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Details about Petre Caraiani

Workplace:Institutul de Prognoza Economica (Institute for Economic Forecasting), Institutul National de Cercetari Economice (INCE) (National Institute of Economic Research), Academia Romana (Romanian Academy), (more information at EDIRC)

Access statistics for papers by Petre Caraiani.

Last updated 2022-11-04. Update your information in the RePEc Author Service.

Short-id: pca372


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Working Papers

2022

  1. Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach
    Working Papers, University of Pretoria, Department of Economics

2019

  1. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Journal of Behavioral Finance (2022)

2018

  1. Can Monetary Policy Lean against Housing Bubbles?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Economic Modelling (2022)
  2. Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Macroeconomics (2020)
  3. Monetary Policy and Bubbles in US REITs
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in International Review of Finance (2021)

2016

  1. A quantitative explanation of the low productivity in South-Eastern European economies: the role of misallocations
    wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw Downloads
    See also Journal Article in Empirica (2018)

Journal Articles

2022

  1. Can monetary policy lean against housing bubbles?
    Economic Modelling, 2022, 110, (C) Downloads View citations (1)
    See also Working Paper (2018)
  2. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
    Journal of Behavioral Finance, 2022, 23, (3), 241-261 Downloads
    See also Working Paper (2019)
  3. The impact of oil supply news shocks on corporate investments and the structure of production network
    Energy Economics, 2022, 110, (C) Downloads
  4. Using LASSO-family models to estimate the impact of monetary policy on corporate investments
    Economics Letters, 2022, 210, (C) Downloads

2021

  1. Monetary policy and bubbles in US REITs
    International Review of Finance, 2021, 21, (2), 675-687 Downloads View citations (2)
    See also Working Paper (2018)
  2. Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981
    Critical Finance Review, 2021, 10, (3), 409-418 Downloads
  3. The performance of publicly funded startups in Romania
    Economic Systems, 2021, 45, (3) Downloads

2020

  1. Credit policy and asset price bubbles
    Journal of Macroeconomics, 2020, 65, (C) Downloads
  2. Forecasting Financial Networks
    Computational Economics, 2020, 55, (3), 983-997 Downloads
  3. Housing markets, monetary policy, and the international co‐movement of housing bubbles
    Review of International Economics, 2020, 28, (2), 365-375 Downloads View citations (1)
  4. Is the response of the bank of England to exchange rate movements frequency-dependent?
    Journal of Macroeconomics, 2020, 63, (C) Downloads
    See also Working Paper (2018)
  5. Production network structure and the impact of the monetary policy shocks: Evidence from the OECD
    Economics Letters, 2020, 193, (C) Downloads View citations (1)
  6. The impact of monetary policy shocks on stock market bubbles: International evidence
    Finance Research Letters, 2020, 34, (C) Downloads View citations (4)

2019

  1. Monetary Policy Effects on Energy Sector Bubbles
    Energies, 2019, 12, (3), 1-13 Downloads View citations (1)
  2. Oil shocks and production network structure: Evidence from the OECD
    Energy Economics, 2019, 84, (C) Downloads View citations (4)

2018

  1. A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations
    Empirica, 2018, 45, (4), 707-745 Downloads View citations (1)
    See also Working Paper (2016)
  2. The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence
    Economics Letters, 2018, 169, (C), 55-58 Downloads View citations (15)

2017

  1. Evaluating exchange rate forecasts along time and frequency
    International Review of Economics & Finance, 2017, 51, (C), 60-81 Downloads View citations (12)

2016

  1. Business Cycle Accounting for Peripheral European Economies
    Scottish Journal of Political Economy, 2016, 63, (5), 468-496 Downloads
  2. Money and output causality: A structural approach
    International Review of Economics & Finance, 2016, 42, (C), 220-236 Downloads View citations (6)
  3. The role of money in DSGE models: a forecasting perspective
    Journal of Macroeconomics, 2016, 47, (PB), 315-330 Downloads View citations (9)

2015

  1. Estimating DSGE models across time and frequency
    Journal of Macroeconomics, 2015, 44, (C), 33-49 Downloads View citations (11)

2014

  1. Do money and financial variables help forecasting output in emerging European Economies?
    Empirical Economics, 2014, 46, (2), 743-763 Downloads View citations (2)
  2. The predictive power of singular value decomposition entropy for stock market dynamics
    Physica A: Statistical Mechanics and its Applications, 2014, 393, (C), 571-578 Downloads View citations (12)
  3. What drives the nonlinearity of time series: A frequency perspective
    Economics Letters, 2014, 125, (1), 40-42 Downloads View citations (1)

2013

  1. Comparing monetary policy rules in CEE economies: A Bayesian approach
    Economic Modelling, 2013, 32, (C), 233-246 Downloads View citations (8)
  2. Testing for nonlinearity and chaos in economic time series with noise titration
    Economics Letters, 2013, 120, (2), 192-194 Downloads View citations (4)
  3. The uncertain unit root in GDP and CPI: a wavelet-based perspective
    Applied Economics Letters, 2013, 20, (3), 297-299 Downloads View citations (1)
  4. Using Complex Networks to Characterize International Business Cycles
    PLOS ONE, 2013, 8, (3), 1-13 Downloads View citations (13)

2012

  1. Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (13), 3629-3637 Downloads View citations (10)
  2. Money and output: New evidence based on wavelet coherence
    Economics Letters, 2012, 116, (3), 547-550 Downloads View citations (19)
  3. Nonlinear dynamics in CEE stock markets indices
    Economics Letters, 2012, 114, (3), 329-331 Downloads View citations (8)
  4. Stylized facts of business cycles in a transition economy in time and frequency
    Economic Modelling, 2012, 29, (6), 2163-2173 Downloads View citations (18)

2011

  1. Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach
    Journal for Economic Forecasting, 2011, (4), 30-46 Downloads View citations (4)
  2. Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models
    Journal for Economic Forecasting, 2011, (2), 42-54 Downloads View citations (1)

2010

  1. Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions
    Romanian Economic Journal, 2010, 13, (38), 53-65 Downloads View citations (4)
  2. Forecasting Romanian GDP Using a BVAR Model
    Journal for Economic Forecasting, 2010, (4), 76-87 Downloads View citations (7)
  3. Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach
    Journal for Economic Forecasting, 2010, (1), 130-136 Downloads View citations (5)

2009

  1. An Estimation of Output Gap in Romanian Economy Using the DSGE Approach
    Prague Economic Papers, 2009, 2009, (4), 366-379 Downloads View citations (1)
  2. SECOND ORDER DYNAMICS OF ECONOMIC CYCLES
    Journal for Economic Forecasting, 2009, 6, (1), 36-47 Downloads View citations (9)

2008

  1. AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL
    Journal for Economic Forecasting, 2008, 5, (3), 100-114 Downloads View citations (7)
  2. Forecasting Romanian GDP Using a Small DSGE Model
    Journal for Economic Forecasting, 2008, 5, (1), 182-192 Downloads

2007

  1. An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach
    Journal for Economic Forecasting, 2007, 4, (2), 76-86 Downloads View citations (3)
  2. An Estimated New Keynesian Model for Romania
    Journal for Economic Forecasting, 2007, 4, (4), 114-123 Downloads View citations (3)

2006

  1. Alternative Methods of Estimating the Okun Coefficient. Applications for Romania
    Journal for Economic Forecasting, 2006, 3, (4), 82-89 Downloads View citations (3)
  2. Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate?
    Journal for Economic Forecasting, 2006, 3, (3), 39-50 Downloads View citations (4)
  3. Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania
    Journal for Economic Forecasting, 2006, 3, (4), 5-22 Downloads View citations (1)

2004

  1. NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY
    Journal for Economic Forecasting, 2004, 1, (4), 121-132 View citations (3)

Software Items

2018

  1. Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

2017

  1. Aiyagari model in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Huggett model in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Linear quadratic models in Julia: basic optimal control problem
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Linear quadratic models in Julia: optimal growth model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Optimal growth model: Collocation method (AR(1) case) in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  6. Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  7. Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  8. Stochastic growth model: Collocation method (Markov chain) in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  9. Stochastic growth model: Parametrized expectations algorithm in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  10. Stochastic growth model: Perturbation method in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  11. Stochastic growth model: Projection method in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2022-11-23