Massimo Giuliodori

University of Amsterdam - Faculty of Economics & Econometrics (FEE)

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

SCHOLARLY PAPERS

31

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1,597

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162

CROSSREF CITATIONS

162

Scholarly Papers (31)

1.

Discretionary Fiscal Policy: Review and Estimates for the EU

CESifo Working Paper Series No. 2948
Number of pages: 33 Posted: 22 Feb 2010
Roel M. W. J. Beetsma and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 278 (183,563)
Citation 4

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2.

The Changing Macroeconomic Response to Stock Market Volatility Shocks

CESifo Working Paper Series No. 3652
Number of pages: 26 Posted: 01 Dec 2011
Roel M. W. J. Beetsma and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 155 (314,581)
Citation 2

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Dow Jones index, stock market volatility shocks, economic growth, consumption, investment, sample splits

3.

What are the Spill-Overs from Fiscal Shocks in Europe? An Empirical Analysis

Number of pages: 43 Posted: 21 Jun 2004
Massimo Giuliodori and Roel M. W. J. Beetsma
University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 139 (343,513)
Citation 1

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Fiscal shocks, fiscal policy, monetary policy, spill-overs, impulse responses

Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis

ECB Working Paper No. 1595
Number of pages: 45 Posted: 09 Oct 2013
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), Tilburg University - Department of Finance and BNG Vermogensbeheer
Downloads 69 (553,985)

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public debt, auctions, yield movements, euro-zone, crisis, Italy, Germany, event study, primary dealers, bid-to-cover ratio

Price Effects of Sovereign Debt Auctions in the Euro-Zone: The Role of the Crisis

Number of pages: 41 Posted: 18 Sep 2013
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), Tilburg University - Department of Finance and BNG Vermogensbeheer
Downloads 45 (682,487)
Citation 2

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public debt, auctions, yield movements, euro-zone, crisis, Italy, Germany, event study, primary dealers, bid-to-cover ratio

Price Effects of Sovereign Debt Auctions in the Euro-Zone: The Role of the Crisis

CEPR Discussion Paper No. DP9659
Number of pages: 44 Posted: 24 Sep 2013
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tilburg University - Department of Finance, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and BNG Vermogensbeheer
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Citation 8
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auctions, bid-to-cover ratio, crisis, euro-zone, event study, Germany, Italy, primary dealers, public debt, yield movements

5.

Monetary Policy Effects in Times of Negative Interest Rates: What do Bank Stock Prices Tell Us?

De Nederlandsche Bank Working Paper No. 694
Number of pages: 53 Posted: 28 Oct 2020
Joost Bats, Massimo Giuliodori and Aerdt Houben
De Nederlandsche Bank, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 101 (434,345)
Citation 1

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Monetary policy, bank stock prices, negative interest rates

6.

Long-Term Interest Rates and Public Debt Maturity

CESifo Working Paper Series No. 4408
Number of pages: 10 Posted: 02 Oct 2013
Ieva Sakalauskaite, Roel M. W. J. Beetsma and Massimo Giuliodori
University of Amsterdam, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 94 (455,415)
Citation 1

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debt, maturity, long-term interest rates, inflation, OECD

7.
Downloads 83 (491,978)
Citation 10

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 46 (676,242)

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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 37 (737,596)
Citation 7

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

From First-Release to Ex-Post Fiscal Data: Exploring the Sources of Revision Errors in the EU

TI Discussion Paper 11-080/2
Number of pages: 41 Posted: 26 May 2011
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), affiliation not provided to SSRN, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank
Downloads 74 (532,403)
Citation 9

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real-time data, first-release data, ex-post data, fiscal policy, biases, decomposition, base effect, growth effect, denominator effect, fiscal institutions

From First-Release to Ex-Post Fiscal Data: Exploring the Sources of Revision Errors in the EU

CEPR Discussion Paper No. DP8413
Number of pages: 42 Posted: 06 Jun 2011
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), affiliation not provided to SSRN, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank
Downloads 1 (1,066,043)
Citation 1
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base effect, biases, decomposition, denominator effect, ex-post data, first-release data, fiscal institutions, fiscal policy, growth effect, real-time data

The Maturity of Sovereign Debt Issuance in the Euro Area

Amsterdam Centre for European Studies Research Paper No. 2019/03
Number of pages: 53 Posted: 20 Jun 2019
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Downloads 56 (617,700)

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maturity, euro-area public debt auctions, yield curve, liquidity services of short debt, risk aversion, expected repayment probability

The Maturity of Sovereign Debt Issuance in the Euro Area

CEPR Discussion Paper No. DP13729
Number of pages: 52 Posted: 13 May 2019 Last Revised: 24 Mar 2020
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Downloads 8 (1,004,178)
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euro-area public debt auctions, expected repayment probability, liquidity services of short debt, Maturity, risk aversion, yield curve

Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area

ECB Working Paper No. 2056
Number of pages: 49 Posted: 16 May 2017
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
Downloads 59 (601,716)

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public debt auctions, bid-to-cover ratios, primary and secondary markets, primary dealers, volatility

Bid-to-Cover and Yield Changes Around Public Debt Auctions in the Euro Area

CEPR Discussion Paper No. DP11932
Number of pages: 49 Posted: 27 Mar 2017
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam and Tilburg University
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Citation 3
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bid-to-cover ratios, primary and secondary markets, primary dealers, public debt auctions, volatility

11.
Downloads 54 (617,000)
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 53 (634,281)

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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 (1,066,043)
Citation 2
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announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending

12.

Demand Shocks for Public Debt in the Eurozone

De Nederlandsche Bank Working Paper No. 674 (2020)
Number of pages: 51 Posted: 06 Mar 2020
Andras Lengyel and Massimo Giuliodori
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 53 (622,184)
Citation 1

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Sovereign bonds, Primary market, High-frequency identification, Yield curve

Revenue versus Spending-Based Consolidation Plans: The Role of Follow-Up

ECB Working Paper No. 2178
Number of pages: 77 Posted: 10 Oct 2018
Roel M. W. J. Beetsma, Oana Furtuna and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 51 (645,893)

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fiscal consolidation announcements, follow-up, fiscal multipliers, panel vector autoregression, narrative identification

Revenue- Versus Spending-Based Fiscal Consolidation Announcements: Follow-Up, Multipliers and Confidence

CEPR Discussion Paper No. DP12133
Number of pages: 60 Posted: 10 Jul 2017 Last Revised: 24 Mar 2020
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and Queen Mary, University of London
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confidence, fiscal consolidation announcements, Fiscal multipliers, follow-up, narrative identification, panel vector auto-regression

Populist Attitudes, Fiscal Illusion and Fiscal Preferences: Evidence from Dutch Households

De Nederlandsche Bank Working Paper No. 731, November 2021
Number of pages: 34 Posted: 16 Nov 2021
Jante Parlevliet, Massimo Giuliodori and Matthijs Rooduijn
De Nederlandsche Bank, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam
Downloads 38 (730,320)

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fiscal preferences, literacy, information, fiscal illusion, populism

Populist Attitudes, Fiscal Illusion and Fiscal Preferences: Evidence from Dutch Households

Number of pages: 33 Posted: 15 Jun 2022
Massimo Giuliodori, Jante Parlevliet and Matthijs Rooduijn
University of Amsterdam - Faculty of Economics & Econometrics (FEE), De Nederlandsche Bank and University of Amsterdam
Downloads 11 (973,686)

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fiscal preferences, literacy, fiscal illusion, populism.

The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market

ECB Working Paper No. 1629
Number of pages: 44 Posted: 11 Feb 2014
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tilburg University - Department of Finance, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and BNG Vermogensbeheer
Downloads 40 (716,040)
Citation 2

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eurozone, SMP, crisis, sovereign debt, realized covariances, spillovers

The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market

CEPR Discussion Paper No. DP9803
Number of pages: 45 Posted: 02 Jun 2014
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tilburg University - Department of Finance, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and BNG Vermogensbeheer
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Citation 1
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crisis, Eurozone, realized covariances, SMP, sovereign debt, spillovers

16.

Banks’ Seasoned Equity Offerings Announcements and Central Bank Lending Operations

De Nederlandsche Bank Working Paper No. 748
Number of pages: 26 Posted: 29 Aug 2022
Massimo Giuliodori, Jan Kakes and Dimitris Mokas
University of Amsterdam - Faculty of Economics & Econometrics (FEE), De Nederlandsche Bank - Monetary and Economic Policy Department and University of Amsterdam
Downloads 34 (739,564)

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Banks; Bank capital; Seasoned equity offerings; Unconventional monetary policy

Fifty Years of Fiscal Planning and Implementation in the Netherlands

De Nederlandsche Bank Working Paper No. 260
Number of pages: 43 Posted: 26 Oct 2011
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 28 (808,867)
Citation 7

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Fifty Years of Fiscal Planning and Implementation in the Netherlands

CEPR Discussion Paper No. DP7969
Number of pages: 42 Posted: 24 Aug 2010
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 3 (1,048,780)
Citation 7
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fiscal implementation, fiscal planning, institutional factors, political factors, real-time data

Is the Road to Hell Paved with Good Intentions? An Empirical Analysis of Budgetary Follow-Up in the EU

Number of pages: 38 Posted: 27 Apr 2022
University of Amsterdam - Faculty of Economics & Econometrics (FEE), University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), European Union - European Commission, Queen Mary University of London and European Fiscal Board
Downloads 25 (834,827)

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budgetary follow-up, first-release error, budget balance, revenues, expenditures.

Is the Road to Hell Paved with Good Intentions? An Empirical Analysis of Budgetary Follow-Up in the EU

CEPR Discussion Paper No. DP17154
Number of pages: 41 Posted: 27 May 2022
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), European Union - European Commission, Queen Mary University of London, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and European Fiscal Board
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Citation 1
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budget balance, budgetary follow-up, Expenditures, first-release error, Projection, revenues

19.

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

Number of pages: 44 Posted: 14 Aug 2023
Massimo Giuliodori, Jacopo Cimadomo, Andras Lengyel and Haroon Mumtaz
University of Amsterdam - Faculty of Economics & Econometrics (FEE), European Central Bank (ECB), University of Amsterdam - Faculty of Economics and Business (FEB) and Queen Mary, University of London
Downloads 21 (853,462)

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C11, C33, E21, E32

20.

Effects of LTV Announcements in EU Economies

Number of pages: 32 Posted: 27 Aug 2022
Massimo Giuliodori and Dimitris Mokas
University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam
Downloads 20 (862,649)
Citation 2

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Macroprudential Policy, Loan-to-value Ratios, Cost of Credit, Local Projections

21.

Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis

CEPR Discussion Paper No. 5222
Number of pages: 34 Posted: 17 Oct 2005
Roel M. W. J. Beetsma, Massimo Giuliodori and Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 15 (900,702)
Citation 7
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Fiscal shocks, trade spillovers, European Union, coordination, impulse responses

22.

Wars, Redistribution and Civilian Federal Expenditures in the Us Over the Twentieth Century

CEPR Discussion Paper No. 5356
Number of pages: 60 Posted: 24 Jan 2006
Roel M. W. J. Beetsma, Alex Cukierman and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tel Aviv University - Eitan Berglas School of Economics and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 12 (930,137)
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World War I and II, ratchet, defense spending, civilian spending transfers, taxes, revenues, franchise

23.

Populist Attitudes, Fiscal Illusion and Fiscal Preferences: Evidence from Dutch Households1

Number of pages: 47 Posted: 28 Sep 2022
Massimo Giuliodori, Jante Parlevliet and Matthijs Rooduijn
University of Amsterdam - Faculty of Economics & Econometrics (FEE), De Nederlandsche Bank and University of Amsterdam
Downloads 9 (958,794)

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fiscal preferences, literacy, information, fiscal illusion, populism.

24.

The Macroeconomic Costs and Benefits of the Emu and Other Monetary Unions: An Overview of Recent Research

CEPR Discussion Paper No. DP7500
Number of pages: 53 Posted: 17 Nov 2009
Roel M. W. J. Beetsma and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 5 (993,123)
Citation 7
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credibility, EMU, euro, exchange rates, fiscal constraints, fiscal policy, structural reforms

25.

Fiscal Adjustment to Cyclical Developments in the OECD: An Empirical Analysis Based on Real-Time Data

CEPR Discussion Paper No. DP6692
Number of pages: 26 Posted: 09 Jun 2008
Roel M. W. J. Beetsma and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 5 (993,123)
Citation 4
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cyclicality, EU, first-release data, Fiscal policy, OECD, real-time data

26.

Spread the News: How the Crisis Affected the Impact of News On the European Sovereign Bond Markets

CEPR Discussion Paper No. DP9043
Number of pages: 39 Posted: 28 Sep 2012
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tilburg University - Department of Finance, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and BNG Vermogensbeheer
Downloads 3 (1,008,014)
Citation 14
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co-movement, Euro-intelligence, GIIPS, interest rate spreads, new variables, non-GIIPS, spill-overs

27.

Budgeting Versus Implementing Fiscal Policy in the EU

CEPR Discussion Paper No. DP7285
Number of pages: 54 Posted: 15 Jul 2009
Roel M. W. J. Beetsma, Massimo Giuliodori and Peter Wierts
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank
Downloads 3 (1,008,014)
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EU, Fiscal policy, fiscal rules, implementation, medium-term budgetary framework, planning, real-time data

28.

The Political Economy of Redistribution in the U.S. In the Aftermath of World War II and the Delayed Impacts of the Great Depression - Evidence and Theory

CEPR Discussion Paper No. DP7501
Number of pages: 47 Posted: 17 Nov 2009
Roel M. W. J. Beetsma, Alex Cukierman and Massimo Giuliodori
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Tel Aviv University - Eitan Berglas School of Economics and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 2 (1,015,270)
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agenda setter, ratchets, redistribution, taxes, transfers, World-War II

29.

On the Relationship between Fiscal Plans in the European Union: An Empirical Analysis Based on Real-Time Data

CEPR Discussion Paper No. DP6088
Number of pages: 42 Posted: 13 May 2008
Massimo Giuliodori and Roel M. W. J. Beetsma
University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 2 (1,015,270)
Citation 2
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European Union, fiscal policy interdependence, monetary union, primary cyclically adjusted deficit, real-time data

30.

Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area

CEPR Discussion Paper No. DP11122
Number of pages: 58 Posted: 18 Apr 2016
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE), Tilburg University and University of Amsterdam
Downloads 1 (1,022,985)
Citation 6
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auction cycles, auctions, crisis, cross-border effects, limited risk-bearing capacity, primary dealers, primary markets, public debt, secondary markets

31.

Political Pressures and Exchange Rate Stability in Emerging Market Economies

Journal of Applied Economics, Vol. 11, No. 1, pp. 1-32, May 2008
Posted: 14 Jul 2008
Ester Faia, Massimo Giuliodori and Michele Ruta
Goethe University Frankfurt, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and Economic Research Division, WTO

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exporters and financial lobbies, exchange rate stability