8
H index
6
i10 index
172
Citations
Tallinna Tehnikaülikool | 8 H index 6 i10 index 172 Citations RESEARCH PRODUCTION: 10 Articles 19 Papers RESEARCH ACTIVITY: 9 years (2010 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pne255 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aleksei Netšunajev. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Macroeconomics | 2 |
Working Papers Series with more than one paper published | # docs |
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SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 6 |
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research | 6 |
Bank of Estonia Working Papers / Bank of Estonia | 4 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
2023 | The effectiveness of embargoes: Evidence from Russia. (2023). Miromanova, Anna. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:906-940. Full description at Econpapers || Download paper |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper |
2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper |
2023 | Chinaâs footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861. Full description at Econpapers || Download paper |
2023 | Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120. Full description at Econpapers || Download paper |
2023 | The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers || Download paper |
2023 | Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931. Full description at Econpapers || Download paper |
2023 | An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149. Full description at Econpapers || Download paper |
2023 | Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors. (2023). Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:119029. Full description at Econpapers || Download paper |
2023 | Labour market uncertainty after the irruption of COVID-19. (2023). Claveria, Oscar ; Sori, Petar. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02304-7. Full description at Econpapers || Download paper |
2023 | UkraineâRussia Conflict and Stock Markets Reactions in Europe. (2023). Shafique, Sujana ; Sutradhar, Soma Rani ; Hasan, Fakhrul ; Das, Bijoy Chandra. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:24:y:2023:i:3:d:10.1007_s40171-023-00345-0. Full description at Econpapers || Download paper |
2023 | Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318. Full description at Econpapers || Download paper |
2023 | Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The multifaceted impact of US trade policy on financial markets. (2023). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:388-406. Full description at Econpapers || Download paper |
2023 | Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment. (2023). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Working papers. RePEc:yon:wpaper:2023rwp-222. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | Structural 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 | |
2019 | THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 12 |
2012 | Disentangling 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] | paper | 44 |
2014 | DISENTANGLING 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: 44 | article | |
2014 | Structural 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] | paper | 8 |
2014 | Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market.(2014) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2016 | Crimea and Punishment: The Impact of Sanctions on Russian and European Economies In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 14 |
2017 | Crimea 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 | |
2018 | The Relation between Monetary Policy and the Stock Market in Europe In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
2018 | The Relation between Monetary Policy and the Stock Market in Europe.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 7 |
2013 | Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity In: Bank of Estonia Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Reaction 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 | |
2012 | Reaction 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 | |
2016 | Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach In: Bank of Estonia Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility In: Bank of Estonia Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
2016 | On the long-run neutrality of demand shocks In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | On the Long-run Neutrality of Demand Shocks.(2015) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 7 |
2017 | Uncertainty and employment dynamics in the euro area and the US In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 23 |
2016 | Uncertainty and Employment Dynamics in the Euro Area and the US.(2016) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2015 | Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | International dynamics of inflation expectations In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Foreign Trade Patterns Between Estonia and the EU In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 1 |
2019 | Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] | article | 22 |
2015 | International 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] | paper | 1 |
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