Petre Caraiani

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Affiliations

• Academia Romana / Institutul National de Cercetari Economice (INCE) / Institutul de Prognoza Economica
  • EDIRC entry
  • location:

Research profile

author of:

• Monetary policy and bubbles in US REITs (RePEc:bla:irvfin:v:21:y:2021:i:2:p:675-687)
  by Petre Caraiani & Adrian C. Călin & Rangan Gupta
• Housing markets, monetary policy, and the international co‐movement of housing bubbles (RePEc:bla:reviec:v:28:y:2020:i:2:p:365-375)
  by Petre Caraiani & Adrian Cantemir Călin
• Business Cycle Accounting for Peripheral European Economies (RePEc:bla:scotjp:v:63:y:2016:i:5:p:468-496)
  by Petre Caraiani
• Commodity Price Shocks and Production Networks in Small Open Economies (RePEc:chb:bcchwp:977)
  by Alvaro Silva & Petre Caraiani & Jorge Miranda-Pinto & Juan Olaya-Agudelo
• Linear quadratic models in Julia: optimal growth model (RePEc:dge:qmrbcd:206)
  by Petre Caraiani
• Linear quadratic models in Julia: basic optimal control problem (RePEc:dge:qmrbcd:207)
  by Petre Caraiani
• Aiyagari model in Julia (RePEc:dge:qmrbcd:208)
  by Petre Caraiani
• Huggett model in Julia (RePEc:dge:qmrbcd:209)
  by Petre Caraiani
• Stochastic growth model: Collocation method (Markov chain) in Julia (RePEc:dge:qmrbcd:210)
  by Petre Caraiani
• Stochastic growth model: Projection method in Julia (RePEc:dge:qmrbcd:211)
  by Petre Caraiani
• Stochastic growth model: Parametrized expectations algorithm in Julia (RePEc:dge:qmrbcd:212)
  by Petre Caraiani
• Stochastic growth model: Perturbation method in Julia (RePEc:dge:qmrbcd:213)
  by Petre Caraiani
• Optimal growth model: Collocation method (AR(1) case) in Julia (RePEc:dge:qmrbcd:214)
  by Petre Caraiani
• Solving and simulating a RBC model in Julia adapted from Fabrice Collard's Matlab code (RePEc:dge:qmrbcd:215)
  by Petre Caraiani
• Solving and simulating a baseline New Keynesian model in Julia adapted from Martin Ellison's Matlab code (RePEc:dge:qmrbcd:216)
  by Petre Caraiani
• Solving the deterministc Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code (RePEc:dge:qmrbcd:217)
  by Petre Caraiani
• Solving the deterministic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code (RePEc:dge:qmrbcd:218)
  by Petre Caraiani
• Solving the stochastic Optimal Growth model by Policy Function Interation in Julia adapted from Fabrice Collard's Matlab code (RePEc:dge:qmrbcd:219)
  by Petre Caraiani
• Solving the stochastic Optimal Growth model by Value Function Interation in Julia adapted from Fabrice Collard's Matlab code (RePEc:dge:qmrbcd:220)
  by Petre Caraiani
• Asset Pricing with Systematic Skewness: Two Decades Later (RePEc:ebg:heccah:1432)
  by Anghel, Dan & Caraiani, Petre & Rosu, Alina & Rosu, Ioanid
• Commodity prices and production networks in small open economies (RePEc:eee:dyncon:v:168:y:2024:i:c:s016518892400160x)
  by Silva, Alvaro & Caraiani, Petre & Miranda-Pinto, Jorge & Olaya-Agudelo, Juan
• Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155)
  by Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua
• Can monetary policy lean against housing bubbles? (RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475)
  by André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan
• Stylized facts of business cycles in a transition economy in time and frequency (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2163-2173)
  by Caraiani, Petre
• Comparing monetary policy rules in CEE economies: A Bayesian approach (RePEc:eee:ecmode:v:32:y:2013:i:c:p:233-246)
  by Caraiani, Petre
• The comovement of bubbles’ responses to monetary policy shocks (RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694)
  by Caraiani, Petre & Călin, Adrian Cantemir
• Nonlinear dynamics in CEE stock markets indices (RePEc:eee:ecolet:v:114:y:2012:i:3:p:329-331)
  by Caraiani, Petre
• Money and output: New evidence based on wavelet coherence (RePEc:eee:ecolet:v:116:y:2012:i:3:p:547-550)
  by Caraiani, Petre
• Testing for nonlinearity and chaos in economic time series with noise titration (RePEc:eee:ecolet:v:120:y:2013:i:2:p:192-194)
  by Caraiani, Petre
• What drives the nonlinearity of time series: A frequency perspective (RePEc:eee:ecolet:v:125:y:2014:i:1:p:40-42)
  by Caraiani, Petre
• The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence (RePEc:eee:ecolet:v:169:y:2018:i:c:p:55-58)
  by Caraiani, Petre & Călin, Adrian Cantemir
• Production network structure and the impact of the monetary policy shocks: Evidence from the OECD (RePEc:eee:ecolet:v:193:y:2020:i:c:s016517652030183x)
  by Caraiani, Petre & Dutescu, Adriana & Hoinaru, Răzvan & Stănilă, Georgiana Oana
• Using LASSO-family models to estimate the impact of monetary policy on corporate investments (RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004420)
  by Caraiani, Petre
• The volatility connectedness of US industries: The role of investor sentiment (RePEc:eee:ecolet:v:235:y:2024:i:c:s0165176524000612)
  by Anghel, Dan Gabriel & Caraiani, Petre
• The performance of publicly funded startups in Romania (RePEc:eee:ecosys:v:45:y:2021:i:3:s093936252100056x)
  by Busu, Mihail & Caraiani, Petre & Hadad, Shahrazad & Incze, Cynthia Bianka & Vargas, Madalina Vanesa
• The impact of oil supply news shocks on corporate investments and the structure of production network (RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001803)
  by Caraiani, Petre
• Oil news shocks, inflation expectations and social connectedness (RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005522)
  by Caraiani, Petre
• Oil shocks and production network structure: Evidence from the OECD (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303548)
  by Caraiani, Petre
• The impact of monetary policy shocks on stock market bubbles: International evidence (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303484)
  by Caraiani, Petre & Cǎlin, Adrian Cantemir
• Fiscal policy and stock markets at the effective lower bound (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364)
  by André, Christophe & Caraiani, Petre & Gupta, Rangan
• Estimating DSGE models across time and frequency (RePEc:eee:jmacro:v:44:y:2015:i:c:p:33-49)
  by Caraiani, Petre
• The role of money in DSGE models: a forecasting perspective (RePEc:eee:jmacro:v:47:y:2016:i:pb:p:315-330)
  by Caraiani, Petre
• Is the response of the bank of England to exchange rate movements frequency-dependent? (RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344)
  by Caraiani, Petre & Gupta, Rangan
• Credit policy and asset price bubbles (RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301555)
  by Caraiani, Petre & Luik, Marc-André & Wesselbaum, Dennis
• Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics (RePEc:eee:phsmap:v:391:y:2012:i:13:p:3629-3637)
  by Caraiani, Petre
• The predictive power of singular value decomposition entropy for stock market dynamics (RePEc:eee:phsmap:v:393:y:2014:i:c:p:571-578)
  by Caraiani, Petre
• Money and output causality: A structural approach (RePEc:eee:reveco:v:42:y:2016:i:c:p:220-236)
  by Caraiani, Petre
• Evaluating exchange rate forecasts along time and frequency (RePEc:eee:reveco:v:51:y:2017:i:c:p:60-81)
  by Caraiani, Petre
• The Structural Convergence of New Members of the European Union: An Input-Output Perspective (RePEc:gam:jecomi:v:11:y:2023:i:10:p:243-:d:1251662)
  by Petre Caraiani
• Monetary Policy Effects on Energy Sector Bubbles (RePEc:gam:jeners:v:12:y:2019:i:3:p:472-:d:202741)
  by Petre Caraiani & Adrian Cantemir Călin
• Monetary Policy Shocks and Input–Output Characteristics of Production Networks (RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:168-:d:1085568)
  by Petre Caraiani
• Asset Pricing with Systematic Skewness: Then and Now (RePEc:hal:wpaper:hal-03836999)
  by Dan Anghel & Petre Caraiani & Alina Rosu & Ioanid Rosu
• Forecasting Financial Networks (RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09925-8)
  by Petre Caraiani
• A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations (RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9387-1)
  by Petre Caraiani
• Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach (RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani
• Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 (RePEc:now:jnlcfr:104.00000094)
  by Dan Gabriel Anghel & Petre Caraiani
• Asset Pricing with Systematic Skewness: Two Decades Later (RePEc:now:jnlcfr:104.00000133)
  by Dan Gabriel Anghel & Petre Caraiani & Alina RoÅŸu & Ioanid RoÅŸu
• Using Complex Networks to Characterize International Business Cycles (RePEc:plo:pone00:0058109)
  by Petre Caraiani
• Monetary Policy and Bubbles in US REITs (RePEc:pre:wpaper:201845)
  by Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta
• Can Monetary Policy Lean against Housing Bubbles? (RePEc:pre:wpaper:201877)
  by Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta
• Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent? (RePEc:pre:wpaper:201883)
  by Petre Caraiani & Rangan Gupta
• Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (RePEc:pre:wpaper:201953)
  by Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia
• Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach (RePEc:pre:wpaper:202230)
  by Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen
• Fiscal Policy and Stock Markets at the Effective Lower Bound (RePEc:pre:wpaper:202309)
  by Christophe Andre & Petre Caraiani & Rangan Gupta
• The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 (RePEc:pre:wpaper:202321)
  by Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta
• Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202327)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani
• Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks (RePEc:pre:wpaper:202407)
  by Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta
• Does Climate Affect Investments? Evidence from Firms in the United States (RePEc:pre:wpaper:202448)
  by Petre Caraiani & Carolyn Chisadza & Rangan Gupta
• An Estimation of Output Gap in Romanian Economy Using the DSGE Approach (RePEc:prg:jnlpep:v:2009:y:2009:i:4:id:360:p:366-379)
  by Petre Caraiani
• Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions (RePEc:rej:journl:v:13:y:2010:i:38:p:53-65)
  by Petre Caraiani
• Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach (RePEc:rjr:romjef:v::y:2010:i:1:p:130-136)
  by Caraiani, Petre
• Forecasting Romanian GDP Using a BVAR Model (RePEc:rjr:romjef:v::y:2010:i:4:p:76-87)
  by Caraiani, Petre
• Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models (RePEc:rjr:romjef:v::y:2011:i:2:p:42-54)
  by Acatrinei, Marius Cristian & Caraiani, Petre
• Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach (RePEc:rjr:romjef:v::y:2011:i:4:p:30-46)
  by Caraiani, Petre
• Nominal And Real Stylized Facts Of The Business Cycles In Romanian Economy (RePEc:rjr:romjef:v:1:y:2004:i:4:p:121-132)
  by Caraiani, Petre
• Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? (RePEc:rjr:romjef:v:3:y:2006:i:3:p:39-50)
  by Pelinescu, Elena & Caraiani, Petre
• Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania (RePEc:rjr:romjef:v:3:y:2006:i:4:p:5-22)
  by Pelinescu, Elena & Caraiani, Petre
• Alternative Methods of Estimating the Okun Coefficient. Applications for Romania (RePEc:rjr:romjef:v:3:y:2006:i:4:p:82-89)
  by Caraiani, Petre
• An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach (RePEc:rjr:romjef:v:4:y:2007:i:1:p:76-86)
  by Caraiani, Petre
• An Estimated New Keynesian Model for Romania (RePEc:rjr:romjef:v:4:y:2007:i:4:p:114-123)
  by Caraiani, Petre
• Forecasting Romanian GDP Using a Small DSGE Model (RePEc:rjr:romjef:v:5:y:2008:i:1:p:182-192)
  by Caraiani, Petre
• An Analysis Of Domestic And External Shocks On Romanian Economy Using A Dsge Model (RePEc:rjr:romjef:v:5:y:2008:i:3:p:100-114)
  by Caraiani, Petre
• Second Order Dynamics Of Economic Cycles (RePEc:rjr:romjef:v:6:y:2009:i:1:p:36-47)
  by Purica, Ionut & Caraiani, Petre
• Do money and financial variables help forecasting output in emerging European Economies? (RePEc:spr:empeco:v:46:y:2014:i:2:p:743-763)
  by Petre Caraiani
• The uncertain unit root in GDP and CPI: a wavelet-based perspective (RePEc:taf:apeclt:v:20:y:2013:i:3:p:297-299)
  by Petre Caraiani
• Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (RePEc:taf:hbhfxx:v:23:y:2022:i:3:p:241-261)
  by Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia
• A quantitative explanation of the low productivity in South-Eastern European economies: the role of misallocations (RePEc:wii:bpaper:119)
  by Petre Caraiani