Browsing All of EconStor by Author Netšunajev, Aleksei


Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2014Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut; Netšunajev, Aleksei
2014Inflation expectations spillovers between the United States and euro areaNetšunajev, Aleksei; Winkelmann, Lars
2015Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut; Netšunajev, Aleksei
2015Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut; Netšunajev, Aleksei
2015Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility ModelsLuetkepohl, Helmut; Netšunajev, Aleksei
2016The anchoring of inflation expectations in the short and in the long runNautz, Dieter; Netšunajev, Aleksei; Strohsal, Till
2016Crimea and punishment: The impact of sanctions on Russian and European economiesCholodilin, Konstantin A.; Netšunajev, Aleksei
2018The relation between monetary policy and the stock market in EuropeLütkepohl, Helmut; Netšunajev, Aleksei
2018The relation between monetary policy and the stock market in EuropeLütkepohl, Helmut; Netšunajev, Aleksei
2018Testing identification via heteroskedasticity in structural vector autoregressive modelsLütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti
2019Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro areaKholodilin, Konstantin A.; Netšunajev, Aleksei
2019Crimea and punishment: The impact of sanctions on Russian economy and economies of the euro areaKholodilin, Konstantin; Netšunajev, Aleksei
2021Testing identification via heteroskedasticity in structural vector autoregressive modelsLütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti