Zobrazeno 1 - 10
of 162
pro vyhledávání: '"Petre Caraiani"'
Publikováno v:
PLoS ONE, Vol 19, Iss 4, p e0302012 (2024)
The research delves into the underexplored area of how production network structures influence the severity of economic downturns, particularly during the last financial crisis. Utilizing the RSTAN database from the OECD, we meticulously derived crit
Externí odkaz:
https://doaj.org/article/d321dca880d043c3b86020887a2a4822
Autor:
Petre Caraiani
Publikováno v:
Economies, Vol 11, Iss 10, p 243 (2023)
This paper aims to approach the topic of structural convergence for new member states from the perspective of input-output analysis. Using a set of input-output measures, based on the OECD RStan database, and a number of unit-root tests, both for ind
Externí odkaz:
https://doaj.org/article/b27bdb3c8b044514a22728dbdbe2989e
Publikováno v:
Economic Analysis and Policy. 78:133-155
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6abf858fa907e8d5fa4a2b57d89053c1
https://doi.org/10.1016/j.eap.2023.02.006
https://doi.org/10.1016/j.eap.2023.02.006
Publikováno v:
PLoS ONE, Vol 15, Iss 9 (2020)
Japanese industries have struggled with stagnation after the collapse of bubble economy in the 1990s. Such a financial crisis has led to overseas business expansion of Japanese industries. This study empirically examines Japanese general contractors
Externí odkaz:
https://doaj.org/article/ed192803eeb7437e98898e565f66b3e8
Publikováno v:
Entropy, Vol 23, Iss 11, p 1465 (2021)
We analyze the changes in the financial network built using the Dow Jones Industrial Average components following monetary policy shocks. Monetary policy shocks are measured through unexpected changes in the federal funds rate in the United States. W
Externí odkaz:
https://doaj.org/article/094597d6a7df4404854fb17ee592e4d6
Autor:
Petre Caraiani
Publikováno v:
Journal of Risk and Financial Management
Volume 16
Issue 3
Pages: 168
Volume 16
Issue 3
Pages: 168
This paper revisits the production network’s role in transmitting monetary policy shocks. The study uses macroeconomic data for multiple OECD economies, for which it estimates the time-varying impulse response functions of GDP to monetary shocks. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e8c81dcd295ec4f2495dbb03818c71e
Autor:
Sorin Anagnoste, Petre Caraiani
Publikováno v:
Entropy, Vol 21, Iss 3, p 316 (2019)
We propose here a method to analyze whether financial and macroeconomic shocks influence the entropy of financial networks. We derive a measure of entropy using the correlation matrix of the stock market components of the DOW Jones Industrial Average
Externí odkaz:
https://doaj.org/article/336901d8c41243b2928182a65dee1dc2
Autor:
Petre Caraiani, Adrian Cantemir Călin
Publikováno v:
Energies, Vol 12, Iss 3, p 472 (2019)
We investigate the effects of monetary policy shocks, including unconventional policy measures, on the bubbles of the energy sector, for the case of the United States. We estimate a time-varying Bayesian VAR model that allows for quantifying the impa
Externí odkaz:
https://doaj.org/article/042e6f5d80074177a3b6faf59cca2621
Autor:
Dan Gabriel Anghel, Petre Caraiani
Publikováno v:
Critical Finance Review. 10:409-418
In this paper, we revisit and extend the analysis in Shiller (1981) to an updated sample. The main puzzling result of the paper is that the fundamental present value model of stock prices predicts a volatility at odds with the data: the stock prices
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ce486c1c89b085479f190a883b73b07
https://doi.org/10.1561/104.00000094
https://doi.org/10.1561/104.00000094
Autor:
Petre Caraiani
Publikováno v:
Entropy, Vol 20, Iss 6, p 417 (2018)
In this paper, I propose a methodology to study the comovement between the entropy of different financial markets. The entropy is derived using singular value decomposition of the components of stock market indices in financial markets from selected
Externí odkaz:
https://doaj.org/article/b5ecdf9730e740a5a12c5283c7479c96