Aleksei Netšunajev : Citation Profile

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204

Citations

RESEARCH PRODUCTION:

10

Articles

23

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 22
   Journals where Aleksei Netšunajev has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 8 (3.77 %)

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   Permalink: http://citec.repec.org/pne255
   Updated: 2024-12-03    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 (15)

Nautz, Dieter (10)

Bernoth, Kerstin (8)

Claveria, Oscar (7)

Bali, Morad (6)

Woźniak, Tomasz (4)

Manu, Ana-Simona (4)

Braun, Robin (4)

Rieth, Malte (3)

Didier, Laurent (3)

Gutmann, Jerg (3)

Cites to:

Lütkepohl, Helmut (76)

Lanne, Markku (48)

Rigobon, Roberto (30)

Sims, Christopher (20)

Normandin, Michel (19)

Stock, James (17)

Maciejowska, Katarzyna (17)

Ehrmann, Michael (16)

Watson, Mark (16)

Blanchard, Olivier (16)

Kilian, Lutz (16)

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
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk4
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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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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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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2023On the transmission of us uncertainty shocks to the European labor market. (2023). de Souza, Michel C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00423.

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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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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2023Have the effects of shocks to oil price expectations changed?. (2023). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004421.

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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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2023Finance and export diversifications Nexus in Russian regions: Role of trade globalization and regional potential. (2023). Sohag, Kazi ; Shakib, Mohammed ; Vasilyeva, Rogneda ; Hassan, Kabir M. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s156601412300064x.

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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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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2023The economic effects of international sanctions: An event study. (2023). Neuenkirch, Matthias ; Gutmann, Jerg ; Neumeier, Florian. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:4:p:1214-1231.

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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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2024A tale of two impacts: Entrepreneurial action and the gender-related effects of economic policy uncertainty. (2024). Townsend, David M ; Stallkamp, Maximilian ; Hunt, Richard A ; Manocha, Parul. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:21:y:2024:i:c:s2352673423000756.

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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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2024Impacts of EU Sanctions Levied in 2014 on Individual European Countries Exports to Russia: Winners and Losers. (2024). Pratson, Lincoln F ; Nguyen, Thanh T ; Bali, Morad. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:2:d:10.1057_s41302-024-00266-5.

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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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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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2024.

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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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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
.() In: .
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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.
[Full Text][Citation analysis]		article13
.() In: .
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This paper has nother version. Agregated cites: 13		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.
[Full Text][Citation analysis]		paper49
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: 49		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.
[Full Text][Citation analysis]		paper7
2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper14
2017Crimea 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
2018The Relation between Monetary Policy and the Stock Market in Europe In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper4
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: 4		article
2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper12
2013Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper9
2013Reaction 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
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.
[Full Text][Citation analysis]		paper0
2018Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper2
2017Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2016On the long-run neutrality of demand shocks In: Economics Letters.
[Full Text][Citation analysis]		article2
.() In: .
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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.
[Full Text][Citation analysis]		article8
2017Uncertainty and employment dynamics in the euro area and the US In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article24
2014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper7
2015Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2015On the Long-run Neutrality of Demand Shocks In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016 Uncertainty and Employment Dynamics in the Euro Area and the US In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2016Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016International dynamics of inflation expectations In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2010Foreign Trade Patterns Between Estonia and the EU In: International Advances in Economic Research.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article28
In: .
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2015International 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]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team