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 2 13 83
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 1 6 8 21
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 0 2 20 23
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 0 2 10 241
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 6 9 24 9 37 61 68
Commodity Price Shocks and Production Networks in Small Open Economies 0 0 4 13 1 4 24 55
Does Climate Affect Investments? Evidence from Firms in the United States 0 1 1 9 0 6 22 35
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 1 3 8 144
Financial Conditions, Uncertainty and Expectations Errors of Firms 0 1 18 18 0 1 25 25
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 3 16 41
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 3 8 117
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 2 7 71
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 2 9 212
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 2 16 56
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 3 11 33
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 0 1 7 31
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 2 4 24 24
Total Working Papers 1 8 33 392 16 83 289 1,280

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 0 5 9 53
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 1 3 11 298
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 0 8 218
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 1 1 5 211
An Estimated New Keynesian Model for Romania 0 0 0 275 0 2 5 649
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 0 4 11 202
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 2 7 0 7 25 37
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 0 4 18 104
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 0 3 12 58
Can monetary policy lean against housing bubbles? 0 0 0 16 0 3 8 44
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 1 3 6 73
Commodity prices and production networks in small open economies 1 1 3 4 2 8 24 29
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 1 4 11 242
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 0 5 9 144
Credit policy and asset price bubbles 0 1 1 12 1 3 12 56
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 4 11 73
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 0 3 9 234
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 1 8 0 1 11 38
Estimating DSGE models across time and frequency 0 0 1 57 0 2 13 153
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 0 541 1 6 25 2,317
Evaluating exchange rate forecasts along time and frequency 0 1 2 22 1 3 11 92
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 0 6 14 16
Forecasting Financial Networks 0 0 0 9 0 1 4 40
Forecasting Romanian GDP Using a BVAR Model 0 0 0 213 1 4 13 491
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 0 5 10 714
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 0 3 6 62
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 2 3 10 85
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 68 0 3 5 185
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 1 7 17 239
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 0 2 11 193
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 1 4 0 6 20 34
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 1 2 5 2 7 17 35
Monetary policy and bubbles in US REITs 0 0 0 11 0 2 7 40
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 2 3 3 2 11 30 44
Money and output causality: A structural approach 0 0 0 36 1 6 10 112
Money and output: New evidence based on wavelet coherence 1 1 2 45 1 5 17 151
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 0 3 7 98
Nonlinear dynamics in CEE stock markets indices 0 0 1 32 1 6 12 98
Oil news shocks, inflation expectations and social connectedness 0 1 3 13 1 5 17 40
Oil shocks and production network structure: Evidence from the OECD 1 1 1 25 1 5 6 88
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 0 1 21 24
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 1 1 1 1 8 20 21
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 1 2 21 0 9 20 85
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 1 1 0 3 13 13
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 2 116 2 7 19 326
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 1 1 19 2 9 23 58
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 2 8 136
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 0 4 9 128
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 2 7 13
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 0 1 7 13
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 1 2 2 98 1 4 8 205
The impact of monetary policy shocks on stock market bubbles: International evidence 0 0 2 47 0 2 15 138
The impact of oil supply news shocks on corporate investments and the structure of production network 0 1 1 15 1 6 14 42
The performance of publicly funded startups in Romania 0 0 2 10 0 2 12 46
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 1 73 0 3 12 256
The role of money in DSGE models: a forecasting perspective 0 1 1 58 0 4 123 285
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 0 43 0 4 6 122
The volatility connectedness of US industries: The role of investor sentiment 0 0 0 3 0 3 12 21
Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets 0 1 1 1 0 5 5 5
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 0 5 7 12
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 12 1 3 15 51
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 0 1 9 67
Total Journal Articles 4 17 41 3,256 30 252 872 10,157

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 4 438 1 2 19 854
Huggett model in Julia 0 0 2 229 0 1 13 426
Linear quadratic models in Julia: basic optimal control problem 0 0 0 81 0 3 13 247
Linear quadratic models in Julia: optimal growth model 0 0 0 59 0 5 14 158
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 1 137 1 2 4 321
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 1 5 263 1 5 24 467
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 0 6 173 0 1 19 348
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 44 0 1 6 102
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 95 1 2 10 239
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 0 83 0 2 8 159
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 1 6 230 4 5 33 497
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 0 4 15 234
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 0 53 0 3 8 116
Stochastic growth model: Perturbation method in Julia 0 0 0 132 0 4 9 275
Stochastic growth model: Projection method in Julia 0 0 0 144 1 3 9 270
Total Software Items 1 2 26 2,255 9 43 204 4,713

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Statistics updated 2026-06-04