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Aleksei Netsunajev
Aleksei Netsunajev
Bank of Estonia
在 fu-berlin.de 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
1372014
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
1172019
Crimea and punishment: The impact of sanctions on Russian and European economies
KA Kholodilin, A Netsunajev
DIW Berlin Discussion Paper, 2016
712016
Structural vector autoregressions with smooth transition in variances
H Lütkepohl, A Netšunajev
Journal of Economic Dynamics and Control 84, 43-57, 2017
612017
Structural vector autoregressions with heteroskedasticity: A review of different volatility models
H Lütkepohl, A Netšunajev
Econometrics and statistics 1, 2-18, 2017
592017
Uncertainty and employment dynamics in the euro area and the US
A Netšunajev, K Glass
Journal of Macroeconomics 51, 48-62, 2017
572017
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
402021
Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity
A Netsunajev
Journal of Macroeconomics 36, 51-62, 2013
362013
Intra-industry trade development in the Baltic States
G Fainštein, A Netšunajev
Emerging Markets Finance and Trade 47 (sup3), 95-110, 2011
312011
The relation between monetary policy and the stock market in Europe
H Lütkepohl, A Netšunajev
Econometrics 6 (3), 36, 2018
302018
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
272014
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
242019
Foreign trade patterns between Estonia and the EU
G Fainštein, A Netšunajev
International Advances in Economic Research 16, 311-324, 2010
142010
Inflation ExpectationsSpillovers between theUnited States and EuroArea
A Netšunajev, L Winkelmann
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014
122014
Identifying monetary policy shocks via heteroskedasticity: A Bayesian approach
D Kulikov, A Netšunajev
Eesti Pank, 2013
122013
On the long-run neutrality of demand shocks
W Chen, A Netšunajev
Economics Letters 139, 57-60, 2016
112016
Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models
H Lütkepohl, A Netsunajev
DIW Berlin Discussion Paper, 2015
82015
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
72021
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
32018
Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach
D Kulikov, A Netšunajev
Eesti Pank, 2015
32015
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