Aleksei Netšunajev : Citation Profile


Are you Aleksei Netšunajev?

Eesti Pank

3

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

4

Articles

15

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 3
   Journals where Aleksei Netšunajev has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 3 (11.54 %)

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   Permalink: http://citec.repec.org/pne255
   Updated: 2017-04-22    RAS profile: 2016-12-15    
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Relations with other researchers


Works with:

Lütkepohl, Helmut (7)

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 (4)

Bataa, Erdenebat (2)

Saikkonen, Pentti (2)

Lanne, Markku (2)

Plödt, Martin (2)

Osborn, Denise (2)

Nautz, Dieter (1)

Han, Xu (1)

Colson, Gregory (1)

GUPTA, RANGAN (1)

Shachmurove, Yochanan (1)

Cites to:

Lütkepohl, Helmut (28)

Lanne, Markku (27)

Rigobon, Roberto (13)

Sims, Christopher (13)

Kilian, Lutz (11)

Maciejowska, Katarzyna (10)

Ehrmann, Michael (10)

Blanchard, Olivier (9)

Normandin, Michel (8)

Stock, James (8)

Waggoner, Daniel (7)

Main data


Where Aleksei Netšunajev has published?


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 Research4
Bank of Estonia Working Papers / Bank of Estonia2

Recent works citing Aleksei Netšunajev (2017 and 2016)


YearTitle of citing document
2016Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605.

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

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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2016Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

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2016The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44.

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2016Fiscal multipliers in a structural VEC model with mixed normal errors. (2016). Puonti, Paivi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:144-154.

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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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2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622.

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2016What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162.

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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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This paper has another version. Agregated cites: 0
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.
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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: 12
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.
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paper3
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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This paper has another version. Agregated cites: 3
paper
2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies In: Discussion Papers of DIW Berlin.
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paper1
2013Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity In: Bank of Estonia Working Papers.
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paper3
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: 3
article
2012Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity.(2012) In: Economics Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach In: Bank of Estonia Working Papers.
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paper0
2016On the long-run neutrality of demand shocks In: Economics Letters.
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article1
2015On the Long-run Neutrality of Demand Shocks.(2015) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2015Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers.
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paper0
2016 Uncertainty and Employment Dynamics in the Euro Area and the US In: SFB 649 Discussion Papers.
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paper1
2016Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective In: SFB 649 Discussion Papers.
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paper0
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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article1
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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paper1

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