Details about Massimo Giuliodori

Access statistics for papers by Massimo Giuliodori.

Last updated 2021-06-08. Update your information in the RePEc Author Service.

Short-id: pgi85

Working Papers

2020

1. Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?
   Working Papers, DNB View citations (8)

2018

2. Private and public risk sharing in the euro area
   Working Paper Series, European Central Bank View citations (18)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) View citations (4)

2014

3. Price effects of sovereign debt auctions in the Euro-zone: The role of the crisis
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (4)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (2)
   Working Paper Series, European Central Bank (2013) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (1)
   See also Journal Article Price effects of sovereign debt auctions in the euro-zone: The role of the crisis, Journal of Financial Intermediation, Elsevier (2016) View citations (23) (2016)
4. The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Working Paper Series, European Central Bank (2014) View citations (10)

2013

5. Long-Term Interest Rates and Public Debt Maturity
   CESifo Working Paper Series, CESifo

2012

6. Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)

2011

7. From First-Release to Ex-Post Fiscal Data: Exploring the Sources of Revision Errors in the EU
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
8. The Changing Macroeconomic Response to Stock Market Volatility Shocks
   CESifo Working Paper Series, CESifo
   See also Journal Article The changing macroeconomic response to stock market volatility shocks, Journal of Macroeconomics, Elsevier (2012) View citations (30) (2012)

2010

9. Discretionary Fiscal Policy: Review and Estimates for the EU
   CESifo Working Paper Series, CESifo View citations (25)
10. Fifty Years of Fiscal Planning and Implementation in the Netherlands
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    See also Journal Article Fifty years of fiscal planning and implementation in the Netherlands, European Journal of Political Economy, Elsevier (2013) View citations (11) (2013)

2009

11. Budgeting versus implementing fiscal policy in the EU
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
12. The Macroeconomic Costs and Benefits of the EMU and other Monetary Unions: An Overview of Recent Research
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    See also Journal Article The Macroeconomic Costs and Benefits of the EMU and Other Monetary Unions: An Overview of Recent Research, Journal of Economic Literature, American Economic Association (2010) View citations (131) (2010)
13. The Political Economy of Redistribution in the U.S. in the Aftermath of World War II and the Delayed Impacts of the Great Depre
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2008

14. Fiscal Adjustment to Cyclical Developments in the OECD: An Empirical Analysis Based on Real-Time Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (30)
    See also Journal Article Fiscal adjustment to cyclical developments in the OECD: an empirical analysis based on real-time data, Oxford Economic Papers, Oxford University Press (2010) View citations (72) (2010)

2007

15. On the Relationship between Fiscal Plans in the European Union: An Empirical Analysis Based on Real-Time Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    See also Journal Article On the relationship between fiscal plans in the European Union: An empirical analysis based on real-time data, Journal of Comparative Economics, Elsevier (2008) View citations (53) (2008)

2005

16. Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (15)
    See also Journal Article Trade spill-overs of fiscal policy in the European Union: a panel analysis, Economic Policy, CEPR, CESifo, Sciences Po (2006) View citations (149) (2006)
17. Wars, Redistribution and Civilian Federal Expenditures in the US over the Twentieth Century
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2004

18. What are the spill-overs from fiscal shocks in Europe? An empirical analysis
    Working Paper Series, European Central Bank View citations (24)

2002

19. Monetary Policy Shocks and the Role of House Prices Across European Countries
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (8)

Undated

20. The Empirical Relevance of a basic sticky-price intertemporal model
    Working Papers, Business School - Economics, University of Glasgow

Journal Articles

2021

1. The maturity of sovereign debt issuance in the euro area
   Journal of International Money and Finance, 2021, 110, (C) View citations (4)

2016

2. Political Economy of Redistribution in the United States in the Aftermath of World War II--Evidence and Theory
   American Economic Journal: Economic Policy, 2016, 8, (4), 1-40 View citations (4)
3. Price effects of sovereign debt auctions in the euro-zone: The role of the crisis
   Journal of Financial Intermediation, 2016, 25, (C), 30-53 View citations (23)
   See also Working Paper Price effects of sovereign debt auctions in the Euro-zone: The role of the crisis, Other publications TiSEM (2014) View citations (4) (2014)

2013

4. FROM BUDGETARY FORECASTS TO EX POST FISCAL DATA: EXPLORING THE EVOLUTION OF FISCAL FORECAST ERRORS IN THE EUROPEAN UNION
   Contemporary Economic Policy, 2013, 31, (4), 795-813 View citations (32)
5. Fifty years of fiscal planning and implementation in the Netherlands
   European Journal of Political Economy, 2013, 31, (C), 119-138 View citations (11)
   See also Working Paper Fifty Years of Fiscal Planning and Implementation in the Netherlands, CEPR Discussion Papers (2010) View citations (17) (2010)
6. Spread the news: The impact of news on the European sovereign bond markets during the crisis
   Journal of International Money and Finance, 2013, 34, (C), 83-101 View citations (115)

2012

7. Budgetary consolidation under different exchange rate regimes
   Economics Letters, 2012, 117, (3), 912-916 View citations (2)
8. Portfolio separation and the dynamics of bank interest rates
   Scottish Journal of Political Economy, 2012, 59, (1), 28-46 View citations (9)
9. The changing macroeconomic response to stock market volatility shocks
   Journal of Macroeconomics, 2012, 34, (2), 281-293 View citations (30)
   See also Working Paper The Changing Macroeconomic Response to Stock Market Volatility Shocks, CESifo Working Paper Series (2011) (2011)

2011

10. Financial liberalization and house price dynamics in Europe
    Applied Economics, 2011, 43, (21), 2671-2688 View citations (4)
11. The Effects of Government Purchases Shocks: Review and Estimates for the EU
    Economic Journal, 2011, 121, (550), F4-F32 View citations (196)

2010

12. Fiscal adjustment to cyclical developments in the OECD: an empirical analysis based on real-time data
    Oxford Economic Papers, 2010, 62, (3), 419-441 View citations (72)
    See also Working Paper Fiscal Adjustment to Cyclical Developments in the OECD: An Empirical Analysis Based on Real-Time Data, CEPR Discussion Papers (2008) View citations (30) (2008)
13. The Macroeconomic Costs and Benefits of the EMU and Other Monetary Unions: An Overview of Recent Research
    Journal of Economic Literature, 2010, 48, (3), 603-41 View citations (131)
    See also Working Paper The Macroeconomic Costs and Benefits of the EMU and other Monetary Unions: An Overview of Recent Research, CEPR Discussion Papers (2009) View citations (6) (2009)

2009

14. Planning to cheat: EU fiscal policy in real time
    (What do we really know about fiscal sustainability in the EU?)
    Economic Policy, 2009, 24, (60), 753-804 View citations (117)
15. Temporal aggregation and SVAR identification, with an application to fiscal policy
    Economics Letters, 2009, 105, (3), 253-255 View citations (36)

2008

16. On the relationship between fiscal plans in the European Union: An empirical analysis based on real-time data
    Journal of Comparative Economics, 2008, 36, (2), 221-242 View citations (53)
    See also Working Paper On the Relationship between Fiscal Plans in the European Union: An Empirical Analysis Based on Real-Time Data, CEPR Discussion Papers (2007) View citations (11) (2007)
17. Political Pressures and Exchange Rate Stability in Emerging Market Economies
    Journal of Applied Economics, 2008, 11, (1), 1-32 View citations (5)
    Also in Journal of Applied Economics, 2008, 11, 1-32 (2008) View citations (6)
18. The Effects of Public Spending Shocks on Trade Balances and Budget Deficits in the European Union
    Journal of the European Economic Association, 2008, 6, (2-3), 414-423 View citations (196)

2007

19. On the relationship between defense and non-defense spending in the U.S. during the world wars
    Economics Letters, 2007, 95, (3), 415-421 View citations (5)

2006

20. Trade spill-overs of fiscal policy in the European Union: a panel analysis
    (Fiscal policy, profits, and investment)
    Economic Policy, 2006, 21, (48), 640-687 View citations (149)
    See also Working Paper Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis, EUI-RSCAS Working Papers (2005) View citations (7) (2005)

2005

21. THE ROLE OF HOUSE PRICES IN THE MONETARY TRANSMISSION MECHANISM ACROSS EUROPEAN COUNTRIES
    Scottish Journal of Political Economy, 2005, 52, (4), 519-543 View citations (77)
22. What are the Trade Spill-Overs from Fiscal Shocks in Europe? An Empirical Analysis***
    De Economist, 2005, 153, (2), 167-197 View citations (15)

2004

23. Nominal shocks and the current account: A structural VAR analysis of 14 OECD countries
    Review of World Economics (Weltwirtschaftliches Archiv), 2004, 140, (4), 569-591 View citations (20)