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 0 1 69
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 1 2 6 9
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 0 0 11 222
Commodity Price Shocks and Production Networks in Small Open Economies 0 1 5 5 2 8 14 14
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 6 130
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 1 10 0 2 14 18
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 1 3 107
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 8 61
Monetary Policy and Bubbles in US REITs 0 0 0 64 2 3 6 199
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 2 5 34 34
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 1 6 6 6 3 8 8 8
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 12 12 1 2 16 16
Total Working Papers 1 7 24 330 11 31 127 887


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 1 9 1 1 3 43
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 1 146 0 0 4 285
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 0 0 208
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 1 1 1 206
An Estimated New Keynesian Model for Romania 0 0 2 274 1 2 4 639
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 0 0 0 191
Asset Pricing with Systematic Skewness: Two Decades Later 0 1 3 3 1 2 7 7
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 0 0 1 86
Business Cycle Accounting for Peripheral European Economies 0 0 0 12 0 0 1 43
Can monetary policy lean against housing bubbles? 0 1 5 11 1 2 7 22
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 1 1 1 66
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 1 1 109 0 1 2 230
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 1 46 0 0 2 133
Credit policy and asset price bubbles 1 1 2 8 2 2 7 38
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 0 0 61
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 1 1 53 0 1 1 224
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 3 6 2 2 11 21
Estimating DSGE models across time and frequency 0 0 0 54 0 0 0 136
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 1 3 538 0 6 12 2,286
Evaluating exchange rate forecasts along time and frequency 0 1 2 18 0 1 2 75
Fiscal policy and stock markets at the effective lower bound 0 0 0 0 0 0 0 0
Forecasting Financial Networks 0 0 0 7 1 2 2 32
Forecasting Romanian GDP Using a BVAR Model 1 1 8 208 1 1 17 467
Forecasting Romanian GDP Using a Small DSGE Model 0 0 1 389 0 0 2 704
Housing markets, monetary policy, and the international co‐movement of housing bubbles 1 1 2 16 1 1 5 50
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 1 1 7 0 1 3 71
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 67 0 2 3 178
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 1 1 46 0 3 7 217
Monetary Policy Effects on Energy Sector Bubbles 1 1 1 61 1 1 9 175
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 1 2 2 0 2 6 8
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 1 1 0 1 9 9
Monetary policy and bubbles in US REITs 0 0 4 9 0 1 7 30
Money and output causality: A structural approach 0 0 0 36 0 0 2 98
Money and output: New evidence based on wavelet coherence 0 0 1 43 0 0 2 129
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 2 31 1 1 3 85
Oil news shocks, inflation expectations and social connectedness 2 4 7 7 2 4 16 16
Oil shocks and production network structure: Evidence from the OECD 0 0 1 21 0 0 6 71
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 2 5 17 1 3 10 56
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 0 113 0 0 1 306
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 2 5 11 0 2 9 25
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 0 1 125
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 0 0 0 119
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 0 0 3 3
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 0 87 0 0 2 184
The impact of monetary policy shocks on stock market bubbles: International evidence 0 0 8 41 0 1 18 114
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 1 7 0 0 3 19
The performance of publicly funded startups in Romania 0 0 1 8 0 1 3 28
The predictive power of singular value decomposition entropy for stock market dynamics 0 0 7 66 0 0 17 232
The role of money in DSGE models: a forecasting perspective 0 0 4 56 0 0 7 159
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 0 42 0 1 1 114
The volatility connectedness of US industries: The role of investor sentiment 1 1 1 1 2 2 2 2
Using Complex Networks to Characterize International Business Cycles 1 1 1 1 1 1 1 4
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 1 11 0 1 4 32
What drives the nonlinearity of time series: A frequency perspective 0 1 1 18 0 1 2 55
Total Journal Articles 8 24 92 3,122 21 55 249 9,008


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aiyagari model in Julia 7 11 34 412 9 19 59 795
Huggett model in Julia 2 3 12 221 2 4 22 397
Linear quadratic models in Julia: basic optimal control problem 2 3 3 77 3 4 9 229
Linear quadratic models in Julia: optimal growth model 1 1 3 57 1 1 4 140
Optimal growth model: Collocation method (AR(1) case) in Julia 3 3 6 133 3 3 7 311
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 1 1 28 240 3 8 51 410
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 5 9 23 145 5 10 33 297
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 2 40 1 2 7 93
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 2 7 88 2 4 20 218
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 6 76 1 4 13 141
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 2 18 213 3 9 48 436
Stochastic growth model: Collocation method (Markov chain) in Julia 2 2 3 91 3 3 7 213
Stochastic growth model: Parametrized expectations algorithm in Julia 1 1 1 49 2 2 5 103
Stochastic growth model: Perturbation method in Julia 1 2 5 122 1 4 13 249
Stochastic growth model: Projection method in Julia 1 2 8 138 1 3 17 253
Total Software Items 28 44 159 2,102 40 80 315 4,285


Statistics updated 2024-06-06