Caraiani Petre - Managementul Riscului

ACADEMY OF ECONOMIC STUDIES
Faculty: Faculty of International Business and Economics
CURRICULUM VITAE
Personal
Information
Name / Surname: Caraiani Petre
Date and place of birth: 29 Iunie 1978, Bucureşti, România
Teaching title: Researcher
Address: 11 Vlad Dracu
Telephone (office / home): 0724415392
E-mail: [email protected]
Citizenship: Romanian
Marital status: single
Period
Education
and training
March
2003
December
2004
May
2003
1997
Institution / Faculty
February
2008
February
2006
October
2003
2002
Romanian Academy
Kyung Hee University,
South Korea
International Development
Center of Japan, Tokyo
Academy of Economic
Studies from Bucharest
Qualification/
Diploma
National Institute of
Economic Research
Graduate School of PanPacific International Studies
Department of Cybernetics,
Statistics and Economic
Informatics
PhD
Master
Post-graduate
Diploma
BA in
economics
Specializations and certificates (enumeration)


Professional
experience
Scientific and
editorial
activity
List each relevant professional experience, beginning with the latest one
Scientific Researcher third degree, The Institute for Economic Forecasting
within the Romanian Academy of Science
Lecturer, Academy of Economic Studies, Bucharest
Visiting Researcher, School Of Management, University of Leicester, UK
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Ph.D. thesis (title): Theories and models of business cycles. Applications for Romania
Books, manuals, tutorials (number): 5
Articles, studies (number): 30
National and international congress and symposia (number): 11
Scientific research projects (number): 12
Patents, inventions (number):
Member of the
professional
associations
Foreign languages/
Level of knowledge
-
English – Excellent
French – Good
German - Good
Other abilities and
skills
Appendix
Communication, coordination of scientific activities
The list of the scientific articles and publications
I hereby declare on my own liability that data herein are true and accurate
Teaching Title Surname/Name
Associate professor Petre Caraiani
ACADEMY OF ECONOMIC STUDIES
Faculty: Faculty of International Business and Economics
LIST OF SCIENTIFIC PAPERS AND PUBLICATIONS
1. Ph.D. Thesis: Theories and models of business cycles. Applications for Romania.
2. Published books / manuals / treaties / etc.:
a. In Romania
1. Author - Caraiani Petre, „Introduction in Bayesian Modeling”, Universitara Publishing
House, Bucharest 2010, 978-973-749-825-0.
2. Author - Caraiani Petre, „Theories and models of business cycles. Applications to
Romania” Universitară Publishing House, Bucharest, 2008, ISBN 978-973-749-352-1,
(Romanian).
3. Author - Caraiani Petre, „Monetary Policy Models. Applications for Romania,” Wolter
Klouwers, Bucharest, 2009, ISBN 978 – 973- 1911 -40-3, (Romanian).
4. Coauthor - Caraiani Petre, Radu Despa, Ovidiu Solomon, Marinela Din,
„Econometrics” 2nd Edition, Universitară Publishing House, Bucharest, 2010, ISBN 978-973749-869-4.
5. Coauthor - Caraiani Petre, Ovidiu Solomon, Radu Despa, „Econometrie aplicată,”
Universitară Publishing House, Bucharest, 2008, ISBN 978-973-749-584-6.
(3) Articles/studies published in specialized / academic journals
(3.1.) Articles/studies published in international journals (ISI)
 Author - Caraiani, Petre. “The role of financial frictions in the dynamics of Romanian
economy,” Economic Computation and Economic Cybernetics Studies and Research, 44 (3):
147-158, 2010.
 Author - Caraiani, Petre. “Modelling business cycles in the Romanian economy using the
Markov Switching Approach,” Romanian Journal of Economic Forecasting 13 (1): 130-136,
2010.
 Author - Caraiani, Petre. “Bayesian Estimation of the Okun Coefficient for Romania.”
Acta Oeconomica 60 (1): 79-92, 2010.
 Author - Caraiani, Petre. “Sticky Prices versus Sticky Information. An Application for
Romania.” Argumenta Oeconomica 22 (1): 125-141, 2009.
 Author - Caraiani, Petre. “Inflation Persistence and DSGE Models. An Application on
Romanian Economy,” Journal of Economic Computation and Economic Cybernetics Studies
and Research, 43 (3): 179-188, 2009.
 Coauthor - Purica, Ionuţ and Caraiani Petre. „Second order dynamics of economic
cycles”, Romanian Journal of Economic Forecasting 10(1):37-48, 2009.
 Author - Caraiani, Petre. “The Impact of Monetary Policy Shocks in a Small Open
Economy,” Economicky Casopis 56 (6): 537 – 550, 2008.
 Author - Caraiani, Petre. „An Analysis of Domestic and External Shocks on Romanian
Economy Using a DSGE Model”, Romanian Journal of Economic Forecasting 9(3): 100-114,
2008.
 Author - Caraiani, Petre. „A Multisectoral DSGE Model for Romania”, Metalurgia
International 13 (11):77-85, 2008.
 Author - Caraiani, Petre. „Forecasting Romanian GDP Using a Small DSGE Model,”
Romanian Journal of Economic Forecasting, 9 ( 1):182-192, 2008..
 Author - Caraiani, Petre. „An Estimated New Keynesian Model for Romania”, Romanian
Journal of Economic Forecasting, 8(4): 114-123, 2007.
 Author - Caraiani, Petre. „An Analysis of Economic Fluctuations in Romania Using the
Real Business Cycles Approach”, Romanian Journal of Economic Forecasting 7(2):76-86,
2007.
 Author - Caraiani, Petre. „Modeling the Economic Growth in Romania with the Solow
Model.” Romanian Journal of Economic Forecasting 7(1): 77-88, 2007.
(3.2.) Articles published in CNCSIS ranked journals, B class
 Author - Caraiani Petre, „Rolul inflaţiei aşteptate în dinamica inflaţiei,” Studii si Cercetari
de Calcul Economic si Cibernetica Economica, Nr. 3-4/2008, ISSN – 0585 – 7511.
 Co-Author - Caraiani Petre, „An Analysis of Monetary Policy in Romania Using an
Estimated New Keynesian Model with Sticky Prices”, Revista Economică, Supliment, vol. nr.
3/2008, The International Conference “Integrative Relations Between the European Union
Institutions and the Member States” SIBIU, ISBN 978-973-739-594-8.
 Author - Caraiani Petre, „A Comparison Between Calibration and Bayesian Approach on a
Real Business Cycles Model”, „Romania in the European Union, The Quality o Integration.
Growth. Competence. Employment” vol. II, Supplement of Theoretical and Applied
Economics, ISSN 1841-8678.
 Author - Caraiani Petre, “Alternative Methods of Estimating the Okun Coefficient.
Applications for Romania.” Romanian Journal of Economic Forecasting No. 4, Romanian
Academy, Bucharest, 2006), p. 82-89, ISSN 1582/6163.
 Co-Author - Caraiani Petre, “Estimating the Real Effective Exchange Rate (REER) by
using the Unit Labor Cost (ULC) in Romania.” (coautor cu Elena Pelinescu) Romanian Journal
of Economic Forecasting No. 4, Romanian Academy, Bucharest, 2006, p. 5-22, ISSN
1582/6163.
 Co-Author - Caraiani Petre, „Does the Inflation Targeting Have a Positive Role upon the
Convergence of the Inflation Rate? The Case of Romania.” (coautor cu Elena Pelinescu)
Romanian Journal of Economic Forecasting No. 3, Romanian Academy, Bucharest, 2006, p.
39-50, ISSN 1582/6163.
 Author - Caraiani Petre, “The relationship between unemployment and output cycles in
Korea”, Romanian Journal of Economic Forecasting No. 1, Romanian Academy, Bucharest, p.
51-65 (ISSN 1222-5436), 2006;
 Author - Caraiani Petre, „Estimating Total Factor Productivity in the Romanian
Economy.”, Romanian Journal of Economic Forecasting, No. 1, Romanian Academy,
Bucharest, p. 97-108 (ISSN 1222-5436), 2004.
 Author - Caraiani Petre, „The Impact of Human Capital on the Economic Growth – The
Case of Romania: 1990-2002.”, Romanian Journal of Economic Forecasting, No. 3, Romanian
Academy, Bucharest, p. 5-16 (ISSN 1222-5436), 2004.
 Author - Caraiani Petre, „Nominal and Real Stylized Facts of the Bussiness Cycles in the
Romania Economy.”, Romanian Journal of Economic Forecasting, No. 4, Romanian Academy,
Bucharest, p. 121-132 (ISSN 1222-5436), 2004.
 Author - Caraiani Petre, „Modeling the Economic Cycles. A Theoretical Approach.” (coautor), Romanian Journal of Economic Forecasting, Supplement, Romanian Academy,
Bucharest, p. 5-16 (ISSN 1222-5436), 2003.
(4) Studies published in volumes of scientific conferences
(4.1.) Studies published in volumes of international scientific conferences (Romania
or abroad)
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Author - Caraiani Petre, „Asymmetry in the Okun Coefficient in Romanian Economy”.
th
9
European Economics and Finance Society (EEFS) International Conference, Athens,
Greece, 3 – 6 June 2010, „Global Imbalances, Financial Institutions, and Reforms in the Postcrisis Era”.

Author - Caraiani Petre, „Estimating the Okun Coefficient in Romanian economy: A
DSGE Approach”, 5th International Symposium on Economic Theory, Policy and Applications,
ATINER, Athens, Greece, 26-29 July 2010.

Co-Author - Caraiani Petre and Pelinescu Elena, „Analysis of the Relationship Between
the Two Deficits in Romania”, Econophysics, New Economics & Complexity International
Conference “ENEC-2010”, Hyperion University, Bucharest, 21-23 Mai, 2010.

Co-Author - Caraiani Petre and Pelinescu Elena, „The Financial Crisis and the
Transmission Mechanism in Romania”, Econophysics, New Economics & Complexity
International Conference “ENEC-2009”, Hyperion University, Bucharest, 21-23 Mai, 2009.

Author - Caraiani Petre, „Inflation Persistence and DSGE Models. An Application on
Romanian Economy”, 3rd International Symposium on Economic Theory, Policy and
Applications, Athens, Greece, 4-7 August 2008.

Author - Caraiani Petre, „Sticky Prices versus Sticky Information. An Application for
Romania”. International Conference European Economics and Finance Society, Prague, Czech
Republic, 22 - 25 may 2008: “Globalised Labour & Capital Markets, National Resources and
Shifts in Economic Power”.

Author - Caraiani Petre, „An Analysis of Monetary Policy in Romania Using an
Estimated New Keynesian Model with Sticky Prices”, The International Conference
“Integrative Relations Between the European Union Institutions and the Member States”
SIBIU, ROMANIA, 15-16 may, 2008.

Author - Caraiani Petre, “How Well Does Romania Satisfy the Convergence Criteria,”
(co-author with Elena Pelinescu), in Romania within the EU: Opportunities, requirements and
perspectives, vol. II, Sibiu, Mai 2007, Lucian Blaga,University Publishing House, ISBN 978973-739-428-6.

Author - Caraiani Petre, “The Measurement of the REER. A Survey and Applications
to Romania” (coauthor with Elena Pelinescu), International Conference „Statistics in the Space
of Solutions”, ASE, 16-18 Noiembrie 2006, Bucureşti, ISBN 978-973-594-884-9.(Romanian)

Author - Caraiani Petre, “Alternative Methods to Estimate the Okun Coefficient.
Aplications on Romania”, International Conference „Statistics in the Space of Solutions”, ASE,
16-18 Noiembrie 2006, Bucureşti, ISBN 978-973-594-884-9. (Romanian)
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(6) Research-development-innovation projects under grant/contract
(6.1.) National and international research contracts
Coordinator – The Institute forForecasting:
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Director in the Research Grant sponsored by British Academy, „Nonlinear Modeling of
Macroeconomic Dynamics in CEE Economies” August 2010 – March 2011, host: School of
Management, University of Leicester, UK.
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Director in the „Human Resources” Research Project „Young Teams” (TE), 2009-2010
CNCSIS competition, „Bayesian modeling of macroeconomic and financial relationships in
Romania: Implications on Asset Pricing”
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Director in the CERGE-EI GDN Research Grant, “The impact of fiscal policy shocks
on Romanian economy and CEE countries,” Regional Research Competition, RRC IX 2009.
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Team member in the IDEI Exploratory Research Project, „Nonlinear Models of
Forecasting the Economic Development”, 2008 competition, director dr. Ionut Purica, Institute
for Economic Forecasting, Romanian Academy, 2009-2011.
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Director in the Research Grant of Romanian Academy, „Inflation and the Cost of
Living. Statistical and Econometric Approaches”. 2007-2008.
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Team member in the 2008 budgetary program – „The monetary policy and its
transmission mechanism. Experiences and evaluations in the perspective of Euro adoption”,
within „Modelling the National Economy”, a prioritary program of the National Institute of
Economic Research, Romanian Academy

Team Member in the 2007 budgetary project– “Modelling Monetary Aggregates in
Romania in the post-aderation period to EU”, a National Institute for Economic Research
Project, „Modelling National Economy” program, coordinator: dr. Elena Pelinescu.

Team member in the CEEX Project - „Economic Growth, Employment and
Competitiveness in the Knowledge Based Economy”, 2005-2008, Contractor Authority IFA,
Main Contractor Institutul de Prognoză Economică, Director Professor Lucian Liviu Albu.

Team member in the CEEX Project – „The Sustainable Development of Romania in a
European and Global Context”, 2005-2008, Contractor Authority IFA, Main Contractor
National Institute for Economic Research, Partner Institute for Economic Forecasting.

Team member in the CEEX Project – „The Valorization of the Romania’s Potential
Competitiveness in the Services”, 2005-2008, Contractor Authority IFA, Main Contractor
Academy of Economic Studies, Partner Institute for Economic Forecasting.

Principal Investigator in the project - „Modeling Economic Cycles for Romania” – a
research project within the doctoral program „Theories and models of business cycles.
Applications to Romania”, National Institute of Economic Research, Romanian Academy, 2007

Team member in the budgetary program – „The Impact of Economic Policies on the
Current Account”, within „Modeling the National Economy”, a prioritary program of the
National Institute of Economic Research, Romanian Academy, 2006

Team Member in the research project CERES C4 – „The Exchange Rate and the
Competitiveness in the perspective of the EU Integration”, 2004-2006
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Team Member in the research project CERES C4 – „Methodology and Econometric
Models for Evaluating the Competitiveness of the Romanian Economy in the international
context. Monitoring the performance of the new member states and candidate countries to EU”,
2004 - 2006
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Principal Investigator in the project - „The Fluctations of the Labor Market in
Romania during the transition period” - a research project within the doctoral program
„Theories and models of business cycles. Applications to Romania”, National Institute of
Economic Research, Romanian Academy, 2006

Team member in the budgetary program – „Scenarios of Economic Development for
medium and long run”, within „Modeling the National Economy”, a prioritary program of the
National Institute of Economic Research, Romanian Academy, 2004

Team member in the budgetary program – „Theoretical and empirical models of the
potential GDP – Assymetry and Volatility in the Dynamic of the Models of GDP”, within
„Modeling the National Economy”, a prioritary program of the National Institute of Economic
Research, Romanian Academy, 2004

Principal Investigator in the project - „Characteristics of the Economic Cycles in
Romania” – a research project within the doctoral program „Theories and models of business
cycles. Applications to Romania”, National Institute of Economic Research, Romanian
Academy, 2004

Team member in the CERES program – Prioritary Project – „The Tipology of
Economic Growth, the dynamic of main macroeconomic correlations during the transition”,
2002-2005