Aleksei Netšunajev : Citation Profile


Are you Aleksei Netšunajev?

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8

H index

6

i10 index

172

Citations

RESEARCH PRODUCTION:

10

Articles

19

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 19
   Journals where Aleksei Netšunajev has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 7 (3.91 %)

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   Permalink: http://citec.repec.org/pne255
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


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:

Lütkepohl, Helmut (11)

Nautz, Dieter (9)

Claveria, Oscar (7)

Bali, Morad (5)

Bernoth, Kerstin (4)

Woźniak, Tomasz (4)

Sorić, Petar (3)

Manu, Ana-Simona (3)

RAZAFINDRAVAOSOLONIRINA, Romain (3)

Korhonen, Iikka (3)

Didier, Laurent (3)

Cites to:

Lütkepohl, Helmut (65)

Lanne, Markku (38)

Rigobon, Roberto (25)

Sims, Christopher (19)

Ehrmann, Michael (15)

Normandin, Michel (15)

Stock, James (15)

Watson, Mark (14)

Kilian, Lutz (14)

Blanchard, Olivier (14)

Maciejowska, Katarzyna (13)

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 (2024 and 2023)


YearTitle of citing document
2023.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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

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2023The 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.

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2023The 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.

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2023Functional 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.

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2023China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861.

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2023Measuring 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.

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2023The 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.

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2023Monetary 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.

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2023An 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.

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2023Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors. (2023). Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:119029.

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2023Labour 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.

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2023Ukraine–Russia 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.

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2023Modelling 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.

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2023Oil 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.

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2023.

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2023The 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.

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2023Heterogeneity 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.

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2023.

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2023.

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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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paper2
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 nother version. Agregated cites: 2
paper
2019THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN In: Macroeconomic Dynamics.
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article12
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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paper44
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 nother version. Agregated cites: 44
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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paper8
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 nother version. Agregated cites: 8
paper
2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies In: Discussion Papers of DIW Berlin.
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paper14
2017Crimea and punishment: the impact of sanctions on Russian and European economies.(2017) In: Bank of Estonia Working Papers.
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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.
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paper3
2018The Relation between Monetary Policy and the Stock Market in Europe.(2018) In: Econometrics.
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This paper has nother version. Agregated cites: 3
article
2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
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paper7
2013Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity In: Bank of Estonia Working Papers.
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paper9
2013Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity.(2013) In: Journal of Macroeconomics.
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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.
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This paper has nother version. Agregated cites: 9
paper
2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach In: Bank of Estonia Working Papers.
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paper0
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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paper2
2017Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control.
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article11
2016On the long-run neutrality of demand shocks In: Economics Letters.
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article2
2015On the Long-run Neutrality of Demand Shocks.(2015) In: SFB 649 Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models In: Econometrics and Statistics.
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article7
2017Uncertainty and employment dynamics in the euro area and the US In: Journal of Macroeconomics.
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article23
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 nother version. Agregated cites: 23
paper
2015Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers.
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paper2
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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paper2
2010Foreign Trade Patterns Between Estonia and the EU In: International Advances in Economic Research.
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article1
2019Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area In: EconStor Open Access Articles and Book Chapters.
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article22
2015International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team