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Massimo Giuliodori

Research Fellow

University
University of Amsterdam
Research field
Macroeconomics
Interests
Fiscal Policy, Monetary Economics

Biography

Massimo Giuliodori is Professor of Empirical Macroeconomics. His research interests include empirical analysis on fiscal policy, monetary transmission mechanism and housing dynamics.

Key publications

List of publications

Bats, J., Giuliodori, M. and Houben, A. (2023). Monetary policy effects when interest rates are negative: What do bank stock prices tell us? Journal of Financial Intermediation, 53:.

Mokas, D. and Giuliodori, M. (2023). Effects of LTV announcements in EU economies Journal of International Money and Finance, 133:.

Parlevliet, J., Giuliodori, M. and Rooduijn, M. (2023). Populist attitudes, fiscal illusion and fiscal preferences: Evidence from Dutch households Public Choice, 197(1-2):201–225.

Beetsma, R., Busse, M., Germinetti, L., Giuliodori, M. and Larch, M. (2023). Is the road to hell paved with good intentions? An empirical analysis of budgetary follow-up in the EU Journal of International Money and Finance, 135:.

Beetsma, R., Furtuna, O., Giuliodori, M. and Mumtaz, H. (2021). Revenue- versus spending-based fiscal consolidation announcements: multipliers and follow-up Journal of International Economics, 131:.

Lengyel, A. and Giuliodori, M. (2022). Demand Shocks for Public Debt in the Eurozone Journal of Money, Credit and Banking, 54(7):1997--2028.

Beetsma, R., Giuliodori, M., Hanson, J. and de Jong, F. (2021). The Maturity of Sovereign Debt Issuance in the Euro Area Journal of International Money and Finance, 110:.

Cimadomo, J., Ciminelli, G., Furtuna, O. and Giuliodori, M. (2020). Private and public risk sharing in the euro area European Economic Review, 121:.

Beetsma, R., Giuliodori, M., Hanson, J. and de Jong, F. (2020). Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions Journal of Empirical Finance, 58:96--120.

Ciminelli, G., Ernst, E., Merola, R. and Giuliodori, M. (2019). The composition effects of tax-based consolidation on income inequality European Journal of Political Economy, 57:107--124.

Beetsma, R., de Jong, F., Giuliodori, M. and Widijanto, D. (2017). Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme Journal of International Money and Finance, 75:14--31.

Beetsma, R., Giuliodori, M., Hanson, J. and de Jong, F. (2017). Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area Journal of Money, Credit and Banking, 50(7):1401--1440.

Beetsma, R., Giuliodori, M. and Sakalauskaite, I. (2017). Long-Term Interest Rates and Public Debt Maturity Economica, 84(335):541--558.

Beetsma, R., Cukierman, A. and Giuliodori, M. (2016). The Political Economy of Redistribution in the U.S. in the Aftermath of World War II - Evidence and Theory American Economic Journal: Economic Policy, 8(4):1--40.

Beetsma, R., Giuliodori, M., de Jong, F. and Widijanto, D. (2016). Price effects of sovereign debt auctions in the euro-zone: the role of the crisis Journal of Financial Intermediation, 25:30--53.

Beetsma, R., Cimadomo, J., Furtuna, O. and Giuliodori, M. (2015). The confidence effects of fiscal consolidations Economic Policy, 30(83):439--489.

Beetsma, R., Bluhm, B., Giuliodori, M. and Wierts, P. (2013). From budgetary forecasts to ex post fiscal data: exploring the evolution of fiscal forecast errors in the European Union Contemporary Economic Policy, 31(4):795--813.

Beetsma, R., Giuliodori, M., de Jong, F. and Widijanto, D. (2013). Spread the news: The impact of news on the European sovereign bond markets during the crisis Journal of International Money and Finance, 34:83--101.

Beetsma, R., Giuliodori, M., Walschot, M. and Wierts, P. (2013). Fifty years of fiscal planning and implementation in the Netherlands European Journal of Political Economy, 31:119--138.

Beetsma, R. and Giuliodori, M. (2012). The changing macroeconomic response to stock market volatility shocks Journal of Macroeconomics, 34(2):281--293.

Beetsma, R., Giuliodori, M. and Hanson, J. (2012). Budgetary consolidation under different exchange rate regimes Economics Letters, 117(3):912--916.

Dia, E. and Giuliodori, M. (2012). Portfolio separation and the dynamics of bank Iiterest rates Scottish Journal of Political Economy, 59(1):28--46.

Beetsma, R. and Giuliodori, M. (2011). The effects of government purchases shocks: Review and estimates for the EU Economic Journal, 121(550):F4--F32.

Ganoulis, I. and Giuliodori, M. (2011). Financial liberalization and house price dynamics in Europe Applied Economics, 43(21):2671--2688.

Beetsma, R. and Giuliodori, M. (2010). The macroeconomic costs and benefits of the EMU and other monetary unions: An overview of recent research Journal of Economic Literature, 48(3):603--641.

Beetsma, R. and Giuliodori, M. (2010). Fiscal adjustment to cyclical developments in the OECD: an empirical analysis based on real-time data Oxford Economic Papers, 62(3):419--441.

Beetsma, R., Giuliodori, M. and Wierts, P. (2009). Planning to cheat: EU fiscal policy in real time Economic Policy, 24(60):753--804.

Beetsma, R., Giuliodori, M. and Klaassen, F. (2009). Temporal aggregation and SVAR identification, with an application to fiscal policy Economics Letters, 105(3):253--255.

Giuliodori, M. and Beetsma, R. (2008). On the relationship between fiscal plans in the European Union: an empirical analysis based on real-time data Journal of Comparative Economics, 36(2):221--242.

Faia, E., Giuliodori, M. and Ruta, M. (2008). Political pressures and exchange rate stability in emerging market economies Journal of Applied Economics, 11(1):1--32.

Beetsma, R., Giuliodori, M. and Klaassen, F. (2008). The effects of public spending shocks on trade balances and budget deficits in the European Union Journal of the European Economic Association, 6(2-3):414--423.

Beetsma, R., Cukierman, A. and Giuliodori, M. (2007). On the relationship between U.S. defense and non-defense spending during the world wars Economics Letters, 95(3):415--421.

Beetsma, R., Giuliodori, M. and Klaassen, F. (2006). Trade spill-overs of fiscal policy in the European Union: a panel analysis Economic Policy, 21(48):639--687.

Giuliodori, M. (2005). The Role of House Prices in the Monetary Transmission Mechanism Across European Countries Scottish Journal of Political Economy, 52(4):519--543.

Giuliodori, M. and Beetsma, R. (2005). What Are the Trade Spill-Overs from Fiscal Shocks in Europe? An Empirical Analysis De Economist, 153(2):167--197.