Peter Claeys

Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences

Ave. Franklin D Roosevelt, 50 - C.P. 191

B-1050 Brussels

Belgium

European University Institute - Economics Department (ECO)

Researcher

Villa San Paolo

Via della Piazzuola 43

50133 Florence

Italy

SCHOLARLY PAPERS

15

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3,148

SSRN CITATIONS
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Top 21,899

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29

CROSSREF CITATIONS

16

Scholarly Papers (15)

1.

Financial Innovation in Internet Banking: A Comparative Analysis

Number of pages: 29 Posted: 28 Feb 2008
Francesca Arnaboldi and Peter Claeys
University of Milan and Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences
Downloads 1,528 (16,991)
Citation 1

Abstract:

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Banks, Internet, Innovation

2.

Internet Banking in Europe: A Comparative Analysis

Number of pages: 28 Posted: 17 Feb 2009
Peter Claeys and Francesca Arnaboldi
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and University of Milan
Downloads 954 (33,900)
Citation 3

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Banks, Internet, Innovation

3.

Policy Mix and Debt Sustainability: Evidence from Fiscal Policy Rules

Number of pages: 47 Posted: 17 Feb 2005
Peter Claeys
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences
Downloads 153 (262,609)
Citation 2

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monetary policy, fiscal policy, policy interaction and policy rules, debt sustainability

Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe

ECB Working Paper No. 1666
Number of pages: 45 Posted: 03 Jul 2014
Peter Claeys and Borek Vasicek
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and Czech National Bank (CNB)
Downloads 54 (509,828)
Citation 1

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spillover, contagion, fiscal policy, eurozone, financial crisis, FAVAR

Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe

Journal of Banking and Finance, Vol. 46, No. 1, 2014
Number of pages: 45 Posted: 07 Feb 2015
Peter Claeys and Borek Vasicek
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and Czech National Bank (CNB)
Downloads 38 (589,149)
Citation 9

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Spillover; Contagion; Fiscal policy; Eurozone; Financial crisis; FAVAR

The Dynamic Behaviour of Budget Components and Output

ECB Working Paper No. 775
Number of pages: 48 Posted: 11 Jul 2007
Peter Claeys and António Afonso
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and University of Lisbon - ISEG (School of Economics and Management)
Downloads 89 (388,804)

Abstract:

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Fiscal indicator, structural balance, SGP, SVAR, short and long-term restrictions

The Dynamic Behaviour of Budget Components and Output

Economic Modelling, Vol. 25, No. 1, pp. 93-117, 2008
Posted: 04 Jan 2008
António Afonso and Peter Claeys
University of Lisbon - ISEG (School of Economics and Management) and Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences

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fiscal indicator, structural balance, output gap, SGP, EMU, SVAR, short and long-term restrictions

6.

The Dynamic Behaviour of Budget Components and Output - the Cases of France, Germany, Portugal, and Spain

ISEG-UTL Economics Working Paper No. 26/2006/DE/UECE
Number of pages: 48 Posted: 14 Nov 2006
Peter Claeys and António Afonso
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and University of Lisbon - ISEG (School of Economics and Management)
Downloads 83 (401,844)

Abstract:

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fiscal indicator, structural balance, output gap, SGP, EMU, SVAR, short and long-term restrictions

7.

Fiscal Regime Shifts in Portugal

ISEG-UTL Department of Economics Working Paper No. 41/2009/DE/UECE
Number of pages: 29 Posted: 25 Oct 2009
António Afonso, Peter Claeys and Ricardo M. Sousa
University of Lisbon - ISEG (School of Economics and Management), Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and University of Minho
Downloads 69 (445,448)
Citation 4

Abstract:

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fiscal regimes, Markov Switching, Portugal

8.

If You Want Me to Stay, Pay: A Model of Asymmetric Federalism in Centralised Countries

Number of pages: 31 Posted: 10 Feb 2015
Peter Claeys and Federico Martire
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and University of Turin - Faculty of Economics
Downloads 42 (555,864)
Citation 2

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fiscal federalism, equalisation, decentralisation, secession, transfer schemes, side-payment, political economy, Valle d’Aosta, País Vasco

9.

How Do Experts Forecast Sovereign Spreads?

IMF Working Paper No. 16/100
Number of pages: 47 Posted: 09 Dec 2016
European Central Bank, Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and International Monetary Fund (IMF)
Downloads 37 (581,567)
Citation 2

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Bond markets, France, Italy, United Kingdom, Germany, Bonds, Bond yields, Cross country analysis, Econometric models, Regression analysis, Forecasting models, Time series, market expectations, sovereign bond spreads, survey data, Consensus Economics.

10.
Downloads 36 (587,104)
Citation 1

Fiscal Sustainability Across Government Tiers

XREAP Working Paper No. 2007-14
Number of pages: 34 Posted: 25 May 2011
Peter Claeys, Raul Ramos and Jordi Suriñach
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences, University of Barcelona - AQR and AQR-IREA
Downloads 36 (600,774)
Citation 1

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Fiscal policy, fiscal rules, EMU, SGP, fiscal federalism

Fiscal Sustainability across Government Tiers

International Economics and Economic Policy, Vol. 5, Nos. 1-2, pp. 139-163, 2008
Posted: 20 Apr 2009
Peter Claeys
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences

Abstract:

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Fiscal policy, Fiscal rules, EMU, SGP, Fiscal federalism

11.

How Do Financial Institutions Forecast Sovereign Spreads?

ECB Working Paper No. 1750
Number of pages: 44 Posted: 18 Dec 2014
European Central Bank, Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and International Monetary Fund (IMF)
Downloads 30 (622,163)

Abstract:

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market expectations, sovereign bond spreads, survey data, Consensus Economics Forecast

12.

Combine to Compete: Improving Fiscal Forecast Accuracy Over Time

UB Economics Working Papers E15/320
Number of pages: 30 Posted: 20 Apr 2015
Laura Carabotta and Peter Claeys
University of Barcelona and Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences
Downloads 22 (677,450)

Abstract:

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deficit, forecast accuracy, fiscal forecasting, forecast comparison, forecast combination, fluctuation test

13.

A Note on the Relationship between the Cyclicality of Markups and Fiscal Policy

IREA Working Paper No. 2012/15, AQR Working Paper No. 2012/08
Number of pages: 9 Posted: 16 Jul 2013
Peter Claeys and Luís F. Costa
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and ISEG - Lisbon School of Economics & Management of Universidade de Lisboa
Downloads 13 (750,108)

Abstract:

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fiscal policy, markup, cyclicality

14.

Rules, and Their Effects on Fiscal Policy

Swedish Economic Policy Review, 2008
Posted: 07 Feb 2015
Peter Claeys
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences

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Fiscal policy, debt, sustainability, Markov switching, Sweden

15.

Treasury vs. Dodgers - A Tale of Fiscal Consolidation and Tax Evasion

ISAE Working Paper No. 93
Posted: 20 Apr 2009
Maurizio Bovi and Peter Claeys
University of Rome I - Department of Economics and Law and Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences

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fiscal policy, policy rules, taxes, debt, shadow economy, Italy

Other Papers (1)

Total Downloads: 0
1.

Fiscal Sustainability across Government Tiers: An Assessment of Soft Budget Constraints

International Economics and Economic Policy, Forthcoming
Posted: 19 Mar 2008
Peter Claeys, Raul Ramos and Jordi Suriñach
Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences, University of Barcelona - AQR and AQR-IREA

Abstract:

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fiscal policy, fiscal rules, EMU, SGP, fiscal federalism