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 7 12 81
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 2 4 4 17
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 1 9 19 22
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 5 10 240
Climate Risks and Predictability of Financial Risks in the US Banking Sector 4 5 10 22 24 32 52 55
Commodity Price Shocks and Production Networks in Small Open Economies 0 1 6 13 2 9 28 53
Does Climate Affect Investments? Evidence from Firms in the United States 1 1 3 9 2 10 21 31
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 6 141
Financial Conditions, Uncertainty and Expectations Errors of Firms 1 1 18 18 1 9 25 25
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 5 15 39
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 3 5 114
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 1 3 6 70
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 4 7 210
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 14 17 55
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 1 9 30
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 1 1 10 31
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 1 8 21 21
Total Working Papers 6 8 38 390 38 126 267 1,235

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 2 5 49
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 1 6 9 296
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 6 8 218
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 0 1 4 210
An Estimated New Keynesian Model for Romania 0 0 0 275 1 3 6 648
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 1 4 8 199
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 2 7 3 10 21 33
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 1 12 15 101
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 1 6 10 56
Can monetary policy lean against housing bubbles? 0 0 1 16 1 5 7 42
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 1 3 4 71
Commodity prices and production networks in small open economies 0 0 3 3 2 12 21 23
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 0 6 7 238
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 1 3 5 140
Credit policy and asset price bubbles 0 0 0 11 0 5 9 53
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 4 7 69
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 0 3 6 231
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 1 1 8 1 5 12 38
Estimating DSGE models across time and frequency 0 0 1 57 2 8 13 153
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 1 541 2 6 23 2,313
Evaluating exchange rate forecasts along time and frequency 1 1 2 22 2 7 10 91
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 0 0 8 10
Forecasting Financial Networks 0 0 0 9 0 1 3 39
Forecasting Romanian GDP Using a BVAR Model 0 0 0 213 1 4 11 488
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 3 6 8 712
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 0 1 4 59
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 0 4 8 82
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 68 1 3 4 183
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 1 8 12 233
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 1 4 11 192
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 1 4 4 14 19 32
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 1 1 2 5 1 6 12 29
Monetary policy and bubbles in US REITs 0 0 0 11 1 5 6 39
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 0 1 1 2 11 22 35
Money and output causality: A structural approach 0 0 0 36 0 2 5 106
Money and output: New evidence based on wavelet coherence 0 1 1 44 2 9 16 148
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 0 3 4 95
Nonlinear dynamics in CEE stock markets indices 0 0 1 32 0 3 6 92
Oil news shocks, inflation expectations and social connectedness 1 1 4 13 1 4 14 36
Oil shocks and production network structure: Evidence from the OECD 0 0 1 24 2 3 5 85
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 1 11 21 24
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 1 1 1 1 2 6 15 15
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 0 1 20 4 8 16 80
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 1 1 0 5 10 10
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 3 116 2 5 15 321
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 1 1 1 19 1 10 15 50
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 1 3 7 135
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 2 3 7 126
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 1 2 8 12
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 0 3 6 12
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 1 1 2 97 1 3 8 202
The impact of monetary policy shocks on stock market bubbles: International evidence 0 1 2 47 1 6 16 137
The impact of oil supply news shocks on corporate investments and the structure of production network 1 1 3 15 3 7 14 39
The performance of publicly funded startups in Romania 0 1 2 10 0 4 11 44
The predictive power of singular value decomposition entropy for stock market dynamics 0 1 1 73 2 6 11 255
The role of money in DSGE models: a forecasting perspective 1 1 1 58 1 33 120 282
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 1 43 1 1 4 119
The volatility connectedness of US industries: The role of investor sentiment 0 0 0 3 1 5 11 19
Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets 1 1 1 1 3 3 3 3
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 2 2 5 9
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 12 0 4 13 48
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 0 4 8 66
Total Journal Articles 9 14 43 3,248 70 342 732 9,975

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 6 438 0 4 24 852
Huggett model in Julia 0 1 3 229 0 8 18 425
Linear quadratic models in Julia: basic optimal control problem 0 0 0 81 0 6 10 244
Linear quadratic models in Julia: optimal growth model 0 0 0 59 0 6 9 153
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 1 137 0 0 4 319
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 2 6 262 1 12 25 463
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 1 6 173 0 3 21 347
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 2 44 1 3 7 102
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 2 95 1 7 10 238
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 83 1 2 9 158
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 8 229 0 10 34 492
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 1 8 12 231
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 0 53 1 3 6 114
Stochastic growth model: Perturbation method in Julia 0 0 0 132 1 5 6 272
Stochastic growth model: Projection method in Julia 0 0 0 144 1 5 7 268
Total Software Items 0 6 35 2,253 8 82 202 4,678

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09