Aleksei Netšunajev : Citation Profile


Are you Aleksei Netšunajev?

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4

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1

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58

Citations

RESEARCH PRODUCTION:

8

Articles

19

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 7
   Journals where Aleksei Netšunajev has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 7 (10.77 %)

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   Permalink: http://citec.repec.org/pne255
   Updated: 2019-07-14    RAS profile: 2019-02-27    
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Relations with other researchers


Works with:

Lütkepohl, Helmut (11)

Kholodilin, Konstantin (2)

Glass, Katharina (2)

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

Is cited by:

Nautz, Dieter (4)

Braun, Robin (3)

Lütkepohl, Helmut (2)

Shida, Yoshisada (2)

Plödt, Martin (2)

Lanne, Markku (2)

RAZAFINDRAVAOSOLONIRINA, Romain (2)

Meitz, Mika (2)

Fontaine, Idriss (2)

Osborn, Denise (2)

Fouquet, Roger (2)

Cites to:

Lütkepohl, Helmut (52)

Lanne, Markku (38)

Rigobon, Roberto (18)

Sims, Christopher (15)

Normandin, Michel (14)

Kilian, Lutz (14)

Ehrmann, Michael (13)

Stock, James (13)

Maciejowska, Katarzyna (13)

Blanchard, Olivier (13)

Watson, Mark (12)

Main data


Where Aleksei Netšunajev has published?


Journals with more than one article published# docs
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany6
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research6
Bank of Estonia Working Papers / Bank of Estonia4

Recent works citing Aleksei Netšunajev (2018 and 2017)


YearTitle of citing document
2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Lutkepohl, Helmut ; Wo, Tomasz. In: Papers. RePEc:arx:papers:1811.08167.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie L ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2019Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1792.

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2019EME financial conditions: which global shocks matter?. (2019). Manu, Ana-Simona ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192282.

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2018Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). Fontaine, Idriss ; Didier, Laurent ; Razafindravaosolonirina, Justinien. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2017Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China. (2017). Fontaine, Idriss ; Razafindravaosolonirina, Justinien ; Didier, Laurent. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:121-125.

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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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2018The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67.

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2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

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2017How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?. (2017). Serletis, Apostolos ; Jadidzadeh, Ali . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:66-74.

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2018Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53.

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2018Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

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2018The balance sheet effects of oil market shocks: An industry level analysis. (2018). Elfayoumi, Khalid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:112-127.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2017Sanctions and the Russian stock market. (2017). Ankudinov, Andrei ; Lebedev, Oleg ; Ibragimov, Rustam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:150-162.

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2019Russian Business under Economic Sanctions: Is There Regional Heterogeneity?. (2019). Shida, Yoshisada. In: Discussion papers. RePEc:eri:dpaper:1903.

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2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:17102.

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2018Modelling the Global Price of Oil: Is there any Role for the Oil Futures-spot Spread?. (2018). Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2018.06.

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2018Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances. (2018). Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-72.

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2017Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2017). Braun, Robin ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1707.

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2017Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1711.

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2019Russian Business under Economic Sanctions: Is There Regional Heterogeneity?. (2019). Shida, Yoshisada. In: MPRA Paper. RePEc:pra:mprapa:93817.

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2019An analysis of the global oil market using SVARMA models. (2019). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:29543.

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2017Eu and Usa sanctions and their impact on Russia: a logical-qualitative assessment. (2017). di Pace, Massimiliano. In: Argomenti. RePEc:urb:journl:v:7:y:2017:p:1-16.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2018Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Herwartz, Helmut ; Rohloff, Hannes ; Maxand, Simone. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:354.

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2017The dynamic impact of macroeconomic news on long-term inflation expectations. (2017). Nautz, Dieter ; Hachula, Michael . In: Discussion Papers. RePEc:zbw:fubsbe:201712.

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2017The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR. (2017). Pruser, Jan ; Schlosser, Alexander . In: Ruhr Economic Papers. RePEc:zbw:rwirep:708.

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2017The Anchoring of Inflation Expectations in the Short and in the Long Run. (2017). Nautz, Dieter ; Strohsal, Till ; Netsunajew, Aleksei. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168075.

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Works by Aleksei Netšunajev:


YearTitleTypeCited
2015Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models In: CESifo Working Paper Series.
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2015Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models.(2015) In: Discussion Papers of DIW Berlin.
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2012Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs In: Discussion Papers of DIW Berlin.
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2014DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS.(2014) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 25
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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.
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2014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market.(2014) In: SFB 649 Discussion Papers.
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2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies In: Discussion Papers of DIW Berlin.
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2017Crimea and punishment: the impact of sanctions on Russian and European economies.(2017) In: Bank of Estonia Working Papers.
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2018The Relation between Monetary Policy and the Stock Market in Europe In: Discussion Papers of DIW Berlin.
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2018The Relation between Monetary Policy and the Stock Market in Europe.(2018) In: Econometrics.
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This paper has another version. Agregated cites: 1
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2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
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2013Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity In: Bank of Estonia Working Papers.
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2013Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity.(2013) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 6
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2012Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity.(2012) In: Economics Working Papers.
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2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach In: Bank of Estonia Working Papers.
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2018Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility In: Bank of Estonia Working Papers.
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2017Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control.
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2016On the long-run neutrality of demand shocks In: Economics Letters.
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2015On the Long-run Neutrality of Demand Shocks.(2015) In: SFB 649 Discussion Papers.
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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models In: Econometrics and Statistics.
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2017Uncertainty and employment dynamics in the euro area and the US In: Journal of Macroeconomics.
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2016 Uncertainty and Employment Dynamics in the Euro Area and the US.(2016) In: SFB 649 Discussion Papers.
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2015Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers.
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2016Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective In: SFB 649 Discussion Papers.
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2016International dynamics of inflation expectations In: SFB 649 Discussion Papers.
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2010Foreign Trade Patterns Between Estonia and the EU In: International Advances in Economic Research.
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2015International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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