[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/f/pca372.html
   My authors  Follow this author

Petre Caraiani

Personal Details

First Name:Petre
Middle Name:
Last Name:Caraiani
Suffix:
RePEc Short-ID:pca372
[This author has chosen not to make the email address public]
Terminal Degree:2008 Institutul National de Cercetari Economice (INCE); Academia Romana (from RePEc Genealogy)

Affiliation

Institutul de Prognoza Economica
Institutul National de Cercetari Economice (INCE)
Academia Romana

Bucureşti, Romania
http://www.ipe.ro/
RePEc:edi:ipacaro (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
  2. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023. "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers 202309, University of Pretoria, Department of Economics.
  3. Alvaro Silva & Petre Caraiani & Jorge Miranda-Pinto & Juan Olaya-Agudelo, 2023. "Commodity Price Shocks and Production Networks in Small Open Economies," Working Papers Central Bank of Chile 977, Central Bank of Chile.
  4. Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta, 2023. "The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020," Working Papers 202321, University of Pretoria, Department of Economics.
  5. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023. "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers 202327, University of Pretoria, Department of Economics.
  6. Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers 202230, University of Pretoria, Department of Economics.
  7. Anghel, Dan & Caraiani, Petre & Rosu, Alina & Rosu, Ioanid, 2021. "Asset Pricing with Systematic Skewness: Two Decades Later," HEC Research Papers Series 1432, HEC Paris.
  8. Dan Anghel & Petre Caraiani & Alina Rosu & Ioanid Rosu, 2021. "Asset Pricing with Systematic Skewness: Then and Now," Working Papers hal-03836999, HAL.
  9. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
  10. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
  11. Petre Caraiani & Rangan Gupta, 2018. "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers 201883, University of Pretoria, Department of Economics.
  12. Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018. "Monetary Policy and Bubbles in US REITs," Working Papers 201845, University of Pretoria, Department of Economics.
  13. Petre Caraiani, 2016. "A quantitative explanation of the low productivity in South-Eastern European economies: the role of misallocations," wiiw Balkan Observatory Working Papers 119, The Vienna Institute for International Economic Studies, wiiw.

Articles

  1. Anghel, Dan Gabriel & Caraiani, Petre, 2024. "The volatility connectedness of US industries: The role of investor sentiment," Economics Letters, Elsevier, vol. 235(C).
  2. Caraiani, Petre & Călin, Adrian Cantemir, 2024. "The comovement of bubbles’ responses to monetary policy shocks," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  3. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024. "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
  4. André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023. "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, vol. 58(PC).
  5. Petre Caraiani, 2023. "Monetary Policy Shocks and Input–Output Characteristics of Production Networks," JRFM, MDPI, vol. 16(3), pages 1-13, March.
  6. Caraiani, Petre, 2023. "Oil news shocks, inflation expectations and social connectedness," Energy Economics, Elsevier, vol. 127(PB).
  7. Dan Gabriel Anghel & Petre Caraiani & Alina RoÅŸu & Ioanid RoÅŸu, 2023. "Asset Pricing with Systematic Skewness: Two Decades Later," Critical Finance Review, now publishers, vol. 12(1-4), pages 309-354, August.
  8. Petre Caraiani, 2023. "The Structural Convergence of New Members of the European Union: An Input-Output Perspective," Economies, MDPI, vol. 11(10), pages 1-14, September.
  9. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 133-155.
  10. Caraiani, Petre, 2022. "Using LASSO-family models to estimate the impact of monetary policy on corporate investments," Economics Letters, Elsevier, vol. 210(C).
  11. Caraiani, Petre, 2022. "The impact of oil supply news shocks on corporate investments and the structure of production network," Energy Economics, Elsevier, vol. 110(C).
  12. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 241-261, July.
  13. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022. "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, vol. 110(C).
  14. Busu, Mihail & Caraiani, Petre & Hadad, Shahrazad & Incze, Cynthia Bianka & Vargas, Madalina Vanesa, 2021. "The performance of publicly funded startups in Romania," Economic Systems, Elsevier, vol. 45(3).
  15. Dan Gabriel Anghel & Petre Caraiani, 2021. "Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981," Critical Finance Review, now publishers, vol. 10(3), pages 409-418, August.
  16. Petre Caraiani & Adrian C. Călin & Rangan Gupta, 2021. "Monetary policy and bubbles in US REITs," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 675-687, June.
  17. Petre Caraiani, 2020. "Forecasting Financial Networks," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 983-997, March.
  18. Caraiani, Petre & Cǎlin, Adrian Cantemir, 2020. "The impact of monetary policy shocks on stock market bubbles: International evidence," Finance Research Letters, Elsevier, vol. 34(C).
  19. Caraiani, Petre & Gupta, Rangan, 2020. "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, vol. 63(C).
  20. Petre Caraiani & Adrian Cantemir Călin, 2020. "Housing markets, monetary policy, and the international co‐movement of housing bubbles," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 365-375, May.
  21. Caraiani, Petre & Dutescu, Adriana & Hoinaru, Răzvan & Stănilă, Georgiana Oana, 2020. "Production network structure and the impact of the monetary policy shocks: Evidence from the OECD," Economics Letters, Elsevier, vol. 193(C).
  22. Caraiani, Petre & Luik, Marc-André & Wesselbaum, Dennis, 2020. "Credit policy and asset price bubbles," Journal of Macroeconomics, Elsevier, vol. 65(C).
  23. Petre Caraiani & Adrian Cantemir Călin, 2019. "Monetary Policy Effects on Energy Sector Bubbles," Energies, MDPI, vol. 12(3), pages 1-13, February.
  24. Caraiani, Petre, 2019. "Oil shocks and production network structure: Evidence from the OECD," Energy Economics, Elsevier, vol. 84(C).
  25. Petre Caraiani, 2018. "A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 707-745, November.
  26. Caraiani, Petre & Călin, Adrian Cantemir, 2018. "The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence," Economics Letters, Elsevier, vol. 169(C), pages 55-58.
  27. Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
  28. Caraiani, Petre, 2016. "The role of money in DSGE models: a forecasting perspective," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 315-330.
  29. Caraiani, Petre, 2016. "Money and output causality: A structural approach," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 220-236.
  30. Petre Caraiani, 2016. "Business Cycle Accounting for Peripheral European Economies," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(5), pages 468-496, November.
  31. Caraiani, Petre, 2015. "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 33-49.
  32. Caraiani, Petre, 2014. "What drives the nonlinearity of time series: A frequency perspective," Economics Letters, Elsevier, vol. 125(1), pages 40-42.
  33. Petre Caraiani, 2014. "Do money and financial variables help forecasting output in emerging European Economies?," Empirical Economics, Springer, vol. 46(2), pages 743-763, March.
  34. Caraiani, Petre, 2014. "The predictive power of singular value decomposition entropy for stock market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 571-578.
  35. Petre Caraiani, 2013. "The uncertain unit root in GDP and CPI: a wavelet-based perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 20(3), pages 297-299, February.
  36. Caraiani, Petre, 2013. "Testing for nonlinearity and chaos in economic time series with noise titration," Economics Letters, Elsevier, vol. 120(2), pages 192-194.
  37. Caraiani, Petre, 2013. "Comparing monetary policy rules in CEE economies: A Bayesian approach," Economic Modelling, Elsevier, vol. 32(C), pages 233-246.
  38. Petre Caraiani, 2013. "Using Complex Networks to Characterize International Business Cycles," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-13, March.
  39. Caraiani, Petre, 2012. "Money and output: New evidence based on wavelet coherence," Economics Letters, Elsevier, vol. 116(3), pages 547-550.
  40. Caraiani, Petre, 2012. "Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(13), pages 3629-3637.
  41. Caraiani, Petre, 2012. "Stylized facts of business cycles in a transition economy in time and frequency," Economic Modelling, Elsevier, vol. 29(6), pages 2163-2173.
  42. Caraiani, Petre, 2012. "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, vol. 114(3), pages 329-331.
  43. Acatrinei, Marius Cristian & Caraiani, Petre, 2011. "Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 42-54, June.
  44. Caraiani, Petre, 2011. "Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 30-46, December.
  45. Caraiani, Petre, 2010. "Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 130-136, March.
  46. Caraiani, Petre, 2010. "Forecasting Romanian GDP Using a BVAR Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 76-87, December.
  47. Petre Caraiani, 2010. "Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(38), pages 53-65, December.
  48. Petre Caraiani, 2009. "An Estimation of Output Gap in Romanian Economy Using the DSGE Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(4), pages 366-379.
  49. Purica, Ionut & Caraiani, Petre, 2009. "Second Order Dynamics Of Economic Cycles," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(1), pages 36-47, March.
  50. Caraiani, Petre, 2008. "Forecasting Romanian GDP Using a Small DSGE Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 182-192, March.
  51. Caraiani, Petre, 2008. "An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 100-114, September.
  52. Caraiani, Petre, 2007. "An Estimated New Keynesian Model for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(4), pages 114-123, December.
  53. Caraiani, Petre, 2007. "An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(2), pages 76-86, June.
  54. Caraiani, Petre, 2006. "Alternative Methods of Estimating the Okun Coefficient. Applications for Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 82-89, December.
  55. Pelinescu, Elena & Caraiani, Petre, 2006. "Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(3), pages 39-50, September.
  56. Pelinescu, Elena & Caraiani, Petre, 2006. "Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(4), pages 5-22, December.
  57. Caraiani, Petre, 2004. "Nominal And Real Stylized Facts Of The Business Cycles In Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 1(4), pages 121-132, December.

Software components

  1. Petre Caraiani, 2018. "Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code," QM&RBC Codes 219, Quantitative Macroeconomics & Real Business Cycles.
  2. Petre Caraiani, 2018. "Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code," QM&RBC Codes 218, Quantitative Macroeconomics & Real Business Cycles.
  3. Petre Caraiani, 2018. "Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code," QM&RBC Codes 220, Quantitative Macroeconomics & Real Business Cycles.
  4. Petre Caraiani, 2018. "Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code," QM&RBC Codes 217, Quantitative Macroeconomics & Real Business Cycles.
  5. Petre Caraiani, 2017. "Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code," QM&RBC Codes 215, Quantitative Macroeconomics & Real Business Cycles.
  6. Petre Caraiani, 2017. "Stochastic growth model: Perturbation method in Julia," QM&RBC Codes 213, Quantitative Macroeconomics & Real Business Cycles.
  7. Petre Caraiani, 2017. "Aiyagari model in Julia," QM&RBC Codes 208, Quantitative Macroeconomics & Real Business Cycles.
  8. Petre Caraiani, 2017. "Linear quadratic models in Julia: optimal growth model," QM&RBC Codes 206, Quantitative Macroeconomics & Real Business Cycles.
  9. Petre Caraiani, 2017. "Stochastic growth model: Projection method in Julia," QM&RBC Codes 211, Quantitative Macroeconomics & Real Business Cycles.
  10. Petre Caraiani, 2017. "Stochastic growth model: Collocation method (Markov chain) in Julia," QM&RBC Codes 210, Quantitative Macroeconomics & Real Business Cycles.
  11. Petre Caraiani, 2017. "Huggett model in Julia," QM&RBC Codes 209, Quantitative Macroeconomics & Real Business Cycles.
  12. Petre Caraiani, 2017. "Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code," QM&RBC Codes 216, Quantitative Macroeconomics & Real Business Cycles.
  13. Petre Caraiani, 2017. "Optimal growth model: Collocation method (AR(1) case) in Julia," QM&RBC Codes 214, Quantitative Macroeconomics & Real Business Cycles.
  14. Petre Caraiani, 2017. "Stochastic growth model: Parametrized expectations algorithm in Julia," QM&RBC Codes 212, Quantitative Macroeconomics & Real Business Cycles.
  15. Petre Caraiani, 2017. "Linear quadratic models in Julia: basic optimal control problem," QM&RBC Codes 207, Quantitative Macroeconomics & Real Business Cycles.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Journal Pages, Weighted by Number of Authors
  3. Number of Abstract Views in RePEc Services over the past 12 months
  4. Number of Downloads through RePEc Services over the past 12 months
  5. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  6. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  7. Betweenness measure in co-authorship network

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (4) 2018-09-03 2018-12-03 2018-12-24 2022-07-18
  2. NEP-MAC: Macroeconomics (4) 2018-09-03 2018-12-03 2018-12-24 2022-07-18
  3. NEP-MON: Monetary Economics (3) 2018-12-03 2018-12-24 2022-07-18
  4. NEP-URE: Urban and Real Estate Economics (3) 2018-09-03 2018-12-03 2019-07-08
  5. NEP-EFF: Efficiency and Productivity (2) 2016-06-18 2023-08-21
  6. NEP-ENV: Environmental Economics (2) 2023-08-21 2024-04-08
  7. NEP-AGR: Agricultural Economics (1) 2023-08-21
  8. NEP-BAN: Banking (1) 2022-07-18
  9. NEP-BEC: Business Economics (1) 2016-06-18
  10. NEP-DEM: Demographic Economics (1) 2022-07-18
  11. NEP-DES: Economic Design (1) 2023-05-29
  12. NEP-EEC: European Economics (1) 2023-05-29
  13. NEP-ENE: Energy Economics (1) 2024-04-08
  14. NEP-FMK: Financial Markets (1) 2024-04-08
  15. NEP-GRO: Economic Growth (1) 2023-08-21
  16. NEP-HIS: Business, Economic and Financial History (1) 2023-08-21
  17. NEP-NET: Network Economics (1) 2023-10-02
  18. NEP-OPM: Open Economy Macroeconomics (1) 2023-10-02
  19. NEP-RES: Resource Economics (1) 2024-04-08
  20. NEP-TRA: Transition Economics (1) 2016-06-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Petre Caraiani should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.