Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARs H Lütkepohl, A Netšunajev Journal of Applied Econometrics 29 (3), 479-496, 2014 | 137 | 2014 |
Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area KA Kholodilin, A Netšunajev Baltic Journal of Economics 19 (1), 39-51, 2019 | 117 | 2019 |
Crimea and punishment: The impact of sanctions on Russian and European economies KA Kholodilin, A Netsunajev DIW Berlin Discussion Paper, 2016 | 71 | 2016 |
Structural vector autoregressions with smooth transition in variances H Lütkepohl, A Netšunajev Journal of Economic Dynamics and Control 84, 43-57, 2017 | 61 | 2017 |
Structural vector autoregressions with heteroskedasticity: A review of different volatility models H Lütkepohl, A Netšunajev Econometrics and statistics 1, 2-18, 2017 | 59 | 2017 |
Uncertainty and employment dynamics in the euro area and the US A Netšunajev, K Glass Journal of Macroeconomics 51, 48-62, 2017 | 57 | 2017 |
Testing identification via heteroskedasticity in structural vector autoregressive models H Lütkepohl, M Meitz, A Netšunajev, P Saikkonen The Econometrics Journal 24 (1), 1-22, 2021 | 40 | 2021 |
Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity A Netsunajev Journal of Macroeconomics 36, 51-62, 2013 | 36 | 2013 |
Intra-industry trade development in the Baltic States G Fainštein, A Netšunajev Emerging Markets Finance and Trade 47 (sup3), 95-110, 2011 | 31 | 2011 |
The relation between monetary policy and the stock market in Europe H Lütkepohl, A Netšunajev Econometrics 6 (3), 36, 2018 | 30 | 2018 |
Structural vector autoregressions with smooth transition in variances: The interaction between us monetary policy and the stock market H Lütkepohl, A Netésunajev SFB 649 Discussion Paper, 2014 | 27 | 2014 |
The anchoring of inflation expectations in the short and in the long run D Nautz, T Strohsal, A Netšunajev Macroeconomic Dynamics 23 (5), 1959-1977, 2019 | 24 | 2019 |
Foreign trade patterns between Estonia and the EU G Fainštein, A Netšunajev International Advances in Economic Research 16, 311-324, 2010 | 14 | 2010 |
Inflation ExpectationsSpillovers between theUnited States and EuroArea A Netšunajev, L Winkelmann Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014 | 12 | 2014 |
Identifying monetary policy shocks via heteroskedasticity: A Bayesian approach D Kulikov, A Netšunajev Eesti Pank, 2013 | 12 | 2013 |
On the long-run neutrality of demand shocks W Chen, A Netšunajev Economics Letters 139, 57-60, 2016 | 11 | 2016 |
Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models H Lütkepohl, A Netsunajev DIW Berlin Discussion Paper, 2015 | 8 | 2015 |
Parkinson’s disease diagnostics based on the analysis of digital sentence writing test A Netšunajev, S Nõmm, A Toomela, K Medijainen, P Taba Vietnam Journal of Computer Science 8 (04), 493-512, 2021 | 7 | 2021 |
Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility W Chen, A Netsunajev Bank of Estonia Working Papers, 2018 | 3 | 2018 |
Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach D Kulikov, A Netšunajev Eesti Pank, 2015 | 3 | 2015 |