Zobrazeno 1 - 10
of 67
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:
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:
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:
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
Autor:
Petre Caraiani
Publikováno v:
PLoS ONE, Vol 8, Iss 3, p e58109 (2013)
BackgroundThere is a rapidly expanding literature on the application of complex networks in economics that focused mostly on stock markets. In this paper, we discuss an application of complex networks to study international business cycles.Methodolog
Externí odkaz:
https://doaj.org/article/0794eb322c1a401b943ac6ad07826852
Autor:
Petre Caraiani, Emmanuel Haven
Publikováno v:
PLoS ONE, Vol 8, Iss 2, p e56767 (2013)
We analyse the output-unemployment relationship using an approach based on cross-recurrence plots and quantitative recurrence analysis. We use post-war period quarterly U.S. data. The results obtained show the emergence of a complex and interesting r
Externí odkaz:
https://doaj.org/article/ed9b183885944242b75a5581390839ea
Autor:
Petre Caraiani
Publikováno v:
PLoS ONE, Vol 7, Iss 7, p e40693 (2012)
We test for the presence of multifractality in the daily returns of the three most important stock market indices from Central and Eastern Europe, Czech PX, Hungarian BUX and Polish WIG using the Empirical Mode Decomposition based Multifractal Detren
Externí odkaz:
https://doaj.org/article/99f1423315f94afa98ac64abcbd4cfd0