Jacopo Cimadomo

European Central Bank

Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)

9 rue Georges Pitard

Paris Cedex 15, F-75015

France

  • European Central Bank

  • Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)

SCHOLARLY PAPERS

17

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CITATIONS
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114

Scholarly Papers (17)

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1.

Fiscal Policy in Real Time

Downloads 192 (156,780)
Citation 35

Fiscal Policy in Real Time

ECB Working Paper No. 919
Number of pages: 56 Posted: 11 Aug 2008 Last Revised: 12 Oct 2008
Jacopo Cimadomo
European Central Bank
Downloads 104 (258,217)

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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 86 (292,953)
Citation 13

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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 2 (666,459)
Citation 1
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Cyclical sensitivity, data revisions, fiscal‐policy plans, real‐time data

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 150 (194,385)
Citation 1

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

3.

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 145 (199,836)
Citation 13

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

4.

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

Downloads 63 (346,218)
Citation 16

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 63 (350,764)
Citation 10

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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
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Citation 1
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Cyclical sensitivity, Data revisions, Fiscal policy, Real‐time data

5.

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 59 (357,645)
Citation 24

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

6.

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 47 (396,472)

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

7.

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 43 (410,811)

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

8.

Private and Public Risk Sharing in the Euro Area

Downloads 41 (418,273)
Citation 1

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 25 (505,435)

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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 16 (562,841)
Citation 1

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

9.

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 41 (418,273)

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

10.

The Confidence Effects of Fiscal Consolidations

Downloads 39 (426,096)
Citation 7

The Confidence Effects of Fiscal Consolidations

ECB Working Paper No. 1770
Number of pages: 58 Posted: 27 Mar 2015
Roel M. W. J. Beetsma, Jacopo Cimadomo, Oana Furtuna and Massimo Giuliodori
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 38 (439,687)

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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
Roel M. W. J. Beetsma, Jacopo Cimadomo, Oana Furtuna and Massimo Giuliodori
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 (680,866)
Citation 1
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announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending

11.

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 34 (446,679)

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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.

12.

Fiscal Consolidations and Bank Balance Sheets

ECB Working Paper No. 1511
Number of pages: 27 Posted: 12 Feb 2013
Jacopo Cimadomo, Sebastian Hauptmeier and Tom Zimmermann
European Central Bank, European Central Bank (ECB) - Directorate General Economics and QuantCo, Inc.
Downloads 33 (450,993)

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

13.

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 30 (464,891)
Citation 4

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Disagreement, Government spending shock, Fiscal transmission mechanism

14.

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

Downloads 26 (485,146)

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 21 (530,628)

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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 5 (638,775)

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Time variation, mixed-frequency data, government spending multiplier

15.

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 24 (496,187)

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

16.

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 3 (626,208)

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EMU, central fiscal capacity, exports, moral hazard

17.

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 (648,637)
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central fiscal capacity, EMU, exports, moral hazard