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 5 6 10 79
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 1 1 1 14
Asset Pricing with Systematic Skewness: Two Decades Later 0 0 0 1 2 8 12 15
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 3 5 10 238
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 1 18 18 5 10 28 28
Commodity Price Shocks and Production Networks in Small Open Economies 1 1 7 13 5 10 27 49
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 3 8 5 11 21 26
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 2 5 8 141
Financial Conditions, Uncertainty and Expectations Errors of Firms 0 9 17 17 7 15 23 23
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 2 10 13 36
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 2 4 4 113
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 2 5 6 69
Monetary Policy and Bubbles in US REITs 0 0 0 64 3 3 6 209
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 13 13 17 54
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 1 5 9 30
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 0 2 10 30
Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets 0 0 1 1 4 16 17 17
Total Working Papers 2 11 46 384 62 129 222 1,171

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 3 3 47
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 0 146 5 7 9 295
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 3 4 5 215
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 1 1 4 210
An Estimated New Keynesian Model for Romania 0 0 0 275 2 2 5 647
An Estimation of Output Gap in Romanian Economy Using the DSGE Approach 0 0 0 96 2 5 6 197
Asset Pricing with Systematic Skewness: Two Decades Later 0 1 2 7 1 10 12 24
Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions 0 0 0 34 5 7 8 94
Business Cycle Accounting for Peripheral European Economies 0 0 0 15 2 4 6 52
Can monetary policy lean against housing bubbles? 0 0 1 16 4 5 7 41
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 2 3 3 70
Commodity prices and production networks in small open economies 0 1 3 3 7 12 17 18
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 0 109 2 3 3 234
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 0 47 2 2 4 139
Credit policy and asset price bubbles 0 0 1 11 4 7 10 52
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 3 5 6 68
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 0 53 2 4 6 230
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 7 3 7 12 36
Estimating DSGE models across time and frequency 0 1 1 57 6 10 11 151
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 2 541 1 5 19 2,308
Evaluating exchange rate forecasts along time and frequency 0 1 1 21 5 7 8 89
Fiscal policy and stock markets at the effective lower bound 0 0 0 1 0 6 8 10
Forecasting Financial Networks 0 0 0 9 1 2 3 39
Forecasting Romanian GDP Using a BVAR Model 0 0 0 213 3 5 12 487
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 3 5 5 709
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 0 18 0 2 5 58
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 0 0 8 4 4 8 82
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 1 68 2 2 4 182
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 0 46 4 5 8 229
Monetary Policy Effects on Energy Sector Bubbles 0 0 0 64 3 5 10 191
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 2 4 6 8 13 24
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 0 1 4 5 5 13 28
Monetary policy and bubbles in US REITs 0 0 0 11 3 4 4 37
Monetary policy shocks and the high-frequency network connectedness of stock markets 0 0 1 1 8 13 32 32
Money and output causality: A structural approach 0 0 0 36 1 3 7 105
Money and output: New evidence based on wavelet coherence 0 0 0 43 5 7 13 144
NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY 0 0 0 0 3 4 4 95
Nonlinear dynamics in CEE stock markets indices 0 0 1 32 2 3 5 91
Oil news shocks, inflation expectations and social connectedness 0 0 3 12 1 4 12 33
Oil shocks and production network structure: Evidence from the OECD 0 0 1 24 1 1 5 83
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 7 13 18 20
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 3 7 12 12
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 0 0 1 20 2 3 11 74
Production networks and resilience: How dense production networks shield economies in financial crisis 0 0 1 1 5 8 10 10
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 1 3 116 3 7 13 319
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 0 1 18 5 5 13 45
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 2 3 7 134
Testing for nonlinearity and chaos in economic time series with noise titration 0 0 0 44 0 3 4 123
The Structural Convergence of New Members of the European Union: An Input-Output Perspective 0 0 0 0 1 2 8 11
The comovement of bubbles’ responses to monetary policy shocks 0 0 0 1 1 3 8 10
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 0 2 96 2 3 8 201
The impact of monetary policy shocks on stock market bubbles: International evidence 1 2 3 47 3 6 15 134
The impact of oil supply news shocks on corporate investments and the structure of production network 0 0 2 14 4 6 11 36
The performance of publicly funded startups in Romania 1 1 2 10 2 6 9 42
The predictive power of singular value decomposition entropy for stock market dynamics 1 1 2 73 4 6 11 253
The role of money in DSGE models: a forecasting perspective 0 0 0 57 29 55 116 278
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 1 43 0 1 3 118
The volatility connectedness of US industries: The role of investor sentiment 0 0 0 3 3 5 10 17
Using Complex Networks to Characterize International Business Cycles 0 0 0 1 0 1 3 7
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 12 3 6 13 47
What drives the nonlinearity of time series: A frequency perspective 0 0 0 18 3 5 7 65
Total Journal Articles 3 9 40 3,237 199 355 645 9,832

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 4 25 850
Huggett model in Julia 1 1 4 229 8 9 20 425
Linear quadratic models in Julia: basic optimal control problem 0 0 0 81 4 6 9 242
Linear quadratic models in Julia: optimal growth model 0 0 0 59 3 5 6 150
Optimal growth model: Collocation method (AR(1) case) in Julia 0 0 1 137 0 1 4 319
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 2 2 7 262 7 10 23 458
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 1 3 6 173 2 8 21 346
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 2 44 1 4 5 100
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 1 1 3 95 6 7 10 237
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 0 1 83 0 2 7 156
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 7 228 9 13 38 491
Stochastic growth model: Collocation method (Markov chain) in Julia 0 0 0 94 5 8 9 228
Stochastic growth model: Parametrized expectations algorithm in Julia 0 0 0 53 1 3 5 112
Stochastic growth model: Perturbation method in Julia 0 0 0 132 3 3 5 270
Stochastic growth model: Projection method in Julia 0 0 0 144 3 4 5 266
Total Software Items 5 9 39 2,252 54 87 192 4,650

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Statistics updated 2026-02-12