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 5 74
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 0 0 2 13
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 1 4 7 8
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 2 4 9 235
Climate Risks and Predictability of Financial Risks in the US Banking Sector 0 1 17 17 3 6 21 21
Commodity Price Shocks and Production Networks in Small Open Economies 0 0 6 12 3 5 21 42
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 8 8 0 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 2 2 6 138
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 3 3 6 29
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 1 1 2 110
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 2 2 3 66
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 3 4 206
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 1 5 41
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 3 7 25
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 1 3 9 29
Total Working Papers 0 1 31 364 19 41 122 1,052

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 1 1 45
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 2 3 5 290
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 1 1 211
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 0 2 3 209
An Estimated New Keynesian Model for Romania 0 0 0 275 0 1 4 645
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 1 2 2 193
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 1 6 4 5 7 18
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 1 2 2 88
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 2 2 4 50
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 1 1 1 68
Commodity prices and production networks in small open economies 1 2 3 3 4 5 10 10
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 0 1 2 137
Credit policy and asset price bubbles 0 0 1 11 2 2 7 47
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 1 1 2 64
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 0 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 2 3 10 31
Estimating DSGE models across time and frequency 1 1 2 57 2 2 5 143
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 2 541 0 9 15 2,303
Evaluating exchange rate forecasts along time and frequency 0 0 0 20 1 1 3 83
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 2 4 4 6
Forecasting Financial Networks 0 0 0 9 0 0 1 37
Forecasting Romanian GDP Using a BVAR Model 0 0 1 213 0 1 8 482
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 1 1 1 705
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 1 1 5 57
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 0 1 5 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 0 1 3 224
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 0 2 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 0 1 1 4 0 3 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 3 7 22 22
Money and output causality: A structural approach 0 0 0 36 1 1 5 103
Money and output: New evidence based on wavelet coherence 0 0 0 43 0 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 0 1 32 0 0 2 88
Oil news shocks, inflation expectations and social connectedness 0 1 3 12 1 4 9 30
Oil shocks and production network structure: Evidence from the OECD 0 0 1 24 0 0 5 82
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 1 3 7 8
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 2 4 7 7
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 1 2 20 0 2 11 71
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 1 1 1 2 3 3
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 2 115 1 5 7 313
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 2 18 0 3 10 40
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 1 4 5 132
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 2 2 3 122
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 3 6 9
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 2 3 8 9
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 4 96 1 1 9 199
The impact of monetary policy shocks on stock market bubbles: International evidence 1 1 3 46 2 5 12 130
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 2 14 1 3 6 31
The performance of publicly funded startups in Romania 0 1 1 9 0 1 4 36
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 2 72 1 3 8 248
The role of money in DSGE models: a forecasting perspective 0 0 0 57 3 40 64 226
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 1 43 1 1 4 118
The volatility connectedness of US industries: The role of investor sentiment 0 0 1 3 1 3 7 13
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 1 1 3 7
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 1 12 1 5 9 42
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 0 1 2 60
Total Journal Articles 3 10 45 3,231 55 169 384 9,532

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 11 438 1 10 26 847
Huggett model in Julia 0 0 3 228 0 0 12 416
Linear quadratic models in Julia: basic optimal control problem 0 0 1 81 0 1 4 236
Linear quadratic models in Julia: optimal growth model 0 0 0 59 1 2 2 146
Optimal growth model: Collocation method (AR(1) case) in Julia 0 1 1 137 1 2 4 319
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 1 11 260 3 6 27 451
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 1 1 7 171 3 5 21 341
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 3 7 155
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 1 8 228 2 7 29 480
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 2 3 4 222
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 1 53 2 3 5 111
Stochastic growth model: Perturbation method in Julia 0 0 0 132 0 1 3 267
Stochastic growth model: Projection method in Julia 0 0 1 144 1 2 3 263
Total Software Items 2 7 48 2,245 17 46 152 4,580

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Statistics updated 2025-12-06