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Aleksei Netšunajev · Study

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Aleksei Netšunajev

11 works· latest 2020· 4 institutionscluster: provisionalORCID 0000-0002-2221-243X

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Citations446

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Most cited in this library

DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS2012 · 119 citations
Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area2018 · 75 citations
Structural vector autoregressions with heteroskedasticity: A review of different volatility models2016 · 54 citations
Structural vector autoregressions with smooth transition in variances2017 · 52 citations
Testing identification via heteroskedasticity in structural vector autoregressive models2020 · 32 citations

Works

11 shown

Testing identification via heteroskedasticity in structural vector autoregressive models

Econometrics Journal·2020·4 authors·Open access

32citations

Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area

Baltic Journal of Economics·2018·2 authors·Open access

75citations

The Relation between Monetary Policy and the Stock Market in Europe

Econometrics·2018·2 authors·Open access

25citations

THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN

Macroeconomic Dynamics·2017·3 authors·Open access

12citations

Structural vector autoregressions with smooth transition in variances

Journal of Economic Dynamics and Control·2017·2 authors

52citations

Structural vector autoregressions with heteroskedasticity: A review of different volatility models

Econometrics and Statistics·2016·2 authors

54

citations

On the long-run neutrality of demand shocks

Economics Letters·2015·2 authors·Open access

10citations

Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market

SSRN Electronic Journal·2014·2 authors·preprint·Open access

22citations

Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity

Journal of Macroeconomics·2013·1 author·Open access

31citations

DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS

Journal of Applied Econometrics·2012·2 authors·Open access

119citations

Intra-Industry Trade Development in the Baltic States

Emerging Markets Finance and Trade·2011·2 authors

14citations