Aleksei Netšunajev
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Aleksei |
| last: |
Netšunajev |
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Affiliations
-
Tallinna Tehnikaülikool
/ Majandusteaduskond
Research profile
author of:
- Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models (RePEc:ces:ceswps:_5308)
by Helmut Lütkepohl & Aleksei Netšunajev - The Anchoring Of Inflation Expectations In The Short And In The Long Run (RePEc:cup:macdyn:v:23:y:2019:i:05:p:1959-1977_00)
by Nautz, Dieter & Strohsal, Till & Netšunajev, Aleksei - Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs (RePEc:diw:diwwpp:dp1195)
by Helmut Lütkepohl & Aleksei Netsunajev - Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market (RePEc:diw:diwwpp:dp1388)
by Helmut Lütkepohl & Aleksei Netsunajev - Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models (RePEc:diw:diwwpp:dp1464)
by Helmut Lütkepohl & Aleksei Netsunajev - Crimea and Punishment: The Impact of Sanctions on Russian and European Economies (RePEc:diw:diwwpp:dp1569)
by Konstantin A. Kholodilin & Aleksei Netsunajev - The Relation between Monetary Policy and the Stock Market in Europe (RePEc:diw:diwwpp:dp1729)
by Helmut Lütkepohl & Aleksei Netsunajev - Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models (RePEc:diw:diwwpp:dp1764)
by Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen - Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity (RePEc:eea:boewps:wp2012-6)
by Aleksei Netsunajev - Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach (RePEc:eea:boewps:wp2015-8)
by Dmitry Kulikov & Aleksei Netsunajev - Crimea and punishment: the impact of sanctions on Russian and European economies (RePEc:eea:boewps:wp2017-5)
by Kholodilin, Konstantin A. & Netsunajev, Aleksei - Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility (RePEc:eea:boewps:wp2018-02)
by Wenjuan Chen & Aleksei Netsunajev - Structural vector autoregressions with smooth transition in variances (RePEc:eee:dyncon:v:84:y:2017:i:c:p:43-57)
by Lütkepohl, Helmut & Netšunajev, Aleksei - On the long-run neutrality of demand shocks (RePEc:eee:ecolet:v:139:y:2016:i:c:p:57-60)
by Chen, Wenjuan & Netšunajev, Aleksei - Structural vector autoregressions with heteroskedasticity: A review of different volatility models (RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18)
by Lütkepohl, Helmut & Netšunajev, Aleksei - Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity (RePEc:eee:jmacro:v:36:y:2013:i:c:p:51-62)
by Netsunajev, Aleksei - Uncertainty and employment dynamics in the euro area and the US (RePEc:eee:jmacro:v:51:y:2017:i:c:p:48-62)
by Netšunajev, Aleksei & Glass, Katharina - Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity (RePEc:eui:euiwps:eco2012/13)
by Aleksei NETSUNAJEV - The Relation between Monetary Policy and the Stock Market in Europe (RePEc:gam:jecnmx:v:6:y:2018:i:3:p:36-:d:162048)
by Helmut Lütkepohl & Aleksei Netšunajev - Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market (RePEc:hum:wpaper:sfb649dp2014-031)
by Helmut Lütkepohl & Aleksei Netsunajev - Structural Vector Autoregressions with Heteroskedasticy (RePEc:hum:wpaper:sfb649dp2015-015)
by Helmut Lütkepohl & Aleksei Netšunajev - On the Long-run Neutrality of Demand Shocks (RePEc:hum:wpaper:sfb649dp2015-043)
by Wenjuan Chen & Aleksei Netsunajev - Uncertainty and Employment Dynamics in the Euro Area and the US (RePEc:hum:wpaper:sfb649dp2016-002)
by Aleksei Netsunajev & Katharina Glass - Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective (RePEc:hum:wpaper:sfb649dp2016-015)
by Dieter Nautz & Aleksei Netsunajev & Till Strohsal - International dynamics of inflation expectations (RePEc:hum:wpaper:sfb649dp2016-019)
by Aleksei Netšunajev & Lars Winkelmann - Foreign Trade Patterns Between Estonia and the EU (RePEc:kap:iaecre:v:16:y:2010:i:3:p:311-324:10.1007/s11294-010-9267-y)
by Grigori Fainštein & Aleksei Netšunajev - Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars (RePEc:wly:japmet:v:29:y:2014:i:3:p:479-496)
by Helmut Lütkepohl & Aleksei NetŠunajev - Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area (RePEc:zbw:espost:200147)
by Kholodilin, Konstantin A. & Netšunajev, Aleksei - Inflation expectations spillovers between the United States and euro area (RePEc:zbw:sfb649:sfb649dp2014-023)
by Netšunajev, Aleksei & Winkelmann, Lars - Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models (RePEc:zbw:sfb649:sfb649dp2015-015)
by Lütkepohl, Helmut & Netšunajev, Aleksei - On the long-run neutrality of demand shocks (RePEc:zbw:sfb649:sfb649dp2015-043)
by Chen, Wenjuan & Netsunajev, Aleksei - The anchoring of inflation expectations in the short and in the long run (RePEc:zbw:sfb649:sfb649dp2016-015)
by Nautz, Dieter & Netšunajev, Aleksei & Strohsal, Till - International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model (RePEc:zbw:vfsc15:112900)
by Winkelmann, Lars & Netsunajev, Aleksei