Access Statistics for Petre Caraiani

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quantitative explanation of the low productivity in South-Eastern European economies: the role of misallocations 0 0 0 46 0 0 1 70
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 0 0 4 13
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 1 1 1 1 4 4
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 0 0 7 231
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 3 16 16 2 8 13 13
Commodity Price Shocks and Production Networks in Small Open Economies 2 4 6 12 4 10 20 37
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 8 8 0 0 13 13
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 1 5 136
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 0 1 6 25
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 0 2 109
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 3 64
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 0 2 203
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 0 5 40
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 0 10 22
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 0 2 8 25
Total Working Papers 3 7 31 363 7 23 103 1,005

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations 0 0 1 10 0 0 1 44
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 0 0 2 287
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 0 2 210
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 1 1 1 207
An Estimated New Keynesian Model for Romania 0 0 1 275 0 1 4 644
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 0 0 0 191
Asset Pricing with Systematic Skewness: Two Decades Later 0 1 3 6 0 1 5 13
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 0 0 0 86
Business Cycle Accounting for Peripheral European Economies 0 0 3 15 0 2 5 48
Can monetary policy lean against housing bubbles? 0 0 2 16 0 0 10 36
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 0 0 1 67
Commodity prices and production networks in small open economies 0 0 1 1 0 1 5 5
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 0 0 1 231
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 1 1 2 136
Credit policy and asset price bubbles 0 0 3 11 1 1 7 45
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 1 2 63
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 0 0 1 225
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 1 7 1 2 7 28
Estimating DSGE models across time and frequency 0 0 2 56 1 1 5 141
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 2 541 2 3 7 2,294
Evaluating exchange rate forecasts along time and frequency 0 0 1 20 0 0 4 81
Fiscal policy and stock markets at the effective lower bound 0 0 1 1 0 0 2 2
Forecasting Financial Networks 0 0 2 9 1 1 4 37
Forecasting Romanian GDP Using a BVAR Model 0 0 2 213 2 2 10 480
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 0 0 0 704
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 0 1 4 56
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 1 8 2 3 6 77
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 1 68 0 0 2 180
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 0 1 4 222
Monetary Policy Effects on Energy Sector Bubbles 0 0 1 64 0 2 6 183
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 1 3 1 2 6 15
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 1 3 0 2 8 19
Monetary policy and bubbles in US REITs 0 0 0 11 0 0 0 33
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 0 0 0 0 0 14 14
Money and output causality: A structural approach 0 0 0 36 0 0 4 102
Money and output: New evidence based on wavelet coherence 0 0 0 43 0 1 6 135
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 0 0 0 91
Nonlinear dynamics in CEE stock markets indices 0 0 0 31 0 1 2 87
Oil news shocks, inflation expectations and social connectedness 0 2 4 11 1 4 9 26
Oil shocks and production network structure: Evidence from the OECD 0 1 3 24 0 2 10 82
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 1 1 1 0 2 5 5
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 0 2 2 2
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 0 2 19 2 3 11 67
Production networks and resilience: How dense production networks shield economies in financial crisis 1 1 1 1 1 1 1 1
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 1 1 114 0 1 1 307
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 4 18 1 1 8 36
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 0 2 128
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 1 1 1 120
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 2 3 6
The comovement of bubbles’ responses to monetary policy shocks 0 0 1 1 0 0 6 6
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 7 96 1 2 12 198
The impact of monetary policy shocks on stock market bubbles: International evidence 0 0 2 45 0 0 7 123
The impact of oil supply news shocks on corporate investments and the structure of production network 0 1 6 14 0 2 8 28
The performance of publicly funded startups in Romania 0 0 0 8 0 1 6 34
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 5 72 1 1 12 245
The role of money in DSGE models: a forecasting perspective 0 0 1 57 3 24 27 186
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 1 43 1 1 3 117
The volatility connectedness of US industries: The role of investor sentiment 0 0 1 3 1 1 6 10
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 0 1 1 5
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 1 12 0 1 5 37
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 1 1 4 59
Total Journal Articles 1 8 71 3,219 27 85 300 9,347

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aiyagari model in Julia 1 3 18 435 1 5 29 836
Huggett model in Julia 0 1 7 228 1 6 16 415
Linear quadratic models in Julia: basic optimal control problem 0 0 3 81 0 0 4 234
Linear quadratic models in Julia: optimal growth model 0 0 1 59 0 0 1 144
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 2 136 0 1 5 317
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 3 17 259 1 4 32 445
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 3 3 19 170 5 8 32 335
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 2 43 0 1 2 96
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 5 94 0 1 8 229
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 5 83 1 2 8 152
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 2 9 225 3 9 30 470
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 3 94 0 0 6 219
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 3 53 0 0 4 108
Stochastic growth model: Perturbation method in Julia 0 0 6 132 0 0 13 266
Stochastic growth model: Projection method in Julia 0 0 4 144 0 0 6 261
Total Software Items 5 15 104 2,236 12 37 196 4,527

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Statistics updated 2025-08-05