Access Statistics for Aleksei Netšunajev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Crimea and Punishment: The Impact of Sanctions on Russian and European Economies 1 2 4 177 3 10 48 513
Crimea and punishment: the impact of sanctions on Russian and European economies 0 0 0 58 0 0 4 86
Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs 0 1 1 197 1 7 15 398
Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach 0 0 0 59 3 5 12 178
Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach 0 0 0 63 1 6 12 151
Inflation expectations spillovers between the United States and euro area 0 0 0 0 1 7 22 24
International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model 0 0 1 63 3 7 27 108
International dynamics of inflation expectations 0 0 0 55 0 3 7 67
On the long-run neutrality of demand shocks 0 0 0 18 2 2 8 59
Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity 0 0 0 47 1 6 20 144
Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity 0 0 0 21 1 8 13 94
Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models 0 0 1 67 3 3 13 172
Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models 0 2 3 82 2 7 27 200
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market 0 1 2 140 4 9 33 278
Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility 0 0 1 34 2 5 10 47
Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models 0 0 1 154 1 6 17 177
Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market 0 0 0 90 2 7 21 189
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 2 6 23 155
The Relation between Monetary Policy and the Stock Market in Europe 0 0 1 108 3 6 14 219
The anchoring of inflation expectations in the short and in the long run 0 0 0 26 2 6 15 54
Uncertainty and employment dynamics in the euro area and the US 0 0 0 52 1 12 22 111
Total Working Papers 1 6 15 1,601 38 128 383 3,424

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area 0 0 4 37 2 9 43 161
Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area 2 2 4 24 5 9 21 81
DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS 0 0 2 91 3 10 25 252
Foreign Trade Patterns Between Estonia and the EU 0 0 0 5 3 6 12 40
On the long-run neutrality of demand shocks 0 0 1 20 4 7 18 89
Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity 0 0 0 22 4 10 20 97
Structural vector autoregressions with heteroskedasticity: A review of different volatility models 0 3 8 106 3 14 32 271
Structural vector autoregressions with smooth transition in variances 0 3 7 81 3 8 25 255
THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN 0 2 5 29 0 9 31 89
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 2 3 5 14 29
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 4 5 10 19
The Relation between Monetary Policy and the Stock Market in Europe 0 0 2 29 1 1 8 103
Uncertainty and employment dynamics in the euro area and the US 0 0 1 28 4 7 25 144
Total Journal Articles 2 10 34 475 39 100 284 1,630

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06