Mendicino, Caterina

Research
Division
Current position
Lead Economist
Fields of interest
Macroeconomics and Monetary Economics,
Financial Economics
Other current responsibilities
Education
Professional experience
Teaching experience
Awards
ECB Working Paper Series
2020
2019
2018
2015
2007
ECB Occasional Paper Series
ECB Other publications
Journal publications
2021
Policy Uncertainty, Lender of Last Resort and the Real Economy
Journal of Monetary Economics, In Press
Expectation-Driven Cycles and the Changing Dynamics of Unemployment
Journal of Money Credit and Banking, In Press
2020
Bank Capital in the Short and in the Long Run
Journal of Monetary Economics, Volume 115, November 2020, Pages 64-79
2019
Inflation Dynamics and Adaptive Expectations in an Estimated DSGE Model
Journal of Macroeconomics, Volume 59, January, Pages 258-277
2018
Optimal Inflation with Corporate Taxation and Financial Constraints
Journal of Monetary Economics, Volume 95, May 2018, Pages 18-31
Risk Shocks in a Small Open Economy: Business Cycle Dynamics in Canada
Economic Modelling, Volume 72, June 2018, Pages 391-409
Optimal Dynamic Capital Requirements
Journal of Money Credit and Banking, Volume 50, May 2018, Pages 1271-1297
2017
Monetary Policy Shocks: We Got News!
Journal of Economic Dynamics and Control, Volume 74, January 2017, Pages 108–128.
Expectations-Driven Cycles in the Housing Market
Economic Modelling, Volume 60, January 2017, Pages 297-312.
2016
Housing Collateral, Residential Investment and the Canadian Business Cycle
Canadian Journal of Economics, February 2016, vol. 49 (1)
Financial Shocks, Comovement and Credit Frictions
Economics Letters, Volume 143, June 2016, Pages 20–23
2015
Assessing Capital Requirements in a Macroeconomic Model with Three Layers of Defaults
International Journal of Central Banking, Vol. 11 No. 3, June 2015, Pages 9-63.
2014
House Prices, Capital Inflows and Macroprudential Policy
Journal of Banking and Finance., Volume 49, December 2014, Pages 337–355
Financial and Economic Downturns in OECD Countries
Applied Economics Letters, Vol. 21(6), 2014, Pages 407-412.
Heterogeneous Firms and the Impact of Government Policy on Welfare and Informality
Economics Letters, Volume 124, Issue 1, July 2014, Pages 151-156
2013
Leaning Against Boom-Bust Cycles in Credit and Housing Prices: Monetary and Macroprudential Policy
Journal Economic Dynamics and Control, Volume 37, Issue 8, August 2013, Pages 1500–1522.
Expectation-Driven Cycles in the Housing Market: Evidence from Survey
Journal of Financial Stability, Volume 9(4), December 2013, Pages 518-529
Price-Level Targeting Rules and Financial Shocks: the Case of Canada
Economic Modelling, Volume 30, January 2013, Pages 941-953
House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy
International Journal of Central Banking, Volume 9, Number 2, June 2013, Pages 219-276.
2012
On the Amplification Role of Collateral Constraints
Economics Letters, Volume 117, Issue 2, November 2012, Pages 429–435
Other publications
2017
Capital Regulation: Lessons from a Macroeconomic Model
Achieving Financial Stability Challenges to Prudential Regulation, World Schientific Publishing Co., D. D Evanoff, G. G Kaufman, A. Leonello & S. Manganelli
2016
Capital requirements in a model for the SSM area with three layers of default
Macroprudential Bulletin, European Central Bank, vol. 1
2014
Macroprudential capital tools: assessing their rationale and effectiveness
Financial Stability Review, Banque de France, issue 18, pages 183-194, April.
2013
2011
Boom-Bust Cycles and Stabilization Policy
Macroprudential Regulation and Policy, Bank for International Settlements, ISBN: 1609-0381.
"Stabilization Policy and Boom-Bust Cycles - Monetary and Macro-Prudential Rules
Economic Bulletin Article, Bank of Portugal
2010
Housing Market and Macroeconomic Boom-Bust Cycles
Moneda y Crédito, vol. 230, 2010. ISSN:0026-959X.
2009
Monetary Policy Expectations and Boom-Bust Cycles in the Housing Market
Economic Bulletin Article, Bank of Portugal
2006
Financial Market Imperfections, Business Cycle Fluctuations and Economic Growth
The Economics Institute for Research EFI, ISBN: 91-7258-705-9.
2004
Financial Liberalization, Bank Crises and Growth: Assessing the links
SSE/EFI Working Paper Series in Economics and Finance 567, Stockholm School of Economics