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Caterina Mendicino

Bank of Portugal

Economist

Rua Francisco Ribeiro, 2

Lisbon, 1150-165

Portugal

SCHOLARLY PAPERS

14

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Top 25,473

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1,432

CITATIONS
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Top 16,850

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20

Scholarly Papers (14)

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1.

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 277 (82,712)
Citation 5

Abstract:

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

2.

Expectations-Driven Cycles in the Housing Market

Downloads 205 (120,956)
Citation 3

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 104 (213,684)
Citation 4

Abstract:

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 67 (282,284)
Citation 4

Abstract:

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 34 (382,801)
Citation 4

Abstract:

boom-bust cycles, credit frictions, housing market

3.

Credit Market and Macroeconomic Volatility

ECB Working Paper No. 743
Number of pages: 49 Posted: 11 Apr 2007
Caterina Mendicino
Bank of Portugal
Downloads 138 (165,788)
Citation 1

Abstract:

credit frictions, reallocation of capital, asset prices

4.

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Downloads 121 (190,189)
Citation 1

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 95 (227,675)
Citation 1

Abstract:

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 26 (419,538)
Citation 1

Abstract:

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)
Downloads 0
Citation 1
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Abstract:

Default risk, Financial frictions, Macroprudential policy

5.

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 73 (241,026)
Citation 3

Abstract:

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

6.

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 Bank of San Francisco and Bank of Portugal
Downloads 66 (98,250)
Citation 4

Abstract:

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

7.

Optimal Inflation with Corporate Taxation and Financial Constraints

Downloads 46 (333,850)

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 33 (386,844)

Abstract:

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 13 (493,240)

Abstract:

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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Abstract:

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

8.

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 35 (300,297)

Abstract:

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

9.

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 25 (398,483)

Abstract:

macro-financial linkages, turning point analysis, probit models

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 15 (330,897)

Abstract:

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

11.

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 13 (427,543)

Abstract:

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

12.

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 0 (224,556)

Abstract:

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

13.

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 (547,971)
Citation 3
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Abstract:

14.

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 0 (385,629)

Abstract:

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

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