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 3 4 73
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 0 0 3 13
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 0 3 6 7
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 2 8 233
Climate Risks and Predictability of Financial Risks in the US Banking Sector 0 1 17 17 1 5 18 18
Commodity Price Shocks and Production Networks in Small Open Economies 0 0 6 12 1 2 18 39
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 8 8 2 2 15 15
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 0 4 136
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 0 1 4 26
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 0 1 109
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 1 64
Monetary Policy and Bubbles in US REITs 0 0 0 64 1 3 4 206
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 1 5 41
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 3 3 8 25
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 1 3 10 28
Total Working Papers 0 1 31 364 11 28 109 1,033

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 0 0 44
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 0 1 3 288
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 1 1 1 211
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 1 2 3 209
An Estimated New Keynesian Model for Romania 0 0 0 275 1 1 4 645
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 0 1 1 192
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 2 6 1 1 4 14
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 1 1 1 87
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 0 0 2 48
Can monetary policy lean against housing bubbles? 0 0 1 16 0 0 5 36
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 0 0 1 67
Commodity prices and production networks in small open economies 1 1 2 2 1 1 6 6
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 0 0 0 231
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 1 1 3 137
Credit policy and asset price bubbles 0 0 1 11 0 0 5 45
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 0 1 63
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 1 1 2 226
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 1 7 1 1 8 29
Estimating DSGE models across time and frequency 0 0 1 56 0 0 3 141
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 2 541 3 9 15 2,303
Evaluating exchange rate forecasts along time and frequency 0 0 0 20 0 1 2 82
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 2 2 2 4
Forecasting Financial Networks 0 0 0 9 0 0 2 37
Forecasting Romanian GDP Using a BVAR Model 0 0 2 213 1 2 9 482
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 0 18 0 0 4 56
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 1 1 6 78
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 1 68 0 0 2 180
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 1 2 4 224
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 0 3 6 186
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 1 2 4 0 1 5 16
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 1 1 1 4 2 4 9 23
Monetary policy and bubbles in US REITs 0 0 0 11 0 0 0 33
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 1 1 1 1 5 19 19
Money and output causality: A structural approach 0 0 0 36 0 0 4 102
Money and output: New evidence based on wavelet coherence 0 0 0 43 2 2 6 137
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 1 1 32 0 1 2 88
Oil news shocks, inflation expectations and social connectedness 0 1 3 12 1 3 8 29
Oil shocks and production network structure: Evidence from the OECD 0 0 1 24 0 0 6 82
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 2 2 7 7
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 2 3 5 5
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 1 1 3 20 2 4 13 71
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 1 1 1 1 2 2
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 1 2 115 4 5 6 312
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 2 18 1 4 10 40
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 3 3 4 131
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 0 0 1 120
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 3 3 6 9
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 1 1 6 7
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 4 96 0 0 9 198
The impact of monetary policy shocks on stock market bubbles: International evidence 0 0 2 45 3 5 11 128
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 2 14 2 2 5 30
The performance of publicly funded startups in Romania 1 1 1 9 1 2 5 36
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 2 72 2 2 7 247
The role of money in DSGE models: a forecasting perspective 0 0 0 57 23 37 61 223
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 1 43 0 0 3 117
The volatility connectedness of US industries: The role of investor sentiment 0 0 1 3 1 2 6 12
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 0 1 2 6
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 1 12 4 4 8 41
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 1 1 2 60
Total Journal Articles 4 9 45 3,228 79 130 343 9,477

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aiyagari model in Julia 2 3 11 438 8 10 25 846
Huggett model in Julia 0 0 3 228 0 1 12 416
Linear quadratic models in Julia: basic optimal control problem 0 0 1 81 1 2 4 236
Linear quadratic models in Julia: optimal growth model 0 0 0 59 1 1 1 145
Optimal growth model: Collocation method (AR(1) case) in Julia 0 1 1 137 0 1 3 318
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 1 1 14 260 3 3 27 448
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 0 8 170 1 3 21 338
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 43 0 0 1 96
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 2 94 0 1 4 230
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 6 154
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 2 7 227 2 8 28 478
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 1 1 3 220
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 1 53 1 1 3 109
Stochastic growth model: Perturbation method in Julia 0 0 1 132 1 1 5 267
Stochastic growth model: Projection method in Julia 0 0 1 144 1 1 2 262
Total Software Items 3 7 52 2,243 21 36 145 4,563

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Statistics updated 2025-11-08