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 0 0 9 175 6 10 35 483
Crimea and punishment: the impact of sanctions on Russian and European economies 0 0 0 58 2 2 4 85
Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs 0 0 0 196 1 2 5 386
Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach 0 0 0 59 1 1 2 167
Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach 0 0 0 63 0 1 3 140
Inflation expectations spillovers between the United States and euro area 0 0 0 0 1 1 2 3
International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model 0 0 0 62 0 1 3 83
International dynamics of inflation expectations 0 0 0 55 0 0 0 60
On the long-run neutrality of demand shocks 0 0 0 18 1 2 3 53
Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity 0 0 0 47 2 3 3 127
Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity 0 0 0 21 0 1 2 83
Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models 0 0 1 67 0 3 4 163
Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models 0 0 5 80 5 7 19 186
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market 0 0 3 139 3 6 13 256
Structural vector autoregression with time varying transition probabilities: identifying uncertainty shocks via changes in volatility 0 0 0 33 0 1 1 38
Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models 0 0 0 153 3 3 4 163
Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market 0 0 0 90 0 0 2 168
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 3 7 8 139
The Relation between Monetary Policy and the Stock Market in Europe 0 0 0 107 2 2 4 207
The anchoring of inflation expectations in the short and in the long run 0 0 0 26 1 1 3 40
Uncertainty and employment dynamics in the euro area and the US 0 0 0 52 1 1 1 90
Total Working Papers 0 0 18 1,591 32 55 121 3,120

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 6 34 4 9 33 135
Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area 0 1 2 21 1 2 9 67
DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS 1 1 1 90 2 3 6 232
Foreign Trade Patterns Between Estonia and the EU 0 0 0 5 0 0 5 30
On the long-run neutrality of demand shocks 0 1 1 20 1 6 9 80
Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity 0 0 0 22 1 1 3 79
Structural vector autoregressions with heteroskedasticity: A review of different volatility models 0 0 8 102 2 2 14 247
Structural vector autoregressions with smooth transition in variances 0 1 6 78 0 1 17 238
THE ANCHORING OF INFLATION EXPECTATIONS IN THE SHORT AND IN THE LONG RUN 0 2 3 26 1 3 9 65
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 2 2 3 5 18
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 2 2 3 11
The Relation between Monetary Policy and the Stock Market in Europe 1 1 1 28 1 1 5 96
Uncertainty and employment dynamics in the euro area and the US 1 1 2 28 3 8 14 128
Total Journal Articles 3 8 30 457 20 41 132 1,426

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

Statistics updated 2025-12-06