Advanced Search
MyIDEAS: Login

Publications

by members of

Center for Advanced Research in Finance and Banking (CARFIB)
Academia de Studii Economice din Bucureşti
Bucureşti, Romania

(Bucharest Academy of Economic Studies))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2012

  1. Canagarajah, Sudharshan & Brownbridge, Martin & Paliu, Anca & Dumitru, Ionut, 2012. "The challenges to long run fiscal sustainability in Romania," Policy Research Working Paper Series 5927, The World Bank.

2011

  1. Dumitru, Ionut & Mircea, Romulus & Jianu (Dumitru), Ionela, 2011. "Economisirea în România – evoluţii şi factori determinanţi
    [Savings in Romania - developments and fundamentals]
    ," MPRA Paper 29027, University Library of Munich, Germany.
  2. Jianu (Dumitru), Ionela & Dumitru, Ionut, 2011. "University rankings – a guide to choose a university?," MPRA Paper 29623, University Library of Munich, Germany.
  3. Jianu (Dumitru), Ionela & Dumitru, Ionut, 2011. "Intelectual capital (IC) models – a comparative approach," MPRA Paper 29622, University Library of Munich, Germany.

2010

  1. Dumitru, Ionut & Stanca, Razvan, 2010. "Fiscal discipline and economic growth – the case of Romania," MPRA Paper 27300, University Library of Munich, Germany.

2009

  1. Cozmanca,Bogdan-Octavian & Manea, Florentina, 2009. "Exchange rate pass-through into Romanian price indices. A VAR approach," Working Papers of Macroeconomic Modelling Seminar 092102, Institute for Economic Forecasting.
  2. Cozmanca,Bogdan-Octavian & Manea, Florentina, 2009. "Asymmetries in the exchange rate pass-through into Romanian price indices," Working Papers of Macroeconomic Modelling Seminar 092201, Institute for Economic Forecasting.
  3. Moisa Altar & Ciprian Necula & Gabriel Bobeica, 2009. "A Robust Assessment of the Romanian Business Cycle," Advances in Economic and Financial Research - DOFIN Working Paper Series 28, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  4. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009. "Evidente privind Intensitatea Fenomenului Balassa-Sauelson pentru Economia Romaneasca," Studii Economice 090705, National Institute of Economic Research.
  5. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009. "Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania," Studii Economice 090706, National Institute of Economic Research.
  6. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009. "Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy," Working Papers of National Institute of Economic Research 090106, National Institute of Economic Research.
  7. Altar, Moisa & Albu, Lucian Liviu & Dumitru, Ionut & Necula, Ciprian, 2009. "Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania," Working Papers of National Institute of Economic Research 090105, National Institute of Economic Research.
  8. Dumitru, Ionut, 2009. "Adoptarea euro in Romania
    [Euro adoption in Romania]
    ," MPRA Paper 18612, University Library of Munich, Germany.

2008

  1. Elena Bojesteanu & Gabriel Bobeica, 2008. "Where Do the Newest EU Member States Stand on the Road to Monetary Integration?," International Trade and Finance Association Conference Papers 1121, International Trade and Finance Association.
  2. Moisa Altar & Judita Samuel, 2008. "Pricing American Options in a Mild Stochastic Environment," Advances in Economic and Financial Research - DOFIN Working Paper Series 11, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  3. Moisa Altar, 2008. "Fiscal and Monetary Policies and Economic Growth," Advances in Economic and Financial Research - DOFIN Working Paper Series 3, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  4. Moisa Altar & Judita Samuel, 2008. "The Influence of Fiscal Policy on Economic Growth," Advances in Economic and Financial Research - DOFIN Working Paper Series 7, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  5. Moisa Altar & Judita Samuel, 2008. "The Influence of Monetary and Fiscal Policies on Social Welfare," Advances in Economic and Financial Research - DOFIN Working Paper Series 1, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  6. Moisa Altar & Judita Samuel, 2008. "Fiscal Policy, Public Capital and Economic Growth," Advances in Economic and Financial Research - DOFIN Working Paper Series 5, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  7. Moisa Altar, 2008. "A Dynamic IS-LM Model with Adaptive Expectations," Advances in Economic and Financial Research - DOFIN Working Paper Series 15, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  8. Ciprian Necula, 2008. "Modelling and Detecting Long Memory in Stock Returns," Advances in Economic and Financial Research - DOFIN Working Paper Series 9, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  9. Ciprian Necula, 2008. "Asset Pricing in a Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series 24, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  10. Ciprian Necula, 2008. "A Framework for Derivative Pricing in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series 19, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  11. Ciprian Necula, 2008. "A Two-Country Discontinuous General Equilibrium Model," Advances in Economic and Financial Research - DOFIN Working Paper Series 23, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  12. Cipian Necula, 2008. "Option Pricing in a Fractional Brownian Motion Environment," Advances in Economic and Financial Research - DOFIN Working Paper Series 2, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  13. Cipian Necula, 2008. "Barrier Options and a Reflection Principle of the Fractional Brownian Motion," Advances in Economic and Financial Research - DOFIN Working Paper Series 6, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  14. Ciprian Necula, 2008. "Pricing European and Barrier Options in the Fractional Black-Scholes Market," Advances in Economic and Financial Research - DOFIN Working Paper Series 20, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  15. Dumitru, Ionut, 2008. "An assessment of the current account sustainability in Romania," MPRA Paper 18613, University Library of Munich, Germany.
  16. Dumitru, Ionut, 2008. "Efectul Balassa-Samuelson in Romania
    [Balassa-Samuelson effect in Romania]
    ," MPRA Paper 18611, University Library of Munich, Germany.
  17. Dumitru, Ionut, 2008. "O evaluare a sustenabilitatii deficitului de cont curent in Romania
    [An assessment of the current account sustainability in Romania]
    ," MPRA Paper 18614, University Library of Munich, Germany.

2006

  1. Dumitru, Ionut, 2006. "Tintirea directa a inflatiei in Romania – provocari si perspective
    [Inflation targeting in Romania - challenges and perspectives]
    ," MPRA Paper 10570, University Library of Munich, Germany.
  2. Dumitru, Ionut, 2006. "Estimarea cursului de schimb real de echilibru in România
    [The equilibrium exchange rate in Romania]
    ," MPRA Paper 10631, University Library of Munich, Germany.

2003

  1. Lazea, Valentin & Cozmanca, Bogdan Octavian, 2003. "Currency substitution in Romania," MPRA Paper 19813, University Library of Munich, Germany.

2002

  1. Dumitru, Ionut, 2002. "Money Demand in Romania," MPRA Paper 10629, University Library of Munich, Germany.

Journal articles

2012

  1. Necula, Ciprian & Radu, Alina-Nicoleta, 2012. "Quantifying the recapitalization fund premium using option pricing techniques," Economics Letters, Elsevier, vol. 114(3), pages 249-251.

2011

  1. Anghelache, Gabriela Victoria & Cozmanca, Bogdan Octavian & Radu, Alina Nicoleta, 2011. "Operational Risk Modelling and Capital Adequacy – are There any Rewards in Greater Complexity?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-131, September.
  2. Elena Bojesteanu & Gabriel Bobeică, 2011. "The propagation of European monetary policy shocks into Romania's economy," Applied Economics Letters, Taylor & Francis Journals, vol. 18(5), pages 461-465.
  3. Alexandru Leonte, 2011. "Assessing Fiscal Stimulus Efficiecy In Poland And Greece," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 5(5(558)(su), pages 798-804, July.
  4. Dumitru, Ionut & Dumitru, Ionela, 2011. "Similarity of Supply and Demand Shocks Between the New Member States and the Euro Zone. The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-19, March.

2010

  1. Cozmânca, Bogdan Octavian & Manea, Florentina, 2010. "Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 21-44, March.
  2. Cozmanca, Bogdan-Octavian & Manea, Florentina, 2010. "Exchange Rate Pass-Through into Romanian Price Indices. Avar Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-52, September.
  3. Ciurila Nicoleta, 2010. "The external competitiveness of the New Member States," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 584-587, May.
  4. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2010. "Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 79-99, July.
  5. Moisa, Altar & Necula, Ciprian & Bobeica, Gabriel, 2010. "Estimating Potential GDP for the Romanian Economy. An Eclectic Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-25, September.
  6. Necula, Ciprian, 2010. "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 93-106, September.
  7. Leonte Alexandru, 2010. "Impulse-Response Analysis in a Simple DSGE Framework," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 706-709, May.
  8. Leonte Alexandru, 2010. "Assessing the Connection between Fiscal Policy and Private Consumption in Four Euro Area Candidates," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 424-427, October.
  9. Murarasu Bogdan, 2010. "Recent Macroeconomic Developments in the New Member States," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 740-745, May.
  10. Dumitru, Ionut & Dumitru, Ionela, 2010. "Business Cycle Correlation of the New Meber States with Eurozone - The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 16-31, December.

2009

  1. Ionela Costică, 2009. "Financial Crisis And Changes In The Monetary Base," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 12(12(541)(s), pages 626-631, December.
  2. Bogdan Murăraşu & Nicoleta Ciurilă, 2009. "Macroeconomic Imbalances And The Response Of Economic Policies To The Effects Of The International Economic Crisis In The New Member States," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 12(12(541)(s), pages 337-344, December.
  3. Necula, Ciprian, 2009. "Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 118-131, June.
  4. Necula Ciprian & Radu Alina-Nicoleta, 2009. "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 610-615, May.
  5. Dumitru, Ionut & Jianu, Ionela, 2009. "The Balassa-Samuelson effect in Romania - The role of regulated prices," European Journal of Operational Research, Elsevier, vol. 194(3), pages 873-887, May.
  6. Dumitru, Ionut & Dumitru, Ionela, 2009. "An Assessment of the Current Account Sustainability in Romania – An Inter-temporal Perspective," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 23-41, June.

2008

  1. Nicoleta CIURILA & Bogdan MURARASU, 2008. "Inflation Dynamics in Romania – a New Keynesian Perspective," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(36), pages 155-160, May.
  2. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008. "Modeling The Economic Growth In Romania. The Role Of Human Capital," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 115-128, September.
  3. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008. "Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 146-160, December.
  4. Gabriel Bobeica & Elena Bojesteanu, 2008. "Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 7-18.
  5. Bogdan Negrea & Elena Bojesteanu, 2008. "Asymmetry in the stochastic volatility models," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 11(11(528)(s), pages 180-185, November.