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 7 9 19 92
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 2 2 11 24
Asset Pricing with Systematic Skewness: Two Decades Later 1 1 1 2 7 11 27 34
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 3 12 245
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 2 9 26 4 15 65 83
Commodity Price Shocks and Production Networks in Small Open Economies 0 0 2 14 1 5 24 63
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 1 9 4 4 25 40
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 1 1 9 145
Endogenous Capital and the Output Cost of Taxation in HANK 2 5 27 27 6 14 34 34
Financial Conditions, Uncertainty and Expectations Errors of Firms 0 0 10 18 3 4 21 29
Firm-Level Inflationary Expectations in South Africa: The Role of Oil Supply News Shocks 0 0 10 10 2 6 13 13
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 3 18 44
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 1 1 9 118
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 2 3 10 74
Monetary Policy and Bubbles in US REITs 0 0 0 64 1 1 7 213
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 3 4 20 61
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 2 4 13 38
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 5 9 13 41
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 0 1 3 4 28 29
Total Working Papers 4 8 60 433 56 103 378 1,420

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 0 10 1 1 11 55
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 2 2 12 300
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 2 2 11 222
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 2 2 5 214
An Estimated New Keynesian Model for Romania 0 0 0 275 3 3 7 652
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 3 5 17 209
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 1 7 4 5 30 44
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 2 4 22 109
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 3 3 13 61
Can monetary policy lean against housing bubbles? 0 0 0 16 1 1 11 47
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 1 2 9 76
Commodity prices and production networks in small open economies 0 3 6 8 4 8 34 40
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 0 1 12 243
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 2 2 9 146
Credit policy and asset price bubbles 0 0 1 12 0 2 13 58
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 1 1 11 74
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 1 2 11 237
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 1 8 1 1 10 39
Estimating DSGE models across time and frequency 0 0 1 57 0 0 12 153
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 0 541 4 6 20 2,323
Evaluating exchange rate forecasts along time and frequency 0 0 3 23 1 1 13 95
Fiscal policy and stock markets at the effective lower bound 0 1 1 2 0 3 15 19
Forecasting Financial Networks 0 0 0 9 1 1 4 41
Forecasting Romanian GDP Using a BVAR Model 0 0 0 213 2 4 14 496
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 1 1 12 716
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 0 2 8 64
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 1 1 8 86
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 68 3 8 13 193
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 1 1 16 240
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 2 3 11 197
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 0 4 0 0 19 35
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 1 5 3 3 15 38
Monetary policy and bubbles in US REITs 0 0 0 11 0 0 9 42
Monetary policy shocks and the high-frequency network connectedness of stock markets 1 1 3 4 1 4 29 48
Money and output causality: A structural approach 0 0 1 37 1 1 13 115
Money and output: New evidence based on wavelet coherence 0 0 2 45 1 1 17 154
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 2 2 9 100
Nonlinear dynamics in CEE stock markets indices 0 0 0 32 4 4 14 102
Oil news shocks, inflation expectations and social connectedness 0 0 1 13 4 4 19 48
Oil shocks and production network structure: Evidence from the OECD 0 1 2 26 4 7 14 96
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 1 1 2 1 4 21 28
Physical and transition climate risks and financial risk predictability in the US banking sector 0 0 0 0 3 8 17 17
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 1 1 3 4 20 25
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 1 2 22 4 5 22 93
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 0 1 1 1 12 14
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 1 116 3 5 19 331
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 1 19 2 5 27 67
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 1 1 7 138
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 1 5 13 133
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 1 1 6 15
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 0 1 8 15
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 1 1 3 99 1 1 9 207
The impact of monetary policy shocks on stock market bubbles: International evidence 1 1 3 48 2 2 12 140
The impact of oil supply news shocks on corporate investments and the structure of production network 1 1 2 16 4 5 19 49
The performance of publicly funded startups in Romania 0 0 1 10 0 1 11 47
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 1 73 0 1 12 259
The role of money in DSGE models: a forecasting perspective 0 1 2 59 3 4 66 289
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 0 43 2 3 9 126
The volatility connectedness of US industries: The role of investor sentiment 0 0 1 4 1 1 11 23
Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets 0 0 1 1 1 1 8 8
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 0 1 7 13
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 12 2 2 12 53
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 1 1 8 68
Total Journal Articles 4 12 44 3,272 106 167 908 10,385

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aiyagari model in Julia 0 0 0 438 1 3 13 859
Huggett model in Julia 0 0 1 229 1 2 12 428
Linear quadratic models in Julia: basic optimal control problem 0 0 0 81 2 4 15 251
Linear quadratic models in Julia: optimal growth model 0 0 0 59 1 1 14 159
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 0 137 2 2 5 323
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 0 3 263 1 2 21 469
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 2 6 176 1 3 15 353
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 44 3 3 10 106
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 95 2 2 11 241
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 0 83 1 1 6 160
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 3 230 2 3 22 500
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 1 1 15 235
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 0 53 2 2 9 118
Stochastic growth model: Perturbation method in Julia 0 0 0 132 1 1 9 276
Stochastic growth model: Projection method in Julia 0 0 0 144 2 3 11 273
Total Software Items 0 2 15 2,258 23 33 188 4,751

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Statistics updated 2026-11-12