Jacopo Cimadomo

European Central Bank

Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

21

DOWNLOADS

1,636

SSRN CITATIONS

86

CROSSREF CITATIONS

186

Scholarly Papers (21)

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 227 (195,791)

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Fiscal Policy, Monetary Policy, Monetary Union

2.
Downloads 217 (204,251)
Citation 43

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 118 (338,722)
Citation 3

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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 94 (395,581)
Citation 22

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

Fiscal Policy in Real Time

The Scandinavian Journal of Economics, Vol. 114, Issue 2, pp. 440-465, 2012
Number of pages: 26 Posted: 16 May 2012
Jacopo Cimadomo
European Central Bank
Downloads 5 (918,501)
Citation 4

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Cyclical sensitivity, data revisions, fiscal‐policy plans, real‐time data

3.

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 206 (214,332)
Citation 1

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Government spending shocks, Fiscal transmission mechanism, Structural change, Structural vector autoregressions, Time-varying parameter 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 187 (233,530)
Citation 25

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

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, Centre for Economic Policy Research (CEPR), European Central Bank (ECB), Bank of England and European Central Bank
Downloads 108 (360,767)
Citation 1

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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, Centre for Economic Policy Research (CEPR), European Central Bank (ECB), King's College London - King's Business School and Bank of England
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Citation 1
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6.

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 70 (465,770)
Citation 51

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

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 68 (479,031)
Citation 9

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

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

Journal of Economic Surveys, Vol. 30, Issue 2, pp. 302-326, 2016
Number of pages: 25 Posted: 03 Mar 2016
Jacopo Cimadomo
European Central Bank
Downloads 0
Citation 2

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Cyclical sensitivity, Data revisions, Fiscal policy, Real‐time data

8.

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 64 (487,814)
Citation 2

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

9.
Downloads 60 (503,576)
Citation 5

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 33 (653,656)

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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 27 (697,742)
Citation 6

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

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 39 (621,972)

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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 20 (776,143)
Citation 2

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Time variation, mixed-frequency data, government spending multiplier

11.

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 54 (528,619)
Citation 1

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

12.

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 46 (565,678)

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

13.
Downloads 45 (570,602)
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 44 (587,383)

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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 (977,675)
Citation 2
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announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending

14.

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 42 (586,120)
Citation 12

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Disagreement, Government spending shock, Fiscal transmission mechanism

15.

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 42 (586,120)

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

16.

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 41 (591,458)
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.

17.

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 35 (625,491)

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18.

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 31 (650,520)

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

19.

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 21 (725,151)

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COVID-19 crisis, EMU reform, Risk sharing

20.

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 12 (807,244)

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EMU, central fiscal capacity, exports, moral hazard

21.

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 (935,576)
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central fiscal capacity, EMU, exports, moral hazard