EconPapers    
Economics at your fingertips  
 

Details about Aleksei Netšunajev

E-mail:
Homepage:http://www.alnet.tk
Postal address:Akadeemia tee 3 Tallinn Estonia
Workplace:Majandusteaduskond (School of Economics and Business Administration), Tallinna Tehnikaülikool (Tallinn University of Technology), (more information at EDIRC)

Access statistics for papers by Aleksei Netšunajev.

Last updated 2019-02-27. Update your information in the RePEc Author Service.

Short-id: pne255


Jump to Journal Articles

Working Papers

2018

  1. Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility
    Bank of Estonia Working Papers, Bank of Estonia Downloads
  2. Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
  3. The Relation between Monetary Policy and the Stock Market in Europe
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    See also Journal Article in Econometrics (2018)

2017

  1. Crimea and punishment: the impact of sanctions on Russian and European economies
    Bank of Estonia Working Papers, Bank of Estonia Downloads
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2016) Downloads View citations (4)

2016

  1. Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
  2. Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach
    Bank of Estonia Working Papers, Bank of Estonia Downloads
  3. International dynamics of inflation expectations
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
  4. Uncertainty and Employment Dynamics in the Euro Area and the US
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2017)

2015

  1. International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
  2. On the Long-run Neutrality of Demand Shocks
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    See also Journal Article in Economics Letters (2016)
  3. Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2015) Downloads View citations (1)
  4. Structural Vector Autoregressions with Heteroskedasticy
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2014

  1. Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2014) Downloads View citations (6)

2013

  1. Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity
    Bank of Estonia Working Papers, Bank of Estonia Downloads View citations (3)
    Also in Economics Working Papers, European University Institute (2012) Downloads

    See also Journal Article in Journal of Macroeconomics (2013)

2012

  1. Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2014)

Journal Articles

2018

  1. The Relation between Monetary Policy and the Stock Market in Europe
    Econometrics, 2018, 6, (3), 1-14 Downloads
    See also Working Paper (2018)

2017

  1. Structural vector autoregressions with heteroskedasticity: A review of different volatility models
    Econometrics and Statistics, 2017, 1, (C), 2-18 Downloads View citations (3)
  2. Structural vector autoregressions with smooth transition in variances
    Journal of Economic Dynamics and Control, 2017, 84, (C), 43-57 Downloads View citations (2)
  3. Uncertainty and employment dynamics in the euro area and the US
    Journal of Macroeconomics, 2017, 51, (C), 48-62 Downloads View citations (6)
    See also Working Paper (2016)

2016

  1. On the long-run neutrality of demand shocks
    Economics Letters, 2016, 139, (C), 57-60 Downloads View citations (4)
    See also Working Paper (2015)

2014

  1. DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS
    Journal of Applied Econometrics, 2014, 29, (3), 479-496 Downloads View citations (23)
    See also Working Paper (2012)

2013

  1. Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity
    Journal of Macroeconomics, 2013, 36, (C), 51-62 Downloads View citations (9)
    See also Working Paper (2013)

2010

  1. Foreign Trade Patterns Between Estonia and the EU
    International Advances in Economic Research, 2010, 16, (3), 311-324 Downloads View citations (1)
 
Page updated 2019-07-22