Aleksei Netšunajev CV
Senior Economist
Phone: +(00) 372 668 0907
E-mail: [email protected]
Research interests:
Time series econometrics
Applied macroeconomics
Education:
2013 — PhD in economics, European University Institute, Italy
2010 — MSc in economics, European University Institute, Italy
2004 — customs law, Estonian Academy of Security Sciences
Experience:
Bank of Estonia, Economics and Research Department, senior researcher, 2016-current
Tieto Estonia AS, full stack software developer, 2016
Freie Universität Berlin, researcher, 2013—2016
Estonian Tax and Customs Board, inspector in charge, senior specialist, 2004—2009
Selected publications:
- Structural Vector Autoregressions with Smooth Transition in Variances, 2017, authors Helmut Lütkepohl and Aleksei Netšunajev. Journal of Economic Dynamics and Control, Vol. 84, pp. 43-57. DOI: doi.org/10.1016/j.jedc.2017.09.001
- The anchoring of inflation expectations in the short and in the long run, 2017, authors Dieter Nautz, Till Strohsal and Aleksei Netšunajev. Macroeconomic Dynamics. DOI: doi.org/10.1017/S1365100517000517
- Uncertainty and employment dynamics in the euro area and the US, 2017, authors Aleksei Netšunajev and Katharina Glass. Journal of Macroeconomics, Vol 51, pp. 48−62. DOI: 10.1016/j.jmacro.2016.12.002
- Structural vector autoregressions with heteroskedasticity: A review of different volatility models, 2017, authors Helmut Lütkepohl and Aleksei Netšunajev. Econometrics and Statistics, Vol 1, pp 2−18. DOI: 10.1016/j.ecosta.2016.05.001
- Crimea and punishment: The impact of sanctions on Russian and European economies, 2017, authors Konstantin A. Kholodilin and Aleksei Netšunajev. Working Papers of Eesti Pank, No. 5/2017.
- On the long-run neutrality of demand shocks, 2016, authors Wenjuan Chen and Aleksei Netšunajev. Economics Letters, Vol 139, pp 57–60. DOI: 10.1016/j.econlet.2015.11.039
- Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARs, 2014, authors Helmut Lütkepohl and Aleksei Netšunajev. Journal of Applied Econometrics, Vol 29(3), pp 479-496. DOI: 10.1002/jae.2330
- Reaction to technology shocks in Markov-switching structural VARs: Identification via heteroskedasticity, 2013, author Aleksei Netšunajev. Journal of Macroeconomics, Vol 36, pp 51−62. DOI: 10.1016/j.jmacro.2012.12.005
Referee:
Review of Economics and Statistics
Journal of Macroeconomics
Empirical Economics
Journal of Economic Surveys