Massimo Giuliodori

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

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

SCHOLARLY PAPERS

29

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287

Scholarly Papers (29)

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 216 (140,283)
Citation 1

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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 123 (227,273)

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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

ECB Working Paper No. 325
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 101 (261,649)

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

4.
Downloads 71 (324,661)
Citation 3

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 71 (328,317)

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

Long‐Term Interest Rates and Public Debt Maturity

Economica, Vol. 84, Issue 335, pp. 541-558, 2017
Number of pages: 18 Posted: 06 Jun 2017
Roel M. W. J. Beetsma, Massimo Giuliodori and Ieva Sakalauskaite
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam
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5.
Downloads 41 (417,882)
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 (504,989)

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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 (562,310)
Citation 1

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

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 24 (511,138)
Citation 1

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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 17 (555,891)

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

7.
Downloads 39 (425,703)
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 38 (439,304)

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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 (680,204)
Citation 1
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announcements, consolidation plans, consumer- and business confidence, event study, institutional quality, long-term interest rates, revenues, spending

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), Westhouse Group, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank
Downloads 38 (439,304)
Citation 5

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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), Westhouse Group, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank
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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 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 26 (498,971)

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

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 21 (530,133)

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

11.

The Role of House Prices in the Monetary Transmission Mechanism Across European Countries

Scottish Journal of Political Economy, Vol. 52, No. 4, pp. 519-543, September 2005
Number of pages: 25 Posted: 29 Dec 2005
Massimo Giuliodori
University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 18 (530,270)
Citation 2
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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 14 (575,594)
Citation 4

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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 (654,528)
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fiscal implementation, fiscal planning, institutional factors, political factors, real-time data

13.

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 (547,720)
Citation 1
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Fiscal shocks, trade spillovers, European Union, coordination, impulse responses

14.

Trade Spill-Overs of Fiscal Policy in the European Union: A Panel Analysis

Economic Policy, Vol. 21, No. 48, pp. 639-687, October 2006
Number of pages: 48 Posted: 02 Oct 2006
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 14 (553,787)
Citation 3
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15.

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 (565,995)
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World War I and II, ratchet, defense spending, civilian spending transfers, taxes, revenues, franchise

The Maturity of Sovereign Debt Issuance in the Euro Area

Amsterdam Centre for European Studies Research Paper 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 6 (630,785)

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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: 53 Posted: 13 May 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 5 (638,070)
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euro-area public debt auctions, expected repayment probability, liquidity services of short debt, Maturity, risk aversion, 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 11 (595,939)

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

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

CEPR Discussion Paper No. DP12133
Number of pages: 70 Posted: 10 Jul 2017
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)
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confidence, fiscal consolidation, Fiscal multipliers, follow-up, panel vector auto-regression, revenues, spending

18.

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 (610,594)
Citation 2
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credibility, EMU, euro, exchange rates, fiscal constraints, fiscal policy, structural reforms

19.

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 (610,594)
Citation 1
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cyclicality, EU, first-release data, Fiscal policy, OECD, real-time data

20.

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 (625,461)
Citation 3
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co-movement, Euro-intelligence, GIIPS, interest rate spreads, new variables, non-GIIPS, spill-overs

21.

Portfolio Separation and the Dynamics of Bank Interest Rates

Scottish Journal of Political Economy, Vol. 59, No. 1, February 2012
Number of pages: 19 Posted: 06 Jan 2012
Enzo Dia and Massimo Giuliodori
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 3 (625,461)
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22.

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 (625,461)
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EU, Fiscal policy, fiscal rules, implementation, medium-term budgetary framework, planning, real-time data

23.

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 (635,340)
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agenda setter, ratchets, redistribution, taxes, transfers, World-War II

24.

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 (635,340)
Citation 2
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European Union, fiscal policy interdependence, monetary union, primary cyclically adjusted deficit, real-time data

25.

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 (647,983)
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auction cycles, auctions, crisis, cross-border effects, limited risk-bearing capacity, primary dealers, primary markets, public debt, secondary markets

26.

The Effects of Government Purchases Shocks: Review and Estimates for the EU

The Economic Journal, Vol. 121, No. 550, pp. F4-F32, 2011
Number of pages: 29 Posted: 02 Feb 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 1 (647,983)
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27.

Planning to Cheat: EU Fiscal Policy in Real Time

Economic Policy, Vol. 24, Issue 60, pp. 753-804, October 2009
Number of pages: 52 Posted: 08 Oct 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 1 (647,983)
Citation 2
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28.

From Budgetary Forecasts to Ex Post Fiscal Data: Exploring the Evolution of Fiscal Forecast Errors in the European Union

Contemporary Economic Policy, Vol. 31, Issue 4, pp. 795-813, 2013
Number of pages: 19 Posted: 24 Aug 2013
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), Westhouse Group, University of Amsterdam - Faculty of Economics & Econometrics (FEE) and De Nederlandsche Bank
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29.

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