Aleksei Netšunajev : Citation Profile

Tallinna Tehnikaülikool

8

H index

7

i10 index

222

Citations

RESEARCH PRODUCTION:

13

Articles

24

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 20
   Journals where Aleksei Netšunajev has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 14 (5.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pne255
   Updated: 2025-04-19    RAS profile: 2025-03-15    
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Relations with other researchers

Works with:

Lütkepohl, Helmut (2)

Saikkonen, Pentti (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Aleksei Netšunajev.

Is cited by:

Lütkepohl, Helmut (20)

Nautz, Dieter (10)

Bernoth, Kerstin (9)

Claveria, Oscar (7)

Bali, Morad (6)

Woźniak, Tomasz (6)

Manu, Ana-Simona (4)

Neuenkirch, Matthias (4)

Gutmann, Jerg (4)

Braun, Robin (4)

Mendieta-Muñoz, Ivan (4)

Cites to:

Lütkepohl, Helmut (79)

Lanne, Markku (50)

Rigobon, Roberto (31)

Sims, Christopher (21)

Normandin, Michel (19)

Maciejowska, Katarzyna (18)

Stock, James (17)

Kilian, Lutz (16)

Blanchard, Olivier (16)

Ehrmann, Michael (16)

Watson, Mark (16)

Main data

Production by document typepaperarticle20102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20122013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202020210255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Aleksei Netšunajev has published?

Journals with more than one article published# docs
EconStor Open Access Articles and Book Chapters2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research6
Bank of Estonia Working Papers / Bank of Estonia5
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk4

Recent works citing Aleksei Netšunajev (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Asymmetric effect of monetary policy on stock market performance in the ECOWAS zone: empirical evidence from the NARDL approach. (2025). Prao, Yao Sraphin ; Kongoza, Kouassi Cyrille. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:149-166.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Granados, Camilo ; Parra-Amado, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Do China and Russia undermine Western sanctions? Evidence from DiD and event study estimation. (2024). Neuenkirch, Matthias ; Gutmann, Jerg ; Neumeier, Florian. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:1:p:132-160.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024A tale of two impacts: Entrepreneurial action and the gender-related effects of economic policy uncertainty. (2024). Townsend, David M ; Stallkamp, Maximilian ; Hunt, Richard A ; Manocha, Parul. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:21:y:2024:i:c:s2352673423000756.

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2024Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345.

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2024Sanctions and Their Effects on the Labor Market and the Economy. (2024). Wadensjö, Eskil ; Zareei, Afsaneh. In: IZA Discussion Papers. RePEc:iza:izadps:dp17467.

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2024Impacts of EU Sanctions Levied in 2014 on Individual European Countries Exports to Russia: Winners and Losers. (2024). Pratson, Lincoln F ; Nguyen, Thanh T ; Bali, Morad. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:2:d:10.1057_s41302-024-00266-5.

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2024The Impact of the Russo-Ukrainian War on the Bilateral Trade in the Region: Evidence from a Panel Gravity Model. (2024). Korkmaz, Zge ; Karacan, Semih. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:3:p:412-428.

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2024Functional shocks to inflation expectations and real interest rates and their macroeconomic effects. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00538-4.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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2024.

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Works by Aleksei Netšunajev:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area In: Baltic Journal of Economics.
[Full Text][Citation analysis]		article31
2019Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area.(2019) In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2015Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2015Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article15
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper50
2014DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2014Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper7
2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper14
2017Crimea and punishment: the impact of sanctions on Russian and European economies.(2017) In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018The Relation between Monetary Policy and the Stock Market in Europe In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper5
2018The Relation between Monetary Policy and the Stock Market in Europe.(2018) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper12
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: The Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: EconStor Open Access Articles and Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2013Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper9
2013Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity.(2013) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2012Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2013Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper8
2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper0
2018Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper2
2017Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
2016On the long-run neutrality of demand shocks In: Economics Letters.
[Full Text][Citation analysis]		article4
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article8
2017Uncertainty and employment dynamics in the euro area and the US In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article24
2014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper7
2015Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2015On the Long-run Neutrality of Demand Shocks In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016 Uncertainty and Employment Dynamics in the Euro Area and the US In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2016Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016International dynamics of inflation expectations In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2010Foreign Trade Patterns Between Estonia and the EU In: International Advances in Economic Research.
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		paper0
2015International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team