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 0 0 0 69
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 0 2 6 13
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 1 1 0 2 3 3
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 2 4 8 230
Commodity Price Shocks and Production Networks in Small Open Economies 0 0 2 6 2 3 18 24
Does Climate Affect Investments? Evidence from Firms in the United States 1 6 6 6 3 8 8 8
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 1 2 4 134
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 1 8 24
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 1 3 109
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 2 63
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 1 7 203
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 2 9 38
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 7 7 0 3 21 21
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 1 1 7 21
Total Working Papers 1 6 16 339 11 30 104 960

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 1 2 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 0 1 5 642
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 3 5 0 1 7 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? 0 0 5 15 0 3 14 34
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 0 0 0 0 1 2 2 2
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 1 109 0 0 2 231
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 0 3 10 1 3 7 43
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 1 53 1 1 2 225
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 1 1 7 0 3 5 24
Estimating DSGE models across time and frequency 0 1 2 56 0 2 4 140
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 2 539 0 1 9 2,289
Evaluating exchange rate forecasts along time and frequency 0 0 3 20 0 1 7 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 6 36
Forecasting Romanian GDP Using a BVAR Model 0 1 6 213 2 3 11 477
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 1 4 53
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 2 8 0 1 4 74
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 67 0 0 2 178
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 1 46 0 0 7 221
Monetary Policy Effects on Energy Sector Bubbles 0 0 4 64 0 1 7 181
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 1 2 0 0 5 11
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 2 3 2 3 9 17
Monetary policy and bubbles in US REITs 0 0 2 11 0 0 4 33
Money and output causality: A structural approach 0 0 0 36 1 1 1 99
Money and output: New evidence based on wavelet coherence 0 0 0 43 0 0 2 131
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 6 9 1 1 10 22
Oil shocks and production network structure: Evidence from the OECD 0 0 2 23 1 2 8 79
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 0 0 1 2 3 3
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 1 4 19 0 3 10 63
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 8 17 1 3 10 33
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 1 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 1 1 1 4
The comovement of bubbles’ responses to monetary policy shocks 0 0 1 1 3 4 5 5
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 2 7 94 0 3 9 193
The impact of monetary policy shocks on stock market bubbles: International evidence 0 1 3 44 1 2 7 120
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 5 12 0 0 6 25
The performance of publicly funded startups in Romania 0 0 0 8 0 1 6 33
The predictive power of singular value decomposition entropy for stock market dynamics 0 1 5 71 1 3 11 243
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 0 0 0 42 0 1 2 115
The volatility connectedness of US industries: The role of investor sentiment 0 1 3 3 0 1 7 7
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 1 1 12 1 2 4 35
What drives the nonlinearity of time series: A frequency perspective 0 0 1 18 0 0 4 58
Total Journal Articles 0 11 99 3,197 21 60 255 9,208

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 3 29 430 1 5 50 826
Huggett model in Julia 1 1 8 226 2 3 14 407
Linear quadratic models in Julia: basic optimal control problem 0 1 7 81 1 2 9 234
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 0 0 7 315
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 1 7 17 256 2 13 35 437
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 3 31 167 1 6 39 326
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 3 42 0 0 4 95
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 1 7 93 1 2 14 228
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 7 82 0 1 12 149
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 10 221 2 4 28 455
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 5 94 0 1 9 219
Stochastic growth model: Parametrized expectations algorithm in Julia 0 1 5 53 1 2 7 108
Stochastic growth model: Perturbation method in Julia 0 0 12 132 1 2 21 266
Stochastic growth model: Projection method in Julia 0 1 8 144 0 1 11 261
Total Software Items 3 19 158 2,216 12 42 265 4,470

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Statistics updated 2025-03-03