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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 0 69
Asset Pricing with Systematic Skewness: Then and Now 0 0 0 0 1 1 5 11
Asset Pricing with Systematic Skewness: Two Decades Later 0 1 1 1 0 1 1 1
Can Monetary Policy Lean against Housing Bubbles? 0 0 0 104 1 2 9 226
Commodity Price Shocks and Production Networks in Small Open Economies 0 0 4 6 0 3 19 21
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 0 1 5 132
Fiscal Policy and Stock Markets at the Effective Lower Bound 0 0 0 10 1 3 10 23
Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? 0 0 0 30 0 1 3 108
Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach 0 0 0 26 0 0 4 63
Monetary Policy and Bubbles in US REITs 0 0 0 64 0 1 7 202
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 1 10 36
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 7 7 1 6 18 18
The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 0 0 0 12 2 3 7 20
Total Working Papers 0 1 12 333 6 23 98 930

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 1 2 10 0 1 3 44
AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL 0 0 1 146 0 0 3 285
Alternative Methods of Estimating the Okun Coefficient. Applications for Romania 0 0 0 71 0 1 2 210
An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach 0 0 0 83 0 0 1 206
An Estimated New Keynesian Model for Romania 0 1 1 275 0 1 4 641
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 1 2 5 5 1 2 11 11
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 2 3 15 0 2 3 46
Can monetary policy lean against housing bubbles? 0 1 7 15 0 4 13 31
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics 0 0 0 18 1 1 2 67
Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach 0 0 1 109 0 1 2 231
Comparing monetary policy rules in CEE economies: A Bayesian approach 0 0 1 47 1 1 2 135
Credit policy and asset price bubbles 0 2 3 10 0 2 7 40
Do money and financial variables help forecasting output in emerging European Economies? 0 0 0 17 0 1 1 62
Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? 0 0 1 53 0 0 1 224
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 2 6 0 0 5 21
Estimating DSGE models across time and frequency 0 1 1 55 0 2 2 138
Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania 0 0 4 539 0 0 12 2,288
Evaluating exchange rate forecasts along time and frequency 0 0 3 20 0 2 6 80
Fiscal policy and stock markets at the effective lower bound 0 1 1 1 0 2 2 2
Forecasting Financial Networks 0 2 2 9 1 3 6 36
Forecasting Romanian GDP Using a BVAR Model 1 1 8 212 1 3 13 474
Forecasting Romanian GDP Using a Small DSGE Model 0 0 0 389 0 0 0 704
Housing markets, monetary policy, and the international co‐movement of housing bubbles 0 0 4 18 0 0 6 52
Is the response of the bank of England to exchange rate movements frequency-dependent? 0 1 2 8 1 2 4 73
Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach 0 0 0 67 0 0 3 178
Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models 0 0 1 46 1 3 8 221
Monetary Policy Effects on Energy Sector Bubbles 0 1 4 64 0 3 6 180
Monetary Policy Shocks and Input–Output Characteristics of Production Networks 0 0 2 2 0 2 7 11
Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development 0 1 3 3 0 2 8 14
Monetary policy and bubbles in US REITs 0 0 2 11 0 0 4 33
Money and output causality: A structural approach 0 0 0 36 0 0 1 98
Money and output: New evidence based on wavelet coherence 0 0 0 43 0 2 2 131
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 0 31 0 1 2 86
Oil news shocks, inflation expectations and social connectedness 0 1 8 9 0 3 17 21
Oil shocks and production network structure: Evidence from the OECD 0 2 2 23 1 3 7 77
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 0 0 1 1 1 1
Production network structure and the impact of the monetary policy shocks: Evidence from the OECD 1 1 3 18 2 4 7 60
SECOND ORDER DYNAMICS OF ECONOMIC CYCLES 0 0 0 113 0 0 0 306
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 0 1 7 16 0 1 7 30
Stylized facts of business cycles in a transition economy in time and frequency 0 0 0 42 0 1 2 127
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 1 3
The comovement of bubbles’ responses to monetary policy shocks 0 1 1 1 0 1 1 1
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence 0 2 5 92 1 3 7 190
The impact of monetary policy shocks on stock market bubbles: International evidence 0 0 5 43 1 1 11 118
The impact of oil supply news shocks on corporate investments and the structure of production network 0 3 5 12 0 4 7 25
The performance of publicly funded startups in Romania 0 0 0 8 1 3 5 32
The predictive power of singular value decomposition entropy for stock market dynamics 0 1 9 70 0 3 14 240
The role of money in DSGE models: a forecasting perspective 0 1 4 57 0 3 9 162
The uncertain unit root in GDP and CPI: a wavelet-based perspective 0 0 0 42 0 0 1 114
The volatility connectedness of US industries: The role of investor sentiment 0 0 2 2 0 2 6 6
Using Complex Networks to Characterize International Business Cycles 0 0 1 1 0 0 1 4
Using LASSO-family models to estimate the impact of monetary policy on corporate investments 0 0 0 11 0 1 4 33
What drives the nonlinearity of time series: A frequency perspective 0 0 1 18 0 3 5 58
Total Journal Articles 3 30 117 3,186 14 81 266 9,148

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 10 32 427 0 12 57 821
Huggett model in Julia 0 3 8 225 0 3 13 404
Linear quadratic models in Julia: basic optimal control problem 0 2 6 80 0 2 7 232
Linear quadratic models in Julia: optimal growth model 0 1 3 59 0 1 5 144
Optimal growth model: Collocation method (AR(1) case) in Julia 0 2 6 136 0 3 8 315
Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code 3 6 16 249 3 8 32 424
Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code 2 8 32 164 3 12 39 320
Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 1 3 42 0 1 4 95
Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 2 7 92 0 4 18 226
Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 2 9 82 0 2 14 148
Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code 0 3 15 220 1 7 33 451
Stochastic growth model: Collocation method (Markov chain) in Julia 0 3 5 94 1 5 8 218
Stochastic growth model: Parametrized expectations algorithm in Julia 0 2 4 52 0 2 5 106
Stochastic growth model: Perturbation method in Julia 1 5 12 132 2 8 22 264
Stochastic growth model: Projection method in Julia 0 2 9 143 0 4 13 260
Total Software Items 6 52 167 2,197 10 74 278 4,428

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Statistics updated 2024-12-04