10
H index
10
i10 index
261
Citations
Petre Caraiani : Citation Profile
Academia Romana | RESEARCH PRODUCTION: 58 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Petre Caraiani. | Is cited by:
| Cites to:
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Main data
Where Petre Caraiani has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 10 |
Recent works citing Petre Caraiani (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52. Full description at Econpapers || Download paper |
| 2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper |
| 2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper |
| 2024 | Energy price uncertainty, environmental policy, and firm investment: A dynamic modeling approach. (2024). Hao, YU ; Deng, Zhengxing. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148. Full description at Econpapers || Download paper |
| 2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
| 2024 | Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound. (2024). Sardar, Naafey ; Qureshi, Irfan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001786. Full description at Econpapers || Download paper |
| 2024 | Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111. Full description at Econpapers || Download paper |
| 2024 | The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109. Full description at Econpapers || Download paper |
| 2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
| 2024 | Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414. Full description at Econpapers || Download paper |
| 2025 | Upstreamness and downstreamness in input-output analysis from local and aggregate information. (2025). Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio ; Bartolucci, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127165. Full description at Econpapers || Download paper |
| 2025 | Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2025). Nielsen, Joshua ; Sheng, Xin ; Gupta, Rangan ; van Eyden, Rene. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:24-:d:1573116. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2025 | Optimum Currency Area in the Eurozone. (2025). Beck, Krzysztof ; Okhrimenko, Iana. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09750-z. Full description at Econpapers || Download paper |
| 2024 | Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450. Full description at Econpapers || Download paper |
| 2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). Gupta, Rangan ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
| 2024 | Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war. (2024). GUENICHI, Hassan ; Ayad, Hicham ; Djedaiet, Aissa. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09692-9. Full description at Econpapers || Download paper |
| 2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
Works by Petre Caraiani:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Monetary policy and bubbles in US REITs In: International Review of Finance. [Full Text][Citation analysis] | article | 5 |
| 2018 | Monetary Policy and Bubbles in US REITs.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2020 | Housing markets, monetary policy, and the international co‐movement of housing bubbles In: Review of International Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Business Cycle Accounting for Peripheral European Economies In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2023 | Commodity Price Shocks and Production Networks in Small Open Economies In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Asset Pricing with Systematic Skewness: Two Decades Later In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Asset Pricing with Systematic Skewness: Two Decades Later.(2023) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Commodity prices and production networks in small open economies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 10 |
| 2022 | Can monetary policy lean against housing bubbles? In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2018 | Can Monetary Policy Lean against Housing Bubbles?.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Stylized facts of business cycles in a transition economy in time and frequency In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 2013 | Comparing monetary policy rules in CEE economies: A Bayesian approach In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2024 | The comovement of bubbles’ responses to monetary policy shocks In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Nonlinear dynamics in CEE stock markets indices In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2012 | Money and output: New evidence based on wavelet coherence In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 2013 | Testing for nonlinearity and chaos in economic time series with noise titration In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2014 | What drives the nonlinearity of time series: A frequency perspective In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2018 | The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2020 | Production network structure and the impact of the monetary policy shocks: Evidence from the OECD In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2022 | Using LASSO-family models to estimate the impact of monetary policy on corporate investments In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2024 | The volatility connectedness of US industries: The role of investor sentiment In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | The performance of publicly funded startups in Romania In: Economic Systems. [Full Text][Citation analysis] | article | 3 |
| 2022 | The impact of oil supply news shocks on corporate investments and the structure of production network In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2023 | Oil news shocks, inflation expectations and social connectedness In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Oil shocks and production network structure: Evidence from the OECD In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2020 | The impact of monetary policy shocks on stock market bubbles: International evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2023 | Fiscal policy and stock markets at the effective lower bound In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | Fiscal Policy and Stock Markets at the Effective Lower Bound.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Estimating DSGE models across time and frequency In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
| 2016 | The role of money in DSGE models: a forecasting perspective In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
| 2020 | Is the response of the bank of England to exchange rate movements frequency-dependent? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Credit policy and asset price bubbles In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Characterizing 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] | article | 10 |
| 2014 | The predictive power of singular value decomposition entropy for stock market dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
| 2016 | Money and output causality: A structural approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Evaluating exchange rate forecasts along time and frequency In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2023 | The Structural Convergence of New Members of the European Union: An Input-Output Perspective In: Economies. [Full Text][Citation analysis] | article | 0 |
| 2019 | Monetary Policy Effects on Energy Sector Bubbles In: Energies. [Full Text][Citation analysis] | article | 2 |
| 2023 | Monetary Policy Shocks and Input–Output Characteristics of Production Networks In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2021 | Asset Pricing with Systematic Skewness: Then and Now In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | Forecasting Financial Networks In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | A quantitative explanation of the low productivity in South–Eastern European economies: the role of misallocations In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2016 | A quantitative explanation of the low productivity in South-Eastern European economies: the role of misallocations.(2016) In: wiiw Balkan Observatory Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Using Complex Networks to Characterize International Business Cycles In: PLOS ONE. [Full Text][Citation analysis] | article | 16 |
| 2019 | Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers. [Citation analysis] | paper | 5 |
| 2022 | Effects 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] This paper has nother version. Agregated cites: 5 | article | |
| 2022 | Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2023 | The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020 In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Does Climate Affect Investments? Evidence from Firms in the United States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | An Estimation of Output Gap in Romanian Economy Using the DSGE Approach In: Prague Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2010 | Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors Distributions In: Romanian Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 2004 | NOMINAL AND REAL STYLIZED FACTS OF THE BUSINESS CYCLES IN ROMANIAN ECONOMY In: Journal for Economic Forecasting. [Citation analysis] | article | 0 |
| 2006 | Does the Inflation Targeting Have a Positive Role upon the Convergence of the Inflation Rate? In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2006 | Estimating the Real Effective Exchange Rate (REER) by Using the Unit Labor Cost (ULC) in Romania In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2006 | Alternative Methods of Estimating the Okun Coefficient. Applications for Romania In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2007 | An Analysis of the Fluctuations in the Romanian Economy using the Real Business Cycles Approach In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2007 | An Estimated New Keynesian Model for Romania In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2008 | Forecasting Romanian GDP Using a Small DSGE Model In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2008 | AN ANALYSIS OF DOMESTIC AND EXTERNAL SHOCKS ON ROMANIAN ECONOMY USING A DSGE MODEL In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2009 | SECOND ORDER DYNAMICS OF ECONOMIC CYCLES In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2010 | Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2010 | Forecasting Romanian GDP Using a BVAR Model In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2011 | Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2011 | Comparing Monetary Policy Rules in the Romanian Economy: A New Keynesian Approach In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2014 | Do money and financial variables help forecasting output in emerging European Economies? In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | The uncertain unit root in GDP and CPI: a wavelet-based perspective In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
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