There was "no reason" to question a decision by the US State Department on Sunday to issue an alert warning American citizens to exercise caution if traveling to Europe, EU commission for home affairs Cecilia Malmstrom said.
But other officials said the bloc and the United States should consult more on such alerts, and coordinate policies so that Europeans are properly informed about risks.
After the US advisory several European states also issued alerts.
Britain raised the terrorism alert level in its advice to travellers to Germany and France to "high" from "general," while leaving the threat level at home unchanged at "severe."
The French government on Wednesday warned citizens traveling to Britain to exercise caution due to a very high risk of terrorist action in the country.
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