Access Statistics for Petre Caraiani

Author contact details at EconPapers.

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 1 1 1 70
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 0 0 5 13
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 1 1 0 0 3 3
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 3 9 231
Commodity Price Shocks and Production Networks in Small Open Economies 1 2 3 8 2 5 15 27
Does Climate Affect Investments? Evidence from Firms in the United States 2 3 8 8 3 8 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 2 5 135
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 0 1 6 24
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 1 3 64
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 0 6 203
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 2 3 8 40
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 2 7 1 1 17 22
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 2 3 8 23
Total Working Papers 3 5 14 343 12 28 101 977

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 2 44
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 0 1 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 0 0 1 206
An Estimated New Keynesian Model for Romania 0 0 1 275 1 1 5 643
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 0 2 5 0 0 6 12
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 0 3 46
Can monetary policy lean against housing bubbles? 1 1 5 16 1 2 15 36
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 0 0 2 67
Commodity prices and production networks in small open economies 1 1 1 1 2 3 4 4
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 1 47 0 0 2 135
Credit policy and asset price bubbles 0 1 4 11 0 2 8 44
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 0 1 62
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 0 1 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 0 2 7 26
Estimating DSGE models across time and frequency 0 0 2 56 0 0 4 140
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 1 2 3 541 1 2 5 2,291
Evaluating exchange rate forecasts along time and frequency 0 0 2 20 0 0 6 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 0 0 5 36
Forecasting Romanian GDP Using a BVAR Model 0 0 6 213 1 3 12 478
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 3 18 0 2 6 55
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 1 8 0 0 3 74
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 1 1 68 1 2 2 180
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 0 0 4 221
Monetary Policy Effects on Energy Sector Bubbles 0 0 4 64 0 0 7 181
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 1 1 3 0 2 5 13
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 2 3 0 2 8 17
Monetary policy and bubbles in US REITs 0 0 2 11 0 0 3 33
Money and output causality: A structural approach 0 0 0 36 1 4 4 102
Money and output: New evidence based on wavelet coherence 0 0 0 43 2 3 5 134
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 0 2 86
Oil news shocks, inflation expectations and social connectedness 0 0 4 9 0 1 8 22
Oil shocks and production network structure: Evidence from the OECD 0 0 2 23 0 2 9 80
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 0 0 0 1 3 3
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 0 2 19 0 1 9 64
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 0 113 0 0 0 306
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 1 7 18 0 3 10 35
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 1 3 128
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 0 0 0 119
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 1 1 4
The comovement of bubbles’ responses to monetary policy shocks 0 0 1 1 0 4 6 6
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 1 2 9 96 2 3 12 196
The impact of monetary policy shocks on stock market bubbles: International evidence 0 1 4 45 2 4 9 123
The impact of oil supply news shocks on corporate investments and the structure of production network 1 1 6 13 1 1 7 26
The performance of publicly funded startups in Romania 0 0 0 8 0 0 5 33
The predictive power of singular value decomposition entropy for stock market dynamics 0 1 6 72 0 2 12 244
The role of money in DSGE models: a forecasting perspective 0 0 1 57 0 0 3 162
The uncertain unit root in GDP and CPI: a wavelet-based perspective 1 1 1 43 1 1 2 116
The volatility connectedness of US industries: The role of investor sentiment 0 0 3 3 1 2 9 9
Using Complex Networks to Characterize International Business Cycles 0 0 1 1 0 0 1 4
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 1 12 1 2 4 36
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 0 0 3 58
Total Journal Articles 6 14 97 3,211 18 61 261 9,248

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 2 27 432 3 6 45 831
Huggett model in Julia 1 2 8 227 2 4 14 409
Linear quadratic models in Julia: basic optimal control problem 0 0 6 81 0 1 8 234
Linear quadratic models in Julia: optimal growth model 0 0 3 59 0 0 5 144
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 6 136 1 1 8 316
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 1 17 256 3 6 34 441
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 0 27 167 1 2 35 327
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 2 42 0 0 3 95
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 6 93 0 1 12 228
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 6 82 1 1 10 150
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 2 2 11 223 3 8 28 461
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 5 94 0 0 9 219
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 5 53 0 1 7 108
Stochastic growth model: Perturbation method in Julia 0 0 11 132 0 1 18 266
Stochastic growth model: Projection method in Julia 0 0 7 144 0 0 9 261
Total Software Items 3 8 147 2,221 14 32 245 4,490

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Statistics updated 2025-05-12