Petre Caraiani : Citation Profile


Are you Petre Caraiani?

Academia Romana

6

H index

2

i10 index

134

Citations

RESEARCH PRODUCTION:

41

Articles

5

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 8
   Journals where Petre Caraiani has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 16 (10.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca372
   Updated: 2020-11-21    RAS profile: 2020-09-28    
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Relations with other researchers


Works with:

Calin, Adrian Cantemir (6)

GUPTA, RANGAN (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Petre Caraiani.

Is cited by:

Verona, Fabio (13)

Benchimol, Jonathan (6)

Tiwari, Aviral (5)

Aguiar-Conraria, Luís (4)

Nalban, Valeriu (3)

Chang, Tsangyao (3)

Georgiadis, Georgios (3)

Wohar, Mark (3)

GUPTA, RANGAN (3)

Papadimitriou, Theophilos (2)

Faria, Gonçalo (2)

Cites to:

Gali, Jordi (20)

Aguiar-Conraria, Luís (20)

Gertler, Mark (19)

GUPTA, RANGAN (18)

Clarida, Richard (18)

Gallegati, Marco (12)

Wouters, Raf (12)

Smets, Frank (12)

Mantegna, Rosario (11)

Rogoff, Kenneth (11)

Rossi, Barbara (11)

Main data


Where Petre Caraiani has published?


Journals with more than one article published# docs
Journal for Economic Forecasting13
Economics Letters6
Journal of Macroeconomics4
Economic Modelling2
International Review of Economics & Finance2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics4

Recent works citing Petre Caraiani (2020 and 2019)


YearTitle of citing document
2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2019Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925.

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2019Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19.

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2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters. (2020). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_004.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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2019Forecast Performance in Times of Terrorism. (2019). El-Shagi, Makram ; Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.08.

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2020Fractal structure in the S&P500: A correlation-based threshold network approach. (2020). Song, Jae Wook ; Chang, Woojin ; Lee, Changju ; Ku, Seungmo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302484.

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2019DSGE model with financial frictions over subsets of business cycle frequencies. (2019). Palestrini, Antonio ; Giri, Federico ; Gallegati, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:152-163.

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2020Forecast performance in times terrorism. (2020). Benchimol, Jonathan ; El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402.

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2019Driving factors of equity bubbles. (2019). Chen, Langnan ; Wang, Shengquan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:304-317.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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2019The optimal monetary instrument and the (mis)use of causality tests. (2019). Smith, Lee A ; Keating, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:90-99.

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2019Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:11.

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2020Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775.

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2019Explaining future market return and evaluating market condition with common preferred spread index. (2019). Cho, Poongjin ; Ku, Seungmo ; Lee, Changju ; Chang, Woojin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:921-934.

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2019Bidirectional Nexus between Inflation and Inflation Uncertainty in the Asian Emerging Markets – The GARCH-in-Mean Approach. (2019). Živkov, Dejan ; Kovacevic, Jelena ; Duraskovic, Jasmina ; Manic, Slavica. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:6:p:580-599.

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2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

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2019Identifying Networks in Social Media: The case of #Grexit. (2019). Magkonis, Georgios ; Jackson, Karen. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:1:d:10.1007_s11067-018-9399-9.

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2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters. (2020). Verona, Fabio ; Manuel, . In: CEF.UP Working Papers. RePEc:por:cetedp:2001.

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2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001.

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2020Is there a National Housing Market Bubble Brewing in the United States?. (2020). GUPTA, RANGAN ; Ma, Jun ; Wohar, Mark E ; Theodoridis, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202023.

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2019U.S-Turkey Crisis and Its Impact on the Economy of the Black Sea Region. (2019). Mamaladze, Lela ; Abuselidze, George. In: EconStor Open Access Articles. RePEc:zbw:espost:216641.

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Works by Petre Caraiani:


YearTitleTypeCited
2020Housing markets, monetary policy, and the international co‐movement of housing bubbles In: Review of International Economics.
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2016Business Cycle Accounting for Peripheral European Economies In: Scottish Journal of Political Economy.
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article0
2012Stylized facts of business cycles in a transition economy in time and frequency In: Economic Modelling.
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article18
2013Comparing monetary policy rules in CEE economies: A Bayesian approach In: Economic Modelling.
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article7
2012Nonlinear dynamics in CEE stock markets indices In: Economics Letters.
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article5
2012Money and output: New evidence based on wavelet coherence In: Economics Letters.
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article16
2013Testing for nonlinearity and chaos in economic time series with noise titration In: Economics Letters.
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article1
2014What drives the nonlinearity of time series: A frequency perspective In: Economics Letters.
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article0
2018The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence In: Economics Letters.
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article2
2020Production network structure and the impact of the monetary policy shocks: Evidence from the OECD In: Economics Letters.
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article0
2019Oil shocks and production network structure: Evidence from the OECD In: Energy Economics.
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article0
2020The impact of monetary policy shocks on stock market bubbles: International evidence In: Finance Research Letters.
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article0
2015Estimating DSGE models across time and frequency In: Journal of Macroeconomics.
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article5
2016The role of money in DSGE models: a forecasting perspective In: Journal of Macroeconomics.
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article9
2020Is the response of the bank of England to exchange rate movements frequency-dependent? In: Journal of Macroeconomics.
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article0
2018Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?.(2018) In: Working Papers.
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2020Credit policy and asset price bubbles In: Journal of Macroeconomics.
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2012Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics In: Physica A: Statistical Mechanics and its Applications.
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article5
2014The predictive power of singular value decomposition entropy for stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
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article8
2016Money and output causality: A structural approach In: International Review of Economics & Finance.
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article2
2017Evaluating exchange rate forecasts along time and frequency In: International Review of Economics & Finance.
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article4
2019Monetary Policy Effects on Energy Sector Bubbles In: Energies.
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article0
2020Forecasting Financial Networks In: Computational Economics.
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article0
2018A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations In: Empirica.
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2016A quantitative explanation of the low productivity in South-Eastern European economies: the role of misallocations.(2016) In: wiiw Balkan Observatory Working Papers.
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2013Using Complex Networks to Characterize International Business Cycles In: PLOS ONE.
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2018Monetary Policy and Bubbles in US REITs In: Working Papers.
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2018Can Monetary Policy Lean against Housing Bubbles? In: Working Papers.
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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
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paper2
2009An Estimation of Output Gap in Romanian Economy Using the DSGE Approach In: Prague Economic Papers.
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article1
2010Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions In: Romanian Economic Journal.
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article4
2004NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY In: Journal for Economic Forecasting.
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2006Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? In: Journal for Economic Forecasting.
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2006Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania In: Journal for Economic Forecasting.
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2006Alternative Methods of Estimating the Okun Coefficient. Applications for Romania In: Journal for Economic Forecasting.
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2007An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach In: Journal for Economic Forecasting.
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2007An Estimated New Keynesian Model for Romania In: Journal for Economic Forecasting.
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2008Forecasting Romanian GDP Using a Small DSGE Model In: Journal for Economic Forecasting.
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2008AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL In: Journal for Economic Forecasting.
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article5
2009SECOND ORDER DYNAMICS OF ECONOMIC CYCLES In: Journal for Economic Forecasting.
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article8
2010Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach In: Journal for Economic Forecasting.
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2010Forecasting Romanian GDP Using a BVAR Model In: Journal for Economic Forecasting.
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article5
2011Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models In: Journal for Economic Forecasting.
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2011Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach In: Journal for Economic Forecasting.
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article3
2014Do money and financial variables help forecasting output in emerging European Economies? In: Empirical Economics.
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article2
2013The uncertain unit root in GDP and CPI: a wavelet-based perspective In: Applied Economics Letters.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team