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 2 7 12 81
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 1 2 2 15
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 6 13 18 21
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 4 9 239
Climate Risks and Predictability of Financial Risks in the US Banking Sector 0 1 18 18 3 10 31 31
Commodity Price Shocks and Production Networks in Small Open Economies 0 1 7 13 2 9 27 51
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 2 8 3 14 21 29
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 3 7 141
Financial Conditions, Uncertainty and Expectations Errors of Firms 0 1 17 17 1 13 24 24
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 2 9 14 38
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 1 4 5 114
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 3 6 69
Monetary Policy and Bubbles in US REITs 0 0 0 64 1 4 7 210
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 13 16 54
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 5 9 30
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 0 1 9 30
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 3 12 20 20
Total Working Papers 0 3 45 384 26 126 237 1,197

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 3 4 48
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 0 5 8 295
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 3 7 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 0 2 5 647
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 1 5 7 198
Asset Pricing with Systematic Skewness: Two Decades Later 0 1 2 7 6 12 18 30
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 6 12 14 100
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 3 5 9 55
Can monetary policy lean against housing bubbles? 0 0 1 16 0 5 7 41
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 0 2 3 70
Commodity prices and production networks in small open economies 0 0 3 3 3 11 19 21
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 4 7 7 238
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 0 2 4 139
Credit policy and asset price bubbles 0 0 1 11 1 6 10 53
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 1 5 7 69
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 1 5 6 231
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 1 1 1 8 1 6 13 37
Estimating DSGE models across time and frequency 0 0 1 57 0 8 11 151
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 2 541 3 8 22 2,311
Evaluating exchange rate forecasts along time and frequency 0 1 1 21 0 6 8 89
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 0 4 8 10
Forecasting Financial Networks 0 0 0 9 0 2 3 39
Forecasting Romanian GDP Using a BVAR Model 0 0 0 213 0 5 10 487
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 0 4 5 709
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 1 2 6 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 1 68 0 2 4 182
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 3 8 11 232
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 0 5 10 191
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 2 4 4 12 17 28
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 1 4 0 5 11 28
Monetary policy and bubbles in US REITs 0 0 0 11 1 5 5 38
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 0 1 1 1 11 22 33
Money and output causality: A structural approach 0 0 0 36 1 3 7 106
Money and output: New evidence based on wavelet coherence 1 1 1 44 2 9 15 146
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 0 4 4 95
Nonlinear dynamics in CEE stock markets indices 0 0 1 32 1 4 6 92
Oil news shocks, inflation expectations and social connectedness 0 0 3 12 2 5 13 35
Oil shocks and production network structure: Evidence from the OECD 0 0 1 24 0 1 4 83
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 3 15 20 23
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 1 6 13 13
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 0 1 20 2 5 13 76
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 1 1 0 7 10 10
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 1 3 116 0 6 13 319
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 1 18 4 9 16 49
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 2 6 134
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 1 2 5 124
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 2 7 11
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 2 3 7 12
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 2 96 0 2 8 201
The impact of monetary policy shocks on stock market bubbles: International evidence 0 1 3 47 2 6 16 136
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 2 14 0 5 11 36
The performance of publicly funded startups in Romania 0 1 2 10 2 8 11 44
The predictive power of singular value decomposition entropy for stock market dynamics 0 1 2 73 0 5 10 253
The role of money in DSGE models: a forecasting perspective 0 0 0 57 3 55 119 281
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 1 43 0 0 3 118
The volatility connectedness of US industries: The role of investor sentiment 0 0 0 3 1 5 11 18
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 0 0 3 7
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 12 1 6 13 48
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 1 6 8 66
Total Journal Articles 2 8 42 3,239 73 373 686 9,905

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 8 438 2 5 26 852
Huggett model in Julia 0 1 3 229 0 9 18 425
Linear quadratic models in Julia: basic optimal control problem 0 0 0 81 2 8 10 244
Linear quadratic models in Julia: optimal growth model 0 0 0 59 3 7 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 4 11 25 462
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 0 2 6 173 1 6 21 347
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 2 44 1 5 6 101
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 2 95 0 7 9 237
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 8 157
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 1 8 229 1 12 37 492
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 2 8 11 230
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 0 53 1 2 5 113
Stochastic growth model: Perturbation method in Julia 0 0 0 132 1 4 5 271
Stochastic growth model: Projection method in Julia 0 0 0 144 1 4 6 267
Total Software Items 1 8 37 2,253 20 90 200 4,670

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Statistics updated 2026-03-04