Jacopo Cimadomo

European Central Bank

Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

22

DOWNLOADS

2,498

SSRN CITATIONS

167

CROSSREF CITATIONS

154

Scholarly Papers (22)

1.

Monetary-Fiscal Policy Interactions in the Euro Area

ECB Occasional Paper No. 2021/273
Number of pages: 130 Posted: 23 Sep 2021 Last Revised: 04 Feb 2022
International Monetary Fund (IMF) - Research Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, Banco de España, European Central Bank (ECB), European Central Bank (ECB), Morgan Stanley, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, Banco de España, European Central Bank (ECB), European Central Bank (ECB), Deutsche BundesbankEuropean Central Bank (ECB)University of Kiel, European Central Bank (ECB), European Central Bank, University of Bonn, European Central Bank (ECB), European Central Bank (ECB), University of Auckland, Banco de España, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), Banque de France, De Nederlandsche Bank, Bank of Italy, New University of Lisbon - Nova School of Business and Economics, Bank of Portugal, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank - Research Department, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), University of Essex - Institute for Social and Economic Research (ISER) and European Central Bank (ECB)
Downloads 441 (128,302)
Citation 1

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Fiscal Policy, Monetary Policy, Monetary Union

2.

Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces

ECB Working Paper No. 1219
Number of pages: 64 Posted: 19 Jul 2010
Markus Kirchner, Jacopo Cimadomo and Sebastian Hauptmeier
Central Bank of Chile, European Central Bank and European Central Bank (ECB) - Directorate General Economics
Downloads 265 (222,993)
Citation 1

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Government spending shocks, Fiscal transmission mechanism, Structural change, Structural vector autoregressions, Time-varying parameter models

3.
Downloads 234 (251,966)
Citation 18

Fiscal Policy in Real Time

ECB Working Paper No. 919
Number of pages: 56 Posted: 11 Aug 2008 Last Revised: 17 Nov 2021
Jacopo Cimadomo
European Central Bank
Downloads 130 (421,056)
Citation 12

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Fiscal policy, real-time data, revision errors, endogenous threshold models

Fiscal Policy in Real Time

CEPII Working Paper No. 2007-10
Number of pages: 55 Posted: 29 May 2007
Jacopo Cimadomo
European Central Bank
Downloads 104 (499,324)
Citation 20

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Fiscal policy, Cyclical stabilization, Real-time data, Threshold models

4.

Changing Patterns of Domestic and Cross-Border Fiscal Policy Multipliers in Europe and the US

CEPII Working Paper No. 2006-24
Number of pages: 63 Posted: 29 May 2007
Agnès Bénassy-Quéré and Jacopo Cimadomo
Paris School of Economics (University Paris 1) and European Central Bank
Downloads 220 (267,188)
Citation 25

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Fiscal policy effectiveness, fiscal shocks, spillovers, factor-augmented VAR

5.
Downloads 139 (398,383)
Citation 27

Nowcasting with Large Bayesian Vector Autoregressions

ECB Working Paper No. 20202453
Number of pages: 30 Posted: 13 Aug 2020 Last Revised: 18 Nov 2021
European Central Bank, International Monetary Fund (IMF), European Central Bank (ECB), Bank of England and European Central Bank
Downloads 139 (399,162)
Citation 8

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Nowcasting with Large Bayesian Vector Autoregressions

CEPR Discussion Paper No. DP15854
Number of pages: 37 Posted: 02 Mar 2021
European Central Bank, International Monetary Fund (IMF), European Central Bank (ECB), King’s College London - King's Business School and Bank of England
Downloads 0
Citation 24
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Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy

ECB Working Paper No. 1856
Number of pages: 43 Posted: 16 Oct 2015
Jacopo Cimadomo and Antonello D’ Agostino
European Central Bank and European Stability Mechanism
Downloads 97 (524,224)

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Time variation, mixed-frequency data, government spending multiplier

Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy

European Stability Mechanism Working Paper No. 7, ISBN: 978-92-95085-09-1
Number of pages: 41 Posted: 21 Mar 2018
Antonello D'Agostino and Jacopo Cimadomo
European Stability Mechanism and European Central Bank
Downloads 36 (861,687)
Citation 2

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Time variation, mixed-frequency data, government spending multiplier

7.

Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces

Tinbergen Institute Discussion Paper 10-021/2
Number of pages: 60 Posted: 12 Feb 2010
Markus Kirchner, Jacopo Cimadomo and Sebastian Hauptmeier
Tinbergen Institute, European Central Bank and European Central Bank (ECB) - Directorate General Economics
Downloads 126 (429,939)
Citation 53

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Government Spending Shocks, Fiscal Transmission Mechanism, Structural Change, Bayesian Analysis, Structural Vector Autoregressions, Time-Varying Parameter Models

8.
Downloads 100 (509,321)
Citation 15

Private and Public Risk Sharing in the Euro Area

ECB Working Paper No. 2148
Number of pages: 36 Posted: 08 May 2018
Jacopo Cimadomo, Oana Furtuna and Massimo Giuliodori
European Central Bank, University of Amsterdam and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 52 (742,968)

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risk sharing, time-variation, financial integration, international financial assistance

Private and Public Risk Sharing in the Euro Area

Tinbergen Institute Discussion Paper No. 17-064/VI
Number of pages: 31 Posted: 21 Jul 2017 Last Revised: 19 Aug 2017
Jacopo Cimadomo, Oana Furtuna and Massimo Giuliodori
European Central Bank, University of Amsterdam and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 48 (769,728)
Citation 7

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risk sharing, time-variation, financial integration, international financial assistance

9.

Enhancing Private and Public Risk Sharing

ECB Occasional Paper No. 2022/306
Number of pages: 40 Posted: 20 Sep 2022
European Central Bank, Independent Authority for Fiscal Responsibility and European Central Bank (ECB)
Downloads 88 (552,977)

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COVID-19 crisis, EMU reform, Risk sharing

10.

Real-Time Data and Fiscal Policy Analysis: A Survey of the Literature

FRB of Philadelphia Working Paper No. 11-25
Number of pages: 35 Posted: 09 Jul 2011
Jacopo Cimadomo
European Central Bank
Downloads 84 (568,775)
Citation 9

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Fiscal policy, real-time data, data revisions, cyclical sensitivity

11.

Discretionary Fiscal Policies over the Cycle: New Evidence Based on the ESCB Disaggregated Approach

ECB Working Paper No. 1118
Number of pages: 43 Posted: 27 Nov 2009
Luca Agnello and Jacopo Cimadomo
University of Palermo - Department of Economics, Business and Statistics and European Central Bank
Downloads 83 (572,824)
Citation 2

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Discretionary fiscal policies, government revenues, cyclical sensitivity, legislation changes, narrative approach, ESCB disaggregated framework

12.

Foreign Banks and the Doom Loop

ECB Working Paper No. 2021/2540
Number of pages: 33 Posted: 26 Apr 2021
ECB -DG Monetary Policy, European Central Bank and Autonomous University of Barcelona
Downloads 80 (585,302)
Citation 4

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13.

Identifying the Effects of Government Spending Shocks with and without Expected Reversal: An Approach Based on U.S. Real-Time Data

ECB Working Paper No. 1361
Number of pages: 42 Posted: 13 Jul 2011
Jacopo Cimadomo, Sebastian Hauptmeier and Sergio Sola
European Central Bank, European Central Bank (ECB) - Directorate General Economics and Graduate Institute of International and Development Studies (IHEID)
Downloads 79 (589,574)
Citation 3

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government spending shocks, survey of professional forecasters, real-time data, spending reversal, fiscal multipliers

Changing Patterns of Risk-Sharing Channels in the United States and the Euro Area

ECB Working Paper No. 2023/2849
Number of pages: 48 Posted: 05 Oct 2023
European Central Bank, University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam - Faculty of Economics and Business (FEB) and Queen Mary, University of London
Downloads 46 (783,773)

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complementarity, risk-sharing channels, substitutability, time variation

15.

Signals from the Government: Policy Disagreement and the Transmission of Fiscal Shocks

ECB Working Paper No. 1964
Number of pages: 47 Posted: 20 Sep 2016
Giovanni Callegari, Jacopo Cimadomo and Giovanni Ricco
International Monetary Fund, European Central Bank and University of Warwick - Department of Economics
Downloads 65 (654,997)
Citation 12

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Disagreement, Government spending shock, Fiscal transmission mechanism

16.
Downloads 64 (660,152)
Citation 7

The Confidence Effects of Fiscal Consolidations

ECB Working Paper No. 1770
Number of pages: 58 Posted: 27 Mar 2015
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), European Central Bank, University of Amsterdam and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 63 (677,529)

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consolidation plans, announcements, revenues, spending, consumer- and business confidence, long-term interest rates, institutional quality, event study

The Confidence Effects of Fiscal Consolidations

CEPR Discussion Paper No. DP10205
Number of pages: 57 Posted: 21 Oct 2014
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), European Central Bank, University of Amsterdam and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 1 (1,247,835)
Citation 2
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announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending

17.

Real-Time Data and Fiscal Analysis: A Survey of the Literature

ECB Working Paper No. 1408
Number of pages: 41 Posted: 15 Dec 2011
Jacopo Cimadomo
European Central Bank
Downloads 59 (686,669)

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Fiscal policy, real-time data, data revisions, cyclical sensitivity

18.

How Do Experts Forecast Sovereign Spreads?

IMF Working Paper No. 16/100
Number of pages: 47 Posted: 09 Dec 2016
Jacopo Cimadomo, Peter Claeys and Marcos Poplawski-Ribeiro
European Central Bank, Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and International Monetary Fund (IMF)
Downloads 57 (697,524)
Citation 5

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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.

19.

Fiscal Consolidations and Bank Balance Sheets

ECB Working Paper No. 1511
Number of pages: 27 Posted: 12 Feb 2013
European Central Bank, European Central Bank (ECB) - Directorate General Economics and University of CologneQuantCo, Inc.
Downloads 57 (697,524)
Citation 1

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fiscal consolidations, bank balance sheets, portfolio re-balancing, banking stability

20.

How Do Financial Institutions Forecast Sovereign Spreads?

ECB Working Paper No. 1750
Number of pages: 44 Posted: 18 Dec 2014
Jacopo Cimadomo, Peter Claeys and Marcos Poplawski-Ribeiro
European Central Bank, Vrije Universiteit Brussel (VUB) - Faculty of Economic, Social and Political Sciences and International Monetary Fund (IMF)
Downloads 52 (726,903)

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

21.

A Minimal Moral Hazard Central Stabilisation Capacity for the EMU Based on World Trade

ECB Working Paper No. 2137; ISBN: 978-92-899-3242-4
Number of pages: 54 Posted: 02 Apr 2018
Roel M. W. J. Beetsma, Simone Cima and Jacopo Cimadomo
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Central Bank of Ireland and European Central Bank
Downloads 25 (936,007)
Citation 17

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EMU, central fiscal capacity, exports, moral hazard

22.

A Minimal Moral Hazard Central Stabilisation Capacity for the Emu Based on World Trade

CEPR Discussion Paper No. DP12600
Number of pages: 53 Posted: 22 Jan 2018 Last Revised: 29 Jan 2018
Roel M. W. J. Beetsma, Simone Cima and Jacopo Cimadomo
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Central Bank of Ireland and European Central Bank
Downloads 1 (1,197,303)
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central fiscal capacity, EMU, exports, moral hazard