectations-Driven Cycles in the Housing Market

Center for Fiscal Policy, EPFL, Chair of International Finance (CFI) Working Paper No. 2010-01
Number of pages: 64 Posted: 14 Jan 2010 Last Revised: 28 Nov 2010
Luisa Lambertini, Caterina Mendicino and Maria Teresa Punzi
Ecole Polytechnique Fédérale de Lausanne, Bank of Portugal and Vienna University of Economics and Business
Downloads 115 (241,778)
Citation 13

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boom-bust cycles, credit frictions, housing market

Expectations-Driven Cycles in the Housing Market

Bank of Finland Research Discussion Paper No. 2/2012
Number of pages: 40 Posted: 05 Feb 2012
Luisa Lambertini, Maria Teresa Punzi and Caterina Mendicino
Ecole Polytechnique Fédérale de Lausanne, Vienna University of Economics and Business and Bank of Portugal
Downloads 77 (315,508)
Citation 15

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boom-bust cycles, credit frictions, housing market

Expectations-Driven Cycles in the Housing Market

Banco de Espana Working Paper No. 1021
Number of pages: 56 Posted: 03 Jul 2010
Luisa Lambertini, Caterina Mendicino and Maria Teresa Punzi
Ecole Polytechnique Fédérale de Lausanne, Bank of Portugal and Vienna University of Economics and Business
Downloads 43 (421,635)
Citation 11

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boom-bust cycles, credit frictions, housing market

5.

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Downloads 190 (160,871)
Citation 50

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Banque de France Working Paper No. 533
Number of pages: 63 Posted: 03 Jan 2015
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez and Alexandros Vardoulakis
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 155 (191,723)
Citation 55

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Macroprudential policy; Financial frictions; Default risk

Capital Regulation in a Macroeconomic Model with Three Layers of Default

ECB Working Paper No. 1827
Number of pages: 60 Posted: 11 Jul 2015
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen, Kalin Nikolov, Livio Stracca, Javier Suarez and Alexandros Vardoulakis
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System
Downloads 35 (460,364)

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Default risk; Financial frictions; Macroprudential policy

Capital Regulation in a Macroeconomic Model with Three Layers of Default

CEPR Discussion Paper No. DP10316
Number of pages: 58 Posted: 23 Jan 2015
Laurent Clerc, Alexis Derviz, Caterina Mendicino, Stephane Moyen and Kalin Nikolov
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre and European Central Bank (ECB)
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Default risk, Financial frictions, Macroprudential policy

6.

Credit Market and Macroeconomic Volatility

ECB Working Paper No. 743
Number of pages: 49 Posted: 11 Apr 2007
Caterina Mendicino
Bank of Portugal
Downloads 150 (195,604)

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credit frictions, reallocation of capital, asset prices

7.

Leaning Against Boom-Bust Cycles in Credit and Housing Prices

Center for Fiscal Policy, EPFL, Chair of International Finance (CFI) Working Paper No. 2011-01
Number of pages: 30 Posted: 25 Mar 2011 Last Revised: 21 Feb 2012
Luisa Lambertini, Caterina Mendicino and Maria Teresa Punzi
Ecole Polytechnique Fédérale de Lausanne, Bank of Portugal and Vienna University of Economics and Business
Downloads 96 (272,437)
Citation 19

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Expectations-driven cycles, Macro-prudential policy, Monetary policy, Welfare analysis

8.

Benefits and Costs of Liquidity Regulation

ECB Working Paper No. 2169
Number of pages: 67 Posted: 19 Jul 2018
Marie Hoerova, Caterina Mendicino, Kalin Nikolov, Glenn Schepens and Skander Van den Heuvel
European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), ECB -Financial Research Division and Federal Reserve Board
Downloads 88 (288,075)

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Banking, Liquidity regulation, Capital requirements, Central bank, Lender-of-last-resort

9.

Rollover Risk and Bank Lending Behavior: Evidence From Unconventional Central Bank Liquidity

Number of pages: 43 Posted: 09 Aug 2018 Last Revised: 24 Aug 2018
Martina Jasova, Caterina Mendicino and Dominik Supera
Columbia University, Barnard College - Department of Economics, Bank of Portugal and University of Pennsylvania - The Wharton School
Downloads 86 (292,296)
Citation 2

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Bank Credit, Monetary Policy, Rollover Risk, Debt Maturity, Collateral

10.

Housing Market Dynamics: Any News?

ECB Working Paper No. 1775
Number of pages: 59 Posted: 02 Apr 2015
Sandra Gomes and Caterina Mendicino
Bank of Portugal and Bank of Portugal
Downloads 78 (309,939)

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housing market, Bayesian estimation, news shocks, local identification, financial frictions, survey expectations

11.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Kirstin Hubrich, Antonello D'Agostino, Marianna Cervena, Matteo Ciccarelli, Paolo Guarda, Markus Haavio, Philippe Jeanfils, Caterina Mendicino, Eva Ortega, Maria Teresa Valderrama and Marianna Valentinyine Endresz
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, Bank of Portugal, Bank of Spain, Research Department, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 74 (319,598)

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities

12.

Optimal Dynamic Capital Requirements

Number of pages: 31 Posted: 14 Nov 2017
Caterina Mendicino, Kalin Nikolov, Javier Suarez and Dominik Supera
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 72 (324,488)
Citation 7

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Macroprudential policy; Bank fragility; Capital requirements; Financial frictions; Default risk

13.

Optimal Inflation with Corporate Taxation and Financial Constraints

Downloads 58 (362,921)
Citation 2

Optimal Inflation with Corporate Taxation and Financial Constraints

BIS Working Paper No. 520
Number of pages: 39 Posted: 14 Oct 2015
Daria Finocchiaro, Giovanni Lombardo, Caterina Mendicino and Philippe Weil
Sveriges Riksbank - Research Division, Bank for International Settlements (BIS), Bank of Portugal and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 40 (433,808)

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optimal monetary policy, Friedman rule, credit frictions, tax benefits of debt

Optimal Inflation With Corporate Taxation and Financial Constraints

Riksbank Research Paper Series No. 135, Sveriges Riksbank Working Paper Series No. 311
Number of pages: 38 Posted: 18 May 2016
Daria Finocchiaro, Giovanni Lombardo, Caterina Mendicino and Philippe Weil
Sveriges Riksbank - Research Division, Bank for International Settlements (BIS), Bank of Portugal and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 18 (553,608)
Citation 2

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optimal monetary policy, Friedman rule, credit frictions, tax benefits of debt

Optimal Inflation with Corporate Taxation and Financial Constraints

CEPR Discussion Paper No. DP10847
Number of pages: 38 Posted: 29 Sep 2015
Daria Finocchiaro, Giovanni Lombardo, Caterina Mendicino and Philippe Weil
Sveriges Riksbank - Research Division, European Central Bank (ECB), Bank of Portugal and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
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credit frictions, Friedman rule, optimal monetary policy, tax benefits of debt

14.

Bank Capital in the Short and in the Long Run

Downloads 41 (420,962)
Citation 1

Bank Capital in the Short and in the Long Run

Number of pages: 42 Posted: 01 Aug 2018
Caterina Mendicino, Kalin Nikolov, Javier Suarez and Dominik Supera
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 26 (502,751)
Citation 1

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Macroprudential Policy, Bank Fragility, Financial Frictions, Default Risk, Effective Lower Bound, Transition Dynamics

Bank Capital in the Short and in the Long Run

ECB Working Paper No. 2286 (2019); ISBN 978-92-899-3548-7
Number of pages: 35 Posted: 29 May 2019
Caterina Mendicino, Kalin Nikolov, Javier Suarez and Dominik Supera
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 15 (573,285)

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macroprudential policy, default risk, effective lower bound, transitional dynamics

Bank Capital in the Short and in the Long Run

CEPR Discussion Paper No. DP13152
Number of pages: 45 Posted: 17 Sep 2018
Caterina Mendicino, Kalin Nikolov, Javier Suarez and Dominik Supera
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
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Bank Fragility, Default Risk, effective lower bound, Financial Frictions, macroprudential policy, Transition Dynamics

15.

Debt, Equity and the Equity Price Puzzle

Riksbank Research Paper Series No. 138, Sveriges Riksbank Working Paper Series No. 314
Number of pages: 13 Posted: 19 May 2016
Daria Finocchiaro and Caterina Mendicino
Sveriges Riksbank - Research Division and Bank of Portugal
Downloads 34 (449,606)

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liquidity shocks, collateral constraints, stock prices, co-movement

16.

Expectation-Driven Cycles: Time-Varying Effects

ECB Working Paper No. 1776
Number of pages: 34 Posted: 02 Apr 2015
Antonello D'Agostino and Caterina Mendicino
European Stability Mechanism and Bank of Portugal
Downloads 30 (467,917)

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survey expectations, economic fluctuations, stochastic volatility, time varying vector autoregression

17.

Financial and Economic Downturns in OECD Countries

Bank of Finland Research Discussion Paper No. 35/2013
Number of pages: 19 Posted: 13 Mar 2014
Markus Haavio, Caterina Mendicino and Maria Teresa Punzi
Bank of Finland - Research, Bank of Portugal and Vienna University of Economics and Business
Downloads 30 (467,917)
Citation 3

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macro-financial linkages, turning point analysis, probit models

18.

Wealth Effects in the Euro Area

ECB Working Paper No. 2157
Number of pages: 46 Posted: 19 Jun 2018
Cinzia Guerrieri and Caterina Mendicino
LUISS Guido Carli University and Bank of Portugal
Downloads 20 (522,565)

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households wealth, financial assets, consumption dynamics, wealth effects

19.

Equity Versus Bail-In Debt in Banking: An Agency Perspective

CEPR Discussion Paper No. DP12104
Number of pages: 46 Posted: 26 Jun 2017
Caterina Mendicino, Kalin Nikolov and Javier Suarez
Bank of Portugal, European Central Bank (ECB) and Centre for Monetary and Financial Studies (CEMFI)
Downloads 1 (652,918)
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agency problems, bail-in debt, Bank Regulation, loss absorbing capacity, risk shifting

20.

Consumption, Housing Collateral and the Canadian Business Cycle

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 49, Issue 1, pp. 207-236, 2016
Number of pages: 30 Posted: 15 Sep 2016
Ian Christensen, Paul Corrigan, Caterina Mendicino and Shin‐Ichi Nishiyama
Government of Canada - Bank of Canada, Michigan State University - Department of Economics, Bank of Portugal and Tohoku University
Downloads 0 (670,601)
Citation 1
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