Alexandru's selected academic publications
HPFilter: An R Implementation of the One- and Two-Sided Hodrick-Prescott Filter, Banking and Insurance eJournal, SSRN (2023)
The DSTI Gap: A novel risk monitoring tool and reverse stress-test linking inflationary shocks to borrowers’ repayment capacity in 15 European economies, Risk Management eJournal, SSRN (2022)
Model Evaluation with Weighted Threshold Optimization (and the “mewto” R package), Machine Learning eJournal, SSRN (2021)
Stress-Testing a Shock to Remittances in a Post-COVID World – What Impact on Liquidity?, Risk Management eJournal, SSRN (2020)
Le crédit domestique en période de supervision : une étude empirique des économies européennes / Domestic Credit in Times of Supervision: an Empirical Investigation of European Countries, Revue Économique (2018)
The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting in Tools and Techniques for Economic Decision Analysis, IGI Global (2017)