Access Statistics for Petre Caraiani

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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 11 83
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 0 1 9 22
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 2 2 21 25
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 2 3 13 244
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 1 9 25 10 10 63 78
Commodity Price Shocks and Production Networks in Small Open Economies 0 1 2 14 4 7 25 62
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 1 9 0 1 23 36
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 8 144
Financial Conditions, Uncertainty and Expectations Errors of Firms 0 0 18 18 1 1 26 26
Firm-Level Inflationary Expectations in South Africa: The Role of Oil Supply News Shocks 0 1 10 10 2 4 9 9
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 1 16 42
Fiscal Policy in HANK Models: One Asset versus Two Assets 1 8 23 23 4 15 24 24
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 0 8 117
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 7 71
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 0 9 212
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 2 18 58
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 2 3 14 36
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 3 4 9 35
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 1 2 26 26
Total Working Papers 2 11 64 427 33 56 339 1,350

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 1 10 54
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 0 0 11 298
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 2 10 220
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 0 1 5 212
An Estimated New Keynesian Model for Romania 0 0 0 275 0 0 5 649
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 2 4 15 206
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 1 7 1 3 27 40
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 2 3 21 107
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 0 0 10 58
Can monetary policy lean against housing bubbles? 0 0 0 16 0 2 10 46
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 0 1 7 74
Commodity prices and production networks in small open economies 0 1 4 5 0 3 27 32
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 1 1 12 243
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 0 0 8 144
Credit policy and asset price bubbles 0 0 1 12 2 2 13 58
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 0 10 73
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 0 1 10 235
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 1 8 0 0 10 38
Estimating DSGE models across time and frequency 0 0 1 57 0 0 12 153
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 0 541 1 1 24 2,318
Evaluating exchange rate forecasts along time and frequency 0 1 3 23 0 2 12 94
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 2 2 16 18
Forecasting Financial Networks 0 0 0 9 0 0 3 40
Forecasting Romanian GDP Using a BVAR Model 0 0 0 213 1 2 12 493
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 0 1 11 715
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 1 1 7 63
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 0 0 8 85
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 68 2 2 7 187
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 0 0 16 239
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 0 1 10 194
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 1 4 0 1 20 35
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 2 5 0 0 15 35
Monetary policy and bubbles in US REITs 0 0 0 11 0 2 9 42
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 0 3 3 1 1 30 45
Money and output causality: A structural approach 0 1 1 37 0 2 12 114
Money and output: New evidence based on wavelet coherence 0 0 2 45 0 2 18 153
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 0 0 7 98
Nonlinear dynamics in CEE stock markets indices 0 0 0 32 0 0 10 98
Oil news shocks, inflation expectations and social connectedness 0 0 2 13 0 4 18 44
Oil shocks and production network structure: Evidence from the OECD 0 0 1 25 1 2 8 90
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 0 1 0 0 19 24
Physical and transition climate risks and financial risk predictability in the US banking sector 0 0 0 0 2 3 11 11
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 1 1 0 0 18 21
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 0 2 21 0 3 19 88
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 0 1 0 0 12 13
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 1 116 0 0 18 326
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 1 19 3 7 28 65
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 1 9 137
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 0 0 8 128
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 1 8 14
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 0 1 8 14
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 2 98 0 1 8 206
The impact of monetary policy shocks on stock market bubbles: International evidence 0 0 2 47 0 0 13 138
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 1 15 0 2 16 44
The performance of publicly funded startups in Romania 0 0 2 10 0 0 11 46
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 1 73 0 2 13 258
The role of money in DSGE models: a forecasting perspective 1 1 2 59 1 1 100 286
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 0 43 1 2 7 124
The volatility connectedness of US industries: The role of investor sentiment 0 1 1 4 0 1 12 22
Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets 0 0 1 1 0 2 7 7
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 1 1 7 13
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 12 0 0 14 51
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 0 0 8 67
Total Journal Articles 1 5 40 3,261 25 78 880 10,243

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 3 438 1 3 20 857
Huggett model in Julia 0 0 1 229 1 1 11 427
Linear quadratic models in Julia: basic optimal control problem 0 0 0 81 0 0 12 247
Linear quadratic models in Julia: optimal growth model 0 0 0 59 0 0 14 158
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 1 137 0 0 4 321
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 0 0 4 263 0 0 22 467
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 2 3 6 176 2 4 16 352
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 7 103
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 95 0 0 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 0 7 159
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 3 230 1 1 25 498
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 0 0 15 234
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 0 53 0 0 8 116
Stochastic growth model: Perturbation method in Julia 0 0 0 132 0 0 9 275
Stochastic growth model: Projection method in Julia 0 0 0 144 1 1 10 271
Total Software Items 2 3 20 2,258 6 11 190 4,724

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Statistics updated 2026-09-10