EconPapers    
Economics at your fingertips  
 

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 2019-07-01. Update your information in the RePEc Author Service.

Short-id: pca372


Jump to Journal Articles Software Items

Working Papers

2018

  1. Can Monetary Policy Lean against Housing Bubbles?
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
  2. Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?
    Working Papers, University of Pretoria, Department of Economics
  3. Monetary Policy and Bubbles in US REITs
    Working Papers, University of Pretoria, Department of Economics View citations (1)

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

2019

  1. Monetary Policy Effects on Energy Sector Bubbles
    Energies, 2019, 12, (3), 1-13 Downloads

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
    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 (3)

2017

  1. Evaluating exchange rate forecasts along time and frequency
    International Review of Economics & Finance, 2017, 51, (C), 60-81 Downloads View citations (2)

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 (2)
  3. The role of money in DSGE models: a forecasting perspective
    Journal of Macroeconomics, 2016, 47, (PB), 315-330 Downloads View citations (4)

2015

  1. Estimating DSGE models across time and frequency
    Journal of Macroeconomics, 2015, 44, (C), 33-49 Downloads View citations (6)

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 (7)
  3. What drives the nonlinearity of time series: A frequency perspective
    Economics Letters, 2014, 125, (1), 40-42 Downloads

2013

  1. Comparing monetary policy rules in CEE economies: A Bayesian approach
    Economic Modelling, 2013, 32, (C), 233-246 Downloads View citations (7)
  2. Testing for nonlinearity and chaos in economic time series with noise titration
    Economics Letters, 2013, 120, (2), 192-194 Downloads
  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)

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 (4)
  2. Money and output: New evidence based on wavelet coherence
    Economics Letters, 2012, 116, (3), 547-550 Downloads View citations (14)
  3. Nonlinear dynamics in CEE stock markets indices
    Economics Letters, 2012, 114, (3), 329-331 Downloads View citations (5)
  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 (4)
  3. Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach
    Journal for Economic Forecasting, 2010, (1), 130-136 Downloads View citations (2)

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 (8)

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 (6)
  2. Forecasting Romanian GDP Using a Small DSGE Model
    Journal for Economic Forecasting, 2008, 5, (1), 182-192 Downloads View citations (1)

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 (1)
  2. An Estimated New Keynesian Model for Romania
    Journal for Economic Forecasting, 2007, 4, (4), 114-123 Downloads View citations (2)

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 (3)
  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 (2)

Software Items

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. Stochastic growth model: Collocation method (Markov chain) in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  7. Stochastic growth model: Parametrized expectations algorithm in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  8. Stochastic growth model: Perturbation method in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  9. Stochastic growth model: Projection method in Julia
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2019-10-15