Petre Caraiani : Citation Profile

Are you Petre Caraiani?

Academia Romana

8

H index

6

i10 index

206

Citations

RESEARCH PRODUCTION:

49

Articles

7

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 11
   Journals where Petre Caraiani has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 23 (10.04 %)

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   Permalink: http://citec.repec.org/pca372
   Updated: 2023-05-27    RAS profile: 2023-04-28    
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Relations with other researchers

Works with:

GUPTA, RANGAN (9)

Calin, Adrian Cantemir (7)

Lau, Chi Keung (2)

André, Christophe (2)

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

Is cited by:

GUPTA, RANGAN (17)

Verona, Fabio (12)

Tiwari, Aviral (7)

Benchimol, Jonathan (6)

Balcilar, Mehmet (6)

Gogas, Periklis (4)

Ji, Qiang (4)

Plakandaras, Vasilios (4)

Nalban, Valeriu (3)

Sarantitis, Georgios (3)

Wohar, Mark (3)

Cites to:

Galí, Jordi (29)

Gertler, Mark (25)

GUPTA, RANGAN (22)

Clarida, Richard (18)

Smets, Frank (16)

Woodford, Michael (16)

Wouters, Raf (16)

Hamilton, James (15)

Acemoglu, Daron (14)

Primiceri, Giorgio (14)

Carvalho, Vasco (14)

Main data

Where Petre Caraiani has published?

Journals with more than one article published# docs
Journal for Economic Forecasting13
Economics Letters7
Journal of Macroeconomics4
Economic Modelling3
International Review of Economics & Finance2
Energy Economics2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics5

Recent works citing Petre Caraiani (2023 and 2022)

YearTitle of citing document
2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2021Robustness of the international oil trade network under targeted attacks to economies. (2021). W. -X. Zhou, ; W.-X. Zhou, ; W. -J. Xie, ; Wei, N. In: Papers. RePEc:arx:papers:2101.10679.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20167.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21167.

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2021Inflation dynamics and forecast : frequency matters. (2021). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_008.

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2022USING THE BAYESIAN VAR IN MONETARY POLICY ANALYSIS: A LITERATURE REVIEW. (2022). Monica-Ionelia, Margarit. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:212-216.

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2022Do house prices play a role in unconventional monetary policy transmission in Japan?. (2022). Renzhi, Nuobu. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001038.

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2022Causal decomposition on multiple time scales: Evidence from stock price-volume time series. (2022). Wang, Yanwen ; Zhao, Xiaojun ; Xu, Chao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003472.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2022Demand shocks and price stickiness in housing market dynamics. (2022). Fan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000669.

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2022An analysis of monetary and macroprudential policies in a DSGE model with reserve requirements and mortgage lending. (2022). Sabuga, Ivy ; Pearlman, Joseph ; Ben-Gad, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002127.

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2022Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796.

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2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

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2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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2022Robustness of the international oil trade network under targeted attacks to economies. (2022). Zhou, Wei-Xing ; Xie, Wen-Jie ; Wei, NA. In: Energy. RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008428.

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2023US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122.

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2022Exchange rate predictability with nine alternative models for BRICS countries. (2022). Salisu, Afees ; GUPTA, RANGAN ; Kim, Won Joong. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000732.

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2022The medium-run Phillips curve: A time–frequency investigation for the UK. (2022). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000465.

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2021A singular value decomposition entropy approach for testing stock market efficiency. (2021). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006105.

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2022Impact of macroeconomic variables on the topological structure of the Brazilian stock market: A complex network approach. (2022). Rego, Leandro Chaves ; de Pontes, Lucca Siebra. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122004447.

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2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

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2022Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices: Wavelet and non-parametric quantile causality approach. (2022). Kalia, Deepali ; Aggarwal, Divya. In: Research in Economics. RePEc:eee:reecon:v:76:y:2022:i:2:p:141-148.

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2022Monetary and macroprudential policies, output, prices, and financial stability. (2022). Zhang, Chengping ; Li, Zhigang ; Liu, Biying ; Sui, Jianli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:212-233.

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2021Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6410-:d:651252.

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2022The Convergence Evolution in Europe from a Complex Networks Perspective. (2022). Gkatzoglou, Fotios ; Gogas, Periklis ; Papadimitriou, Theophilos. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:457-:d:940116.

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2021.

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2021.

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2021.

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2021Stock marketsas a network: from description to inference. (2021). Esposito, Marcello. In: LIUC Papers in Economics. RePEc:liu:liucec:2021-10.

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2021Inflation Dynamics and Forecast: Frequency Matters. (2021). Verona, Fabio. In: CEF.UP Working Papers. RePEc:por:cetedp:2101.

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2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

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2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

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2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Cepni, Oguzhan ; Bonato, Matteo ; Gupta, Rangan ; Wang, Shixuan. In: Working Papers. RePEc:pre:wpaper:202219.

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2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305.

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2022ECB monetary policy and commodity prices. (2022). , Evenkoenda ; Aliev, Shahriyar ; Koenda, Even. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.008.

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2021Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy. (2021). MURARAU, Bogdan ; Bobau, Alina. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:5-21.

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2021A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2021). Kruger, Jens J. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00060-8.

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2022U.S. monetary policy and the predictability of global economic synchronization patterns. (2022). Demirer, Riza ; Balcilar, Mehmet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09577-9.

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2022Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

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2022Synchronization of Business Cycles in European Union Countries. (2022). Robert-Adrian, Grecu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:16:y:2022:i:1:p:217-228:n:14.

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2021Model selection for one?day?ahead AUD/USD, AUD/EUR forecasts. (2021). Imam, Tasadduq. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1808-1824.

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2022Dynamic network topology and market performance: A case of the Chinese stock market. (2022). Yang, Xin ; Su, Renli ; Zhao, Xian ; Huang, Chuangxia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1962-1978.

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Works by Petre Caraiani:

YearTitleTypeCited
2021Monetary policy and bubbles in US REITs In: International Review of Finance.
[Full Text][Citation analysis]		article4
2018Monetary Policy and Bubbles in US REITs.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2020Housing markets, monetary policy, and the international co?movement of housing bubbles In: Review of International Economics.
[Full Text][Citation analysis]		article1
2016Business Cycle Accounting for Peripheral European Economies In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2022Can monetary policy lean against housing bubbles? In: Economic Modelling.
[Full Text][Citation analysis]		article3
2018Can Monetary Policy Lean against Housing Bubbles?.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2012Stylized facts of business cycles in a transition economy in time and frequency In: Economic Modelling.
[Full Text][Citation analysis]		article19
2013Comparing monetary policy rules in CEE economies: A Bayesian approach In: Economic Modelling.
[Full Text][Citation analysis]		article7
2012Nonlinear dynamics in CEE stock markets indices In: Economics Letters.
[Full Text][Citation analysis]		article8
2012Money and output: New evidence based on wavelet coherence In: Economics Letters.
[Full Text][Citation analysis]		article20
2013Testing for nonlinearity and chaos in economic time series with noise titration In: Economics Letters.
[Full Text][Citation analysis]		article4
2014What drives the nonlinearity of time series: A frequency perspective In: Economics Letters.
[Full Text][Citation analysis]		article1
2018The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence In: Economics Letters.
[Full Text][Citation analysis]		article8
2020Production network structure and the impact of the monetary policy shocks: Evidence from the OECD In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Using LASSO-family models to estimate the impact of monetary policy on corporate investments In: Economics Letters.
[Full Text][Citation analysis]		article0
2021The performance of publicly funded startups in Romania In: Economic Systems.
[Full Text][Citation analysis]		article0
2022The impact of oil supply news shocks on corporate investments and the structure of production network In: Energy Economics.
[Full Text][Citation analysis]		article0
2019Oil shocks and production network structure: Evidence from the OECD In: Energy Economics.
[Full Text][Citation analysis]		article2
2020The impact of monetary policy shocks on stock market bubbles: International evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2015Estimating DSGE models across time and frequency In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2016The role of money in DSGE models: a forecasting perspective In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2020Is the response of the bank of England to exchange rate movements frequency-dependent? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2018Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?.(2018) In: Working Papers.
[Citation analysis]
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2020Credit policy and asset price bubbles In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2012Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2014The predictive power of singular value decomposition entropy for stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2016Money and output causality: A structural approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2017Evaluating exchange rate forecasts along time and frequency In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article11
2019Monetary Policy Effects on Energy Sector Bubbles In: Energies.
[Full Text][Citation analysis]		article1
2023Monetary Policy Shocks and Input–Output Characteristics of Production Networks In: JRFM.
[Full Text][Citation analysis]		article0
2021Asset Pricing with Systematic Skewness: Then and Now In: Working Papers.
[Citation analysis]		paper0
2020Forecasting Financial Networks In: Computational Economics.
[Full Text][Citation analysis]		article0
2018A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations In: Empirica.
[Full Text][Citation analysis]		article0
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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2021Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 In: Critical Finance Review.
[Full Text][Citation analysis]		article0
2013Using Complex Networks to Characterize International Business Cycles In: PLOS ONE.
[Full Text][Citation analysis]		article15
2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
[Citation analysis]		paper5
2022Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment.(2022) In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
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2022Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach In: Working Papers.
[Citation analysis]		paper1
2009An Estimation of Output Gap in Romanian Economy Using the DSGE Approach In: Prague Economic Papers.
[Full Text][Citation analysis]		article1
2010Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions In: Romanian Economic Journal.
[Full Text][Citation analysis]		article4
2004NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY In: Journal for Economic Forecasting.
[Citation analysis]		article0
2006Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article4
2006Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2006Alternative Methods of Estimating the Okun Coefficient. Applications for Romania In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article2
2007An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2007An Estimated New Keynesian Model for Romania In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2008Forecasting Romanian GDP Using a Small DSGE Model In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2008AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article6
2009SECOND ORDER DYNAMICS OF ECONOMIC CYCLES In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article8
2010Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article5
2010Forecasting Romanian GDP Using a BVAR Model In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article8
2011Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2011Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article3
2014Do money and financial variables help forecasting output in emerging European Economies? In: Empirical Economics.
[Full Text][Citation analysis]		article2
2013The uncertain unit root in GDP and CPI: a wavelet-based perspective In: Applied Economics Letters.
[Full Text][Citation analysis]		article1

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