Aleksei Netšunajev : Citation Profile


Are you Aleksei Netšunajev?

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5

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2

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101

Citations

RESEARCH PRODUCTION:

10

Articles

19

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 11
   Journals where Aleksei Netšunajev has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 7 (6.48 %)

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   Permalink: http://citec.repec.org/pne255
   Updated: 2020-10-17    RAS profile: 2019-08-31    
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Relations with other researchers


Works with:

Lütkepohl, Helmut (8)

Kholodilin, Konstantin (3)

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:

Lütkepohl, Helmut (8)

Nautz, Dieter (5)

Woźniak, Tomasz (4)

Braun, Robin (3)

RAZAFINDRAVAOSOLONIRINA, Romain (3)

Fontaine, Idriss (3)

Didier, Laurent (3)

Fouquet, Roger (3)

Osborn, Denise (2)

Plödt, Martin (2)

Bataa, Erdenebat (2)

Cites to:

Lütkepohl, Helmut (52)

Lanne, Markku (38)

Rigobon, Roberto (25)

Sims, Christopher (18)

Blanchard, Olivier (14)

Kilian, Lutz (14)

Normandin, Michel (14)

Stock, James (13)

Maciejowska, Katarzyna (13)

Ehrmann, Michael (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
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research6
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany6
Bank of Estonia Working Papers / Bank of Estonia4

Recent works citing Aleksei Netšunajev (2020 and 2019)


YearTitle of citing document
2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Announcements of Sanctions and the Russian Equity Market: An Event Study Approach. (2020). Dovbnya, Pavel. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:74-92.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2019Sanctions and counter-sanctions : What did they do?. (2019). Barseghyan, Gayane. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_024.

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2020Economic Sanctions on Russia and Their Effects. (2020). Korhonen, Iikka. In: CESifo Forum. RePEc:ces:ifofor:v:20:y:2020:i:04:p:19-22.

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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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2019Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH. (2019). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:41-61.

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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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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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2019Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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2020An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x.

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2020The impact of Nord Stream 2 on the European gas market bargaining positions. (2020). Sziklai, Balázs ; Csercsik, David ; Koczy, Laszlo A. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520304201.

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2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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2020Collateral damage: The Western sanctions on Russia and the evaluation of implications for Russia’s post-communist neighbourhood. (2020). Abbas, Gulnara ; Rustamli, Nabi ; Bayramov, Vugar. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:92-109.

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2020Assessing the (de-)anchoring of households’ long-term inflation expectations in the US. (2020). Devaguptapu, Adviti ; Rohit, Abhishek Kumar ; Dash, Pradyumna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s016407041930134x.

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2019The investment-uncertainty relationship in the oil and gas industry. (2019). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:52.

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2019Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index. (2019). Busu, Mihail. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304340.

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2020How macroeconomic variables affect admission and dismissal in the Brazilian electro-electronic sector: A VAR-based model and cluster analysis. (2020). Campilho, Rui Manuel ; Souza, Adriano Mendona ; Ueda, Renan Mitsuo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304519.

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2020Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248.

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

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2020Methodological Limitations of the Literature in the Study of Economic Sanctions, the Ukrainian Crisis Case. (2020). Bali, Morad. In: Post-Print. RePEc:hal:journl:hal-02472943.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2019The Interest Rate Sensitivity of Investment. (2019). Baldi, Guido ; Lange, Alexander. In: Credit and Capital Markets. RePEc:kuk:journl:v:52:y:2019:i:2:p:173-190.

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2019Measuring Global Economic Activity. (2019). Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:25778.

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2019Financial Sanctions: Impact on Capital flows and GDP Growth in Russia. (2019). Prilepskiy, I. In: Journal of the New Economic Association. RePEc:nea:journl:y:2019:i:43:p:163-172.

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2019Sanctions and Counter-Sanctions - What Are their Economic Effects in Russia and Elsewhere?. (2019). Korhonen, I. In: Journal of the New Economic Association. RePEc:nea:journl:y:2019:i:43:p:184-190.

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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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2020The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR. (2020). Pruser, Jan ; Schlosser, Alexander. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-018-01619-8.

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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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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). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2020Estimating the Impact of Financial Investments on Agricultural Futures Prices using Changes in Volatility. (2020). Hachula, Michael ; Rieth, Malte. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:3:p:759-785.

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2019The Interest Rate Sensitivity of Investment. (2019). Baldi, Guido ; Lange, Alexander. In: EconStor Open Access Articles. RePEc:zbw:espost:222283.

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2019Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area. (2019). Fratzscher, Marcel ; Rieth, Malte. In: EconStor Open Access Articles. RePEc:zbw:espost:223020.

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2020The credibility of the ECBs inflation target in times of Corona: New evidence from an online survey. (2020). Nautz, Dieter ; Coleman, Winnie. In: Discussion Papers. RePEc:zbw:fubsbe:202011.

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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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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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2019THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN In: Macroeconomic Dynamics.
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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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paper33
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: 33
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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: 2
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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: 8
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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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article15
2016 Uncertainty and Employment Dynamics in the Euro Area and the US.(2016) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 15
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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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2019Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area In: EconStor Open Access Articles.
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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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