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Caterina Mendicino

Personal Details

First Name:Caterina
Middle Name:
Last Name:Mendicino
Suffix:
RePEc Short-ID:pme231
[This author has chosen not to make the email address public]
http://sites.google.com/site/caterinamendicino/
Terminal Degree:2006 Department of Economics; Stockholm School of Economics (from RePEc Genealogy)

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez, 2020. "Twin Default Crises," Working Papers 2020-01, FEDEA.
  2. Cavalcanti, Tiago & Antunes, António & Mendicino, Caterina & Peruffo, Marcel & Villamil, Anne, 2020. "Tighter Credit and Consumer Bankruptcy Insurance," CEPR Discussion Papers 14330, C.E.P.R. Discussion Papers.
  3. Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Rubio-Ramírez, Juan Francisco & Supera, Dominik, 2020. "Twin Defaults and Bank Capital Requirements," CEPR Discussion Papers 14427, C.E.P.R. Discussion Papers.
  4. Hoerova, Marie & Mendicino, Caterina & Nikolov, Kalin & Schepens, Glenn & Heuvel, Skander Van den, 2018. "Benefits and costs of liquidity regulation," Working Paper Series 2169, European Central Bank.
  5. Martina Jasova & Caterina Mendicino & Dominik Supera, 2018. "Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity," 2018 Meeting Papers 500, Society for Economic Dynamics.
  6. Guerrieri, Cinzia & Mendicino, Caterina, 2018. "Wealth effects in the euro area," Working Paper Series 2157, European Central Bank.
  7. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018. "Bank Capital in the Short and in the Long Run," Working Papers wp2018_1807, CEMFI.
  8. Caterina Mendicino & Kalin Nikolov & Javier Suarez, 2017. "Equity versus Bail-in Debt in Banking: An Agency Perspective," Working Papers wp2017_1712, CEMFI.
  9. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016. "Optimal Dynamic Capital Requirements," Working Papers wp2016_1614, CEMFI.
  10. Caterina Mendicino & Yahong Zhang, 2016. "Risk Shocks in a Small Open Economy," Working Papers 1602, University of Windsor, Department of Economics.
  11. D'Agostino, Antonello & Mendicino, Caterina, 2015. "Expectation-driven cycles: time-varying effects," Working Paper Series 1776, European Central Bank.
  12. Finocchiaro, Daria & Mendicino, Caterina, 2015. "Debt, equity and the Equity price puzzle," Working Paper Series 314, Sveriges Riksbank (Central Bank of Sweden).
  13. Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
  14. 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.
  15. Maria Teresa Punzi & Caterina Mendicino, 2014. "House Prices, Capital Inflows and Macroprudential Policy," Department of Economics Working Papers wuwp180, Vienna University of Economics and Business, Department of Economics.
  16. 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.
  17. Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers w201307, Banco de Portugal, Economics and Research Department.
  18. Ciccarelli, Matteo & Jeanfils, Philippe & Haavio, Markus & Ĉervená, Marianna & Guarda, Paolo & Mendicino, Caterina & D'Agostino, Antonello & Valderrama, Maria Teresa & Ortega, Eva & Hubrich, Kirstin &, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
  19. Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy," Working Paper 2012/08, Norges Bank.
  20. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2012. "Expectations-driven cycles in the housing market," Bank of Finland Research Discussion Papers 2/2012, Bank of Finland.
  21. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
  22. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
  23. 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.
  24. Caterina Mendicino, 2008. "On the Amplification Role of Collateral Constraints," Staff Working Papers 08-23, Bank of Canada.
  25. 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.
  26. Mendicino, Caterina, 2007. "Credit market and macroeconomic volatility," Working Paper Series 743, European Central Bank.
  27. Andrea Pescatori & Caterino Mendicino, 2005. "Credit Frictions, Housing Prices and Optimal Monetary Policy Rules," Money Macro and Finance (MMF) Research Group Conference 2005 67, Money Macro and Finance Research Group.
  28. Alessandra Bonfiglioli & Caterina Mendicino, 2005. "Financial Liberalization, Bank Crises and Growth: Assessing the links," Departmental Working Papers of Economics - University 'Roma Tre' 0044, Department of Economics - University Roma Tre.
  29. Caterina Mendicino, 2005. "Credit Market Development, Asset Prices and Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2005 74, Money Macro and Finance Research Group.
  30. 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.
  31. 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.
    repec:ptu:wpaper:w201211 is not listed on IDEAS
    repec:ptu:wpaper:w201115 is not listed on IDEAS
    repec:bof:bofrdp:2013_035 is not listed on IDEAS

Articles

  1. Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2020. "Bank capital in the short and in the long run," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 64-79.
  2. Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
  3. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018. "Optimal Dynamic Capital Requirements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1271-1297, September.
  4. Mendicino, Caterina & Zhang, Yahong, 2018. "Risk shocks in a small open economy: Business cycle dynamics in Canada," Economic Modelling, Elsevier, vol. 72(C), pages 391-409.
  5. Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018. "Optimal inflation with corporate taxation and financial constraints," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 18-31.
  6. Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
  7. Andreas Beyer & Benoît Coeuré & Caterina Mendicino, 2017. "Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 45-64.
  8. 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.
  9. Colciago, A. & Fahr, S. & Hurtado, S. & Mendicino, C. & Nikolov, K. & Supera, D., 2016. "Capital requirements in a model for the SSM area with three layers of default," Macroprudential Bulletin, European Central Bank, vol. 1.
  10. Finocchiaro, Daria & Mendicino, Caterina, 2016. "Financial shocks, comovement and credit frictions," Economics Letters, Elsevier, vol. 143(C), pages 20-23.
  11. 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.
  12. 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.
  13. 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.
  14. Caterina Mendicino, 2014. "House prices and expectations," Research Bulletin, European Central Bank, vol. 21, pages 12-15.
  15. 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.
  16. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House prices, capital inflows and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 337-355.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Mendicino, Caterina, 2012. "On the amplification role of collateral constraints," Economics Letters, Elsevier, vol. 117(2), pages 429-435.

    RePEc:ptu:bdpart:b201109 is not listed on IDEAS
    RePEc:ptu:bdpart:b201315 is not listed on IDEAS
    RePEc:ptu:bdpart:b200913 is not listed on IDEAS
    RePEc:ptu:bdpart:b201405 is not listed on IDEAS

Chapters

  1. Caterina Mendicino & Kalin Nikolov & Dominik Supera, 2017. "Capital Regulation: Lessons from a Macroeconomic Model," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), 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

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki 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 57 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 (44) 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 2012-06-25 2012-08-23 2012-09-03 2012-10-13 2013-01-07 2014-02-15 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 2018-06-25 2018-07-23 2018-11-12 2018-11-26 2019-06-10 2020-02-10 2020-06-08 2020-07-20 2020-07-20. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (41) 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 2012-06-25 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 2018-11-12 2019-06-10 2020-02-10 2020-06-08 2020-07-20 2020-07-20. Author is listed
  3. NEP-CBA: Central Banking (35) 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 2018-07-23 2018-09-03 2018-11-12 2018-11-19 2018-11-26 2019-06-10 2020-01-27 2020-06-08. Author is listed
  4. NEP-BAN: Banking (21) 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 2018-07-23 2018-09-03 2018-11-12 2018-11-26 2019-06-10 2020-01-27 2020-02-10 2020-06-08 2020-07-20 2020-07-20. Author is listed
  5. NEP-URE: Urban and 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 2012-08-23 2012-09-03 2012-10-13 2013-01-07 2014-09-05 2014-12-19 2015-06-05 2018-06-25. Author is listed
  6. NEP-MON: Monetary Economics (13) 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 2018-07-23 2018-09-03. Author is listed
  7. NEP-RMG: Risk Management (10) 2015-01-14 2015-02-11 2015-04-11 2015-09-18 2015-10-25 2017-02-05 2018-01-22 2020-01-27 2020-06-08 2020-07-20. Author is listed
  8. NEP-BEC: Business Economics (9) 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. Author is listed
  9. NEP-CFN: Corporate Finance (4) 2015-10-10 2017-07-02 2018-01-01 2018-11-19
  10. NEP-OPM: Open Economy Macroeconomics (4) 2014-09-05 2014-12-19 2018-06-25 2020-06-08
  11. NEP-FDG: Financial Development and Growth (3) 2018-11-26 2019-06-10 2020-07-20
  12. NEP-FMK: Financial Markets (3) 2006-03-05 2006-03-05 2006-03-11
  13. NEP-EEC: European Economics (2) 2018-06-25 2018-09-03
  14. NEP-FIN: Finance (2) 2004-11-07 2006-03-11
  15. NEP-IAS: Insurance Economics (2) 2020-02-10 2020-07-20
  16. NEP-IFN: International Finance (2) 2004-11-07 2020-06-08
  17. NEP-PBE: Public Economics (2) 2015-10-10 2015-10-25
  18. NEP-ACC: Accounting and Auditing (1) 2015-10-25
  19. NEP-DEV: Development (1) 2006-03-11
  20. NEP-ETS: Econometric Time Series (1) 2015-06-05
  21. NEP-MFD: Microfinance (1) 2004-11-07
  22. NEP-ORE: Operations Research (1) 2014-02-15
  23. NEP-SOG: Sociology of Economics (1) 2014-02-15

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